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Trade: ROSE/USDT/480/SSF/JMA/6623

Strategy
ROSE/USDT/480/SSF/JMA/6623
Pair
ROSE_USDT
Interval
8h
Score
423443
Daily Profit
0.218839
Profit Factor
1.890144
Profitability
53.260870
Streak
0.000000
Best Strategy
Training Data Length
1773.000000
Evaluation Time
2025-09-27 05:42
Expiration Time
2025-11-19 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 488477.2202 388002.032 100475.1882 405428.1465 -37113.0563 442541.2028
Total P&L (%) 488.4772 388.002 100.4752 405.4281 -37.1131 442.5412
Avg Daily Profit (%) 0.2755 0.2188 0.0567 0.0914 -0.0262 0.0954
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145129 -71790 -111738 -771254 -658149 -473257
Profit Factor 1.4744 1.8901 1.1692 1.1143 0.9767 1.2262
Total Trades 183 92 91 183 92 91
Winning Trades 104 49 55 104 49 55
Losing Trades 79 43 36 79 43 36
Profitability (%) 56.8306 53.2609 60.4396 56.8306 53.2609 60.4396
Ratio Avg Win / Avg Loss 1.12 1.6587 0.7653 0.8465 0.8571 0.8026
Largest Winning Trade 102318 102318 67827 216098 171205 216098
Largest Losing Trade -47737 -24717 -47737 -288879 -148945 -288879
Avg Bars in Trades 28 28 29 28 28 29
Avg Bars in Winners 34 32 37 34 32 37
Avg Bars in Losers 20 23 17 20 23 17
Bars Traded 5254 2601 2653 5254 2601 2653
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 415347 423443 -152012 -165215 -580385 -66285
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5319,
    "evaluation_days": 1773,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606723200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940972965,
    "expiration_time": 1763526816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 34,
            "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": [
        [
            488477.2202395264,
            388002.0320428182,
            100475.188196708,
            405428.1465321809,
            -37113.0562965328,
            442541.2028287136
        ],
        [
            488.47722,
            388.002032,
            100.475188,
            405.428147,
            -37.113056,
            442.541203
        ],
        [
            0.275509,
            0.218839,
            0.05667,
            0.091426,
            -0.026157,
            0.095426
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145129,
            -71790,
            -111738,
            -771254,
            -658149,
            -473257
        ],
        [
            1.474365,
            1.890144,
            1.169189,
            1.114329,
            0.976658,
            1.226228
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            104,
            49,
            55,
            104,
            49,
            55
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            56.830601,
            53.26087,
            60.43956,
            56.830601,
            53.26087,
            60.43956
        ],
        [
            1.11995,
            1.658698,
            0.765288,
            0.846462,
            0.857067,
            0.802622
        ],
        [
            102318,
            102318,
            67827,
            216098,
            171205,
            216098
        ],
        [
            -47737,
            -24717,
            -47737,
            -288879,
            -148945,
            -288879
        ],
        [
            28,
            28,
            29,
            28,
            28,
            29
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            20,
            23,
            17,
            20,
            23,
            17
        ],
        [
            5254,
            2601,
            2653,
            5254,
            2601,
            2653
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415347,
            423443,
            -152012,
            -165215,
            -580385,
            -66285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5319,
    "evaluation_days": 1773,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606723200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940972965,
    "expiration_time": 1763526816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 44,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 34,
            "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)