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Trade: ROSE/USDT/720/BBM/LINREG/5854

Strategy
ROSE/USDT/720/BBM/LINREG/5854
Pair
ROSE_USDT
Interval
12h
Score
346202
Daily Profit
0.319758
Profit Factor
4.369820
Profitability
32.500000
Streak
0.000000
Best Strategy
Training Data Length
1774.500000
Evaluation Time
2025-09-28 14:47
Expiration Time
2025-11-20 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 669726.928 567411.1337 102315.7943 1237220.9315 876191.333 361029.5984
Total P&L (%) 669.7269 567.4111 102.3158 1237.2209 876.1913 361.0296
Avg Daily Profit (%) 0.3774 0.3198 0.0577 0.1462 0.1285 0.0862
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106370 -44160 -95237 -554969 -196267 -543889
Profit Factor 2.5499 4.3698 1.3879 1.5963 2.0728 1.287
Total Trades 80 40 40 80 40 40
Winning Trades 27 13 14 27 13 14
Losing Trades 53 27 26 53 27 26
Profitability (%) 33.75 32.5 35 33.75 32.5 35
Ratio Avg Win / Avg Loss 5.0053 9.0758 2.5776 3.1335 4.305 2.3901
Largest Winning Trade 251724 251724 79916 598240 511261 598240
Largest Losing Trade -50688 -14773 -50688 -215864 -104476 -215864
Avg Bars in Trades 43 37 49 43 37 49
Avg Bars in Winners 101 87 114 101 87 114
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3463 1503 1960 3463 1503 1960
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 -15681 346202 -120000 -24490 -23914 -82613
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3549,
    "evaluation_days": 1774.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608854400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060021207,
    "expiration_time": 1763617104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 73,
            "offset": 0,
            "std": 2.46618
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "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": [
        [
            669726.9280297632,
            567411.1336879049,
            102315.7943418585,
            1237220.9314845318,
            876191.333038868,
            361029.5984456638
        ],
        [
            669.726928,
            567.411134,
            102.315794,
            1237.220931,
            876.191333,
            361.029598
        ],
        [
            0.377417,
            0.319758,
            0.057659,
            0.146243,
            0.128484,
            0.086162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106370,
            -44160,
            -95237,
            -554969,
            -196267,
            -543889
        ],
        [
            2.549868,
            4.36982,
            1.387944,
            1.596307,
            2.072756,
            1.286978
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            33.75,
            32.5,
            35,
            33.75,
            32.5,
            35
        ],
        [
            5.005296,
            9.075779,
            2.57761,
            3.133491,
            4.304954,
            2.390102
        ],
        [
            251724,
            251724,
            79916,
            598240,
            511261,
            598240
        ],
        [
            -50688,
            -14773,
            -50688,
            -215864,
            -104476,
            -215864
        ],
        [
            43,
            37,
            49,
            43,
            37,
            49
        ],
        [
            101,
            87,
            114,
            101,
            87,
            114
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3463,
            1503,
            1960,
            3463,
            1503,
            1960
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15681,
            346202,
            -120000,
            -24490,
            -23914,
            -82613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3549,
    "evaluation_days": 1774.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608854400000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759060021207,
    "expiration_time": 1763617104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 73,
            "offset": 0,
            "std": 2.46618
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 11,
            "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)