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Trade: ROSE/USDT/480/SSF/JMA/6266

Strategy
ROSE/USDT/480/SSF/JMA/6266
Pair
ROSE_USDT
Interval
8h
Score
466716
Daily Profit
0.333253
Profit Factor
1.653445
Profitability
56.804734
Streak
0.000000
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 10:43
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 590524.7556 435314.0268 155210.7288 1528958.4505 -226840.959 1755799.4095
Total P&L (%) 590.5248 435.314 155.2107 1528.9585 -226.841 1755.7994
Avg Daily Profit (%) 0.3333 0.2457 0.0876 0.1576 0 0.165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138908 -70412 -102980 -2850912 -1882484 -1728333
Profit Factor 1.6534 2.1573 1.2942 1.1567 0.9467 1.3193
Total Trades 169 85 84 169 85 84
Winning Trades 96 47 49 96 47 49
Losing Trades 73 38 35 73 38 35
Profitability (%) 56.8047 55.2941 58.3333 56.8047 55.2941 58.3333
Ratio Avg Win / Avg Loss 1.2573 1.7442 0.9244 0.8796 0.7654 0.9423
Largest Winning Trade 105001 105001 67827 835717 474530 835717
Largest Losing Trade -47737 -24717 -47737 -1049359 -603802 -1049359
Avg Bars in Trades 31 30 31 31 30 31
Avg Bars in Winners 38 35 40 38 35 40
Avg Bars in Losers 21 23 19 21 23 19
Bars Traded 5254 2567 2687 5254 2567 2687
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 466716 449091 -76885 -40383 -580418 252869

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606752000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872612327,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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": [
        [
            590524.7555643052,
            435314.0267777675,
            155210.7287865377,
            1528958.4505458379,
            -226840.9589611865,
            1755799.4095070234
        ],
        [
            590.524756,
            435.314027,
            155.210729,
            1528.958451,
            -226.840959,
            1755.79941
        ],
        [
            0.333253,
            0.245663,
            0.087591,
            0.157603,
            0,
            0.164972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138908,
            -70412,
            -102980,
            -2850912,
            -1882484,
            -1728333
        ],
        [
            1.653445,
            2.157333,
            1.294197,
            1.156698,
            0.946723,
            1.319258
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            96,
            47,
            49,
            96,
            47,
            49
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            56.804734,
            55.294118,
            58.333333,
            56.804734,
            55.294118,
            58.333333
        ],
        [
            1.257307,
            1.744227,
            0.924426,
            0.879573,
            0.765435,
            0.942327
        ],
        [
            105001,
            105001,
            67827,
            835717,
            474530,
            835717
        ],
        [
            -47737,
            -24717,
            -47737,
            -1049359,
            -603802,
            -1049359
        ],
        [
            31,
            30,
            31,
            31,
            30,
            31
        ],
        [
            38,
            35,
            40,
            38,
            35,
            40
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            5254,
            2567,
            2687,
            5254,
            2567,
            2687
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466716,
            449091,
            -76885,
            -40383,
            -580418,
            252869
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606752000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872612327,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 47,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 35,
            "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)