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Trade: ROSE/USDT/720/HILO/HILO/3899

Strategy
ROSE/USDT/720/HILO/HILO/3899
Pair
ROSE_USDT
Interval
12h
Score
319717
Daily Profit
0.183098
Profit Factor
2.661928
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 14:34
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 308240.4149 324265.9693 -16025.5544 -40867.6188 646406.3762 -687273.995
Total P&L (%) 308.2404 324.266 -16.0256 -40.8676 646.4064 -687.274
Avg Daily Profit (%) 0.174 0.1831 -0.009 -0.0297 0.1136 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176830 -111958 -116503 -946069 -236652 -784777
Profit Factor 1.559 2.6619 0.955 0.9737 2.8511 0.4303
Total Trades 75 37 38 75 37 38
Winning Trades 35 15 20 35 15 20
Losing Trades 40 22 18 40 22 18
Profitability (%) 46.6667 40.5405 52.6316 46.6667 40.5405 52.6316
Ratio Avg Win / Avg Loss 1.7818 3.9042 0.8595 1.1128 4.1816 0.3873
Largest Winning Trade 203857 203857 73388 580804 580804 171520
Largest Losing Trade -66071 -33214 -66071 -569344 -79097 -569344
Avg Bars in Trades 45 42 48 45 42 48
Avg Bars in Winners 63 57 67 63 57 67
Avg Bars in Losers 30 32 28 30 32 28
Bars Traded 3433 1573 1860 3433 1573 1860
Profit Streak 5.9824 0 7.4824 5.9824 0 7.4824
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51698 319717 -579744 -640987 -39200 -579744

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886476016,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            308240.4149088403,
            324265.9692729221,
            -16025.554364082,
            -40867.6188270146,
            646406.3762054931,
            -687273.9950325078
        ],
        [
            308.240415,
            324.265969,
            -16.025554,
            -40.867619,
            646.406376,
            -687.273995
        ],
        [
            0.174049,
            0.183098,
            -0.009049,
            -0.029662,
            0.113565,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176830,
            -111958,
            -116503,
            -946069,
            -236652,
            -784777
        ],
        [
            1.559049,
            2.661928,
            0.955016,
            0.97373,
            2.851103,
            0.430333
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            46.666667,
            40.540541,
            52.631579,
            46.666667,
            40.540541,
            52.631579
        ],
        [
            1.78177,
            3.904161,
            0.859515,
            1.112834,
            4.181618,
            0.3873
        ],
        [
            203857,
            203857,
            73388,
            580804,
            580804,
            171520
        ],
        [
            -66071,
            -33214,
            -66071,
            -569344,
            -79097,
            -569344
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            63,
            57,
            67,
            63,
            57,
            67
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            3433,
            1573,
            1860,
            3433,
            1573,
            1860
        ],
        [
            5.982361,
            0,
            7.482361,
            5.982361,
            0,
            7.482361
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51698,
            319717,
            -579744,
            -640987,
            -39200,
            -579744
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886476016,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 55
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)