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Trade: ROSE/USDT/720/MIDPRICE/ALMA/9230

Strategy
ROSE/USDT/720/MIDPRICE/ALMA/9230
Pair
ROSE_USDT
Interval
12h
Score
351024
Daily Profit
0.182138
Profit Factor
1.435643
Profitability
50.000000
Streak
15.215425
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 20:10
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 322565.8052 342188.1451 -19622.3399 -36082.1649 138388.1564 -174470.3213
Total P&L (%) 322.5658 342.1881 -19.6223 -36.0822 138.3882 -174.4703
Avg Daily Profit (%) 0.1821 0.1932 -0.0111 -0.0253 0.0491 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134926 -78288 -122191 -209496 -56392 -164199
Profit Factor 1.4356 2.0382 0.9522 0.934 1.6482 0.4765
Total Trades 112 56 56 112 56 56
Winning Trades 56 27 29 56 27 29
Losing Trades 56 29 27 56 29 27
Profitability (%) 50 48.2143 51.7857 50 48.2143 51.7857
Ratio Avg Win / Avg Loss 1.4356 2.1892 0.8866 0.934 1.7703 0.4436
Largest Winning Trade 186923 186923 76449 146793 146793 32265
Largest Losing Trade -62418 -33969 -62418 -73851 -51454 -73851
Avg Bars in Trades 30 22 38 30 22 38
Avg Bars in Winners 43 28 57 43 28 57
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 3417 1235 2182 3417 1235 2182
Profit Streak 15.2154 56.7154 15.2154 15.2154 56.7154 15.2154
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351024 -167574 -760017 -579408 -303276 -760017

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609934400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906612765,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "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": [
        [
            322565.8052176195,
            342188.1451199501,
            -19622.3399023308,
            -36082.1648737704,
            138388.156395968,
            -174470.3212697384
        ],
        [
            322.565805,
            342.188145,
            -19.62234,
            -36.082165,
            138.388156,
            -174.470321
        ],
        [
            0.182138,
            0.193217,
            -0.01108,
            -0.025269,
            0.049065,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134926,
            -78288,
            -122191,
            -209496,
            -56392,
            -164199
        ],
        [
            1.435643,
            2.038181,
            0.952238,
            0.934006,
            1.648219,
            0.476477
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            50,
            48.214286,
            51.785714,
            50,
            48.214286,
            51.785714
        ],
        [
            1.435643,
            2.189157,
            0.886566,
            0.934006,
            1.770309,
            0.443616
        ],
        [
            186923,
            186923,
            76449,
            146793,
            146793,
            32265
        ],
        [
            -62418,
            -33969,
            -62418,
            -73851,
            -51454,
            -73851
        ],
        [
            30,
            22,
            38,
            30,
            22,
            38
        ],
        [
            43,
            28,
            57,
            43,
            28,
            57
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            3417,
            1235,
            2182,
            3417,
            1235,
            2182
        ],
        [
            15.215425,
            56.715425,
            15.215425,
            15.215425,
            56.715426,
            15.215425
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351024,
            -167574,
            -760017,
            -579408,
            -303276,
            -760017
        ]
    ]
}
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": 1609934400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906612765,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 7,
            "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)