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Trade: ROSE/USDT/120/LINREG/HILO/6048

Strategy
ROSE/USDT/120/LINREG/HILO/6048
Pair
ROSE_USDT
Interval
2h
Score
307961
Daily Profit
0.162429
Profit Factor
1.299659
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
1779.250000
Evaluation Time
2025-10-04 03:23
Expiration Time
2025-12-07 03:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 273618.4298 289000.9695 -15382.5397 -53146.698 77323.2709 -130469.9689
Total P&L (%) 273.6184 289.001 -15.3825 -53.1467 77.3233 -130.47
Avg Daily Profit (%) 0.1538 0.1624 -0.0086 -0.0426 0.0322 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248433 -178538 -181621 -971236 -663349 -698550
Profit Factor 1.1284 1.2997 0.9868 0.9904 1.0294 0.955
Total Trades 703 351 352 703 351 352
Winning Trades 350 162 188 350 162 188
Losing Trades 353 189 164 353 189 164
Profitability (%) 49.7866 46.1538 53.4091 49.7866 46.1538 53.4091
Ratio Avg Win / Avg Loss 1.138 1.5163 0.8608 0.9989 1.2009 0.8331
Largest Winning Trade 42286 42286 38204 235517 168635 235517
Largest Losing Trade -60306 -36472 -60306 -365388 -365388 -264729
Avg Bars in Trades 30 27 32 30 27 32
Avg Bars in Winners 34 33 34 34 33 34
Avg Bars in Losers 25 22 29 25 22 29
Bars Traded 21125 9778 11347 21125 9778 11347
Profit Streak 13.0996 0 13.1829 13.0996 0 13.1829
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67917 307961 -578444 -576581 -338028 -578444
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21351,
    "evaluation_days": 1779.25,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606860000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537401654,
    "expiration_time": 1765070179200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "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": [
        [
            273618.4298104345,
            289000.9694768215,
            -15382.5396663874,
            -53146.6979546566,
            77323.2709246851,
            -130469.9688793418
        ],
        [
            273.61843,
            289.000969,
            -15.38254,
            -53.146698,
            77.323271,
            -130.469969
        ],
        [
            0.153783,
            0.162429,
            -0.008646,
            -0.042602,
            0.032199,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248433,
            -178538,
            -181621,
            -971236,
            -663349,
            -698550
        ],
        [
            1.128352,
            1.299659,
            0.986823,
            0.990391,
            1.029374,
            0.954992
        ],
        [
            703,
            351,
            352,
            703,
            351,
            352
        ],
        [
            350,
            162,
            188,
            350,
            162,
            188
        ],
        [
            353,
            189,
            164,
            353,
            189,
            164
        ],
        [
            49.786629,
            46.153846,
            53.409091,
            49.786629,
            46.153846,
            53.409091
        ],
        [
            1.138024,
            1.516269,
            0.860845,
            0.99888,
            1.200936,
            0.833078
        ],
        [
            42286,
            42286,
            38204,
            235517,
            168635,
            235517
        ],
        [
            -60306,
            -36472,
            -60306,
            -365388,
            -365388,
            -264729
        ],
        [
            30,
            27,
            32,
            30,
            27,
            32
        ],
        [
            34,
            33,
            34,
            34,
            33,
            34
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            21125,
            9778,
            11347,
            21125,
            9778,
            11347
        ],
        [
            13.099556,
            0,
            13.182889,
            13.099556,
            0,
            13.182889
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67917,
            307961,
            -578444,
            -576581,
            -338028,
            -578444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21351,
    "evaluation_days": 1779.25,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606860000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759537401654,
    "expiration_time": 1765070179200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "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)