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Trade: ROSE/USDT/720/HILO/HL2/1918

Strategy
ROSE/USDT/720/HILO/HL2/1918
Pair
ROSE_USDT
Interval
12h
Score
410042
Daily Profit
0.373213
Profit Factor
1.775835
Profitability
40.201005
Streak
33.096852
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 05:19
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 660960.6616 469162.0342 191798.6274 4671845.4019 1389043.1978 3282802.204
Total P&L (%) 660.9607 469.162 191.7986 4671.8454 1389.0432 3282.8022
Avg Daily Profit (%) 0.3732 0.2649 0.1083 0.2185 0.1526 0.199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58858 -76843 -53093 -3263568 -3823264 -1545581
Profit Factor 1.7758 2.0276 1.4851 1.2352 1.1266 1.3693
Total Trades 199 100 99 199 100 99
Winning Trades 80 36 44 80 36 44
Losing Trades 119 64 55 119 64 55
Profitability (%) 40.201 36 44.4444 40.201 36 44.4444
Ratio Avg Win / Avg Loss 2.6416 3.6047 1.8564 1.8374 2.0028 1.7117
Largest Winning Trade 116275 116275 66760 1303977 1303977 1201243
Largest Losing Trade -21382 -21382 -20995 -1251209 -673129 -1251209
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 30 35 26 30 35 26
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 3507 1848 1658 3507 1848 1658
Profit Streak 33.0969 33.0969 34.5969 33.0969 33.0969 34.5969
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410042 256181 -47711 269969 -77448 288619

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853168056,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            660960.6615952123,
            469162.0341703325,
            191798.6274248799,
            4671845.40187133,
            1389043.1978339525,
            3282802.2040373753
        ],
        [
            660.960662,
            469.162034,
            191.798627,
            4671.845402,
            1389.043198,
            3282.802204
        ],
        [
            0.373213,
            0.264914,
            0.1083,
            0.218495,
            0.152613,
            0.199028
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58858,
            -76843,
            -53093,
            -3263568,
            -3823264,
            -1545581
        ],
        [
            1.775835,
            2.027617,
            1.485097,
            1.235224,
            1.126589,
            1.369336
        ],
        [
            199,
            100,
            99,
            199,
            100,
            99
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            119,
            64,
            55,
            119,
            64,
            55
        ],
        [
            40.201005,
            36,
            44.444444,
            40.201005,
            36,
            44.444444
        ],
        [
            2.641554,
            3.604653,
            1.856372,
            1.837396,
            2.002825,
            1.71167
        ],
        [
            116275,
            116275,
            66760,
            1303977,
            1303977,
            1201243
        ],
        [
            -21382,
            -21382,
            -20995,
            -1251209,
            -673129,
            -1251209
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            30,
            35,
            26,
            30,
            35,
            26
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            3507,
            1848,
            1658,
            3507,
            1848,
            1658
        ],
        [
            33.096852,
            33.096852,
            34.596852,
            33.096852,
            33.096852,
            34.596852
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410042,
            256181,
            -47711,
            269969,
            -77448,
            288619
        ]
    ]
}
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": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758853168056,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)