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Trade: ROSE/USDT/360/SSF/MIDPOINT/3552

Strategy
ROSE/USDT/360/SSF/MIDPOINT/3552
Pair
ROSE_USDT
Interval
6h
Score
309709
Daily Profit
0.325875
Profit Factor
1.417642
Profitability
39.057239
Streak
0.000000
Best Strategy
Training Data Length
1786.500000
Evaluation Time
2025-10-10 20:56
Expiration Time
2025-12-03 04:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582174.9563 491387.0554 90787.9009 321451.5297 1247242.1526 -925790.6229
Total P&L (%) 582.175 491.3871 90.7879 321.4515 1247.2422 -925.7906
Avg Daily Profit (%) 0.3259 0.2751 0.0508 0.0806 0.1457 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219835 -176406 -126648 -5417930 -3943995 -2499879
Profit Factor 1.4176 1.582 1.1652 1.018 1.1232 0.8798
Total Trades 297 148 149 297 148 149
Winning Trades 116 54 62 116 54 62
Losing Trades 181 94 87 181 94 87
Profitability (%) 39.0572 36.4865 41.6107 39.0572 36.4865 41.6107
Ratio Avg Win / Avg Loss 2.212 2.7538 1.635 1.5885 1.9552 1.2346
Largest Winning Trade 183296 183296 52804 2326537 2326537 1243597
Largest Losing Trade -38834 -38834 -30677 -1358918 -787114 -1358918
Avg Bars in Trades 23 30 16 23 30 16
Avg Bars in Winners 35 48 24 35 48 24
Avg Bars in Losers 16 20 11 16 20 11
Bars Traded 7040 4516 2524 7040 4516 2524
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309709 207473 -165902 -287405 -87475 -582255
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7146,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607234400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760118999482,
    "expiration_time": 1764728208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 69,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            582174.956285906,
            491387.0554162875,
            90787.9008696187,
            321451.529685743,
            1247242.1525873982,
            -925790.6229016578
        ],
        [
            582.174956,
            491.387055,
            90.787901,
            321.45153,
            1247.242153,
            -925.790623
        ],
        [
            0.325875,
            0.275056,
            0.050819,
            0.080555,
            0.145678,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219835,
            -176406,
            -126648,
            -5417930,
            -3943995,
            -2499879
        ],
        [
            1.417642,
            1.581971,
            1.165187,
            1.018032,
            1.123191,
            0.879806
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            116,
            54,
            62,
            116,
            54,
            62
        ],
        [
            181,
            94,
            87,
            181,
            94,
            87
        ],
        [
            39.057239,
            36.486486,
            41.610738,
            39.057239,
            36.486486,
            41.610738
        ],
        [
            2.21201,
            2.753802,
            1.63502,
            1.588481,
            1.955185,
            1.234566
        ],
        [
            183296,
            183296,
            52804,
            2326537,
            2326537,
            1243597
        ],
        [
            -38834,
            -38834,
            -30677,
            -1358918,
            -787114,
            -1358918
        ],
        [
            23,
            30,
            16,
            23,
            30,
            16
        ],
        [
            35,
            48,
            24,
            35,
            48,
            24
        ],
        [
            16,
            20,
            11,
            16,
            20,
            11
        ],
        [
            7040,
            4516,
            2524,
            7040,
            4516,
            2524
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309709,
            207473,
            -165902,
            -287405,
            -87475,
            -582255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7146,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607234400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760118999482,
    "expiration_time": 1764728208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 69,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)