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Trade: ROSE/USDT/720/HILO/KCB/7567

Strategy
ROSE/USDT/720/HILO/KCB/7567
Pair
ROSE_USDT
Interval
12h
Score
303987
Daily Profit
0.248373
Profit Factor
1.481829
Profitability
38.144330
Streak
44.367228
Best Strategy
Training Data Length
1783.500000
Evaluation Time
2025-10-07 11:48
Expiration Time
2025-11-29 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442972.9059 340692.7222 102280.1837 553298.8644 215443.3455 337855.5189
Total P&L (%) 442.9729 340.6927 102.2802 553.2989 215.4433 337.8555
Avg Daily Profit (%) 0.2484 0.191 0.0573 0.1053 0.0644 0.0828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102716 -113429 -60597 -383641 -425862 -221566
Profit Factor 1.4818 1.7085 1.2333 1.1855 1.1316 1.2511
Total Trades 194 97 97 194 97 97
Winning Trades 74 34 40 74 34 40
Losing Trades 120 63 57 120 63 57
Profitability (%) 38.1443 35.0515 41.2371 38.1443 35.0515 41.2371
Ratio Avg Win / Avg Loss 2.403 3.1657 1.7574 1.9224 2.0967 1.7828
Largest Winning Trade 116275 116275 59958 187529 171934 187529
Largest Losing Trade -41289 -21382 -41289 -124142 -95556 -124142
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 31 36 27 31 36 27
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 3523 1833 1689 3523 1833 1689
Profit Streak 44.3672 44.3672 45.8672 44.3672 44.3672 45.8672
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303987 198202 -117992 -69306 -186874 -83903
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3567,
    "evaluation_days": 1783.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759826928511,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            442972.9058867097,
            340692.7221902321,
            102280.1836964774,
            553298.8644411819,
            215443.3454965345,
            337855.5189446474
        ],
        [
            442.972906,
            340.692722,
            102.280184,
            553.298864,
            215.443345,
            337.855519
        ],
        [
            0.248373,
            0.191025,
            0.057348,
            0.10529,
            0.064434,
            0.082833
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102716,
            -113429,
            -60597,
            -383641,
            -425862,
            -221566
        ],
        [
            1.481829,
            1.708498,
            1.233255,
            1.185463,
            1.131557,
            1.251065
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            120,
            63,
            57,
            120,
            63,
            57
        ],
        [
            38.14433,
            35.051546,
            41.237113,
            38.14433,
            35.051546,
            41.237113
        ],
        [
            2.402967,
            3.165747,
            1.757389,
            1.922372,
            2.096708,
            1.782767
        ],
        [
            116275,
            116275,
            59958,
            187529,
            171934,
            187529
        ],
        [
            -41289,
            -21382,
            -41289,
            -124142,
            -95556,
            -124142
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            3523,
            1833,
            1689,
            3523,
            1833,
            1689
        ],
        [
            44.367228,
            44.367228,
            45.867228,
            44.367228,
            44.367228,
            45.867228
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303987,
            198202,
            -117992,
            -69306,
            -186874,
            -83903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3567,
    "evaluation_days": 1783.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759826928511,
    "expiration_time": 1764418032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 11,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)