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Trade: ROSE/USDT/120/LINREG/JMA/3370

Strategy
ROSE/USDT/120/LINREG/JMA/3370
Pair
ROSE_USDT
Interval
2h
Score
333927
Daily Profit
0.163069
Profit Factor
1.201324
Profitability
62.542955
Streak
28.496788
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 10:55
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288604.5917 284814.0953 3790.4964 -47293.322 173183.8306 -220477.1525
Total P&L (%) 288.6046 284.8141 3.7905 -47.2933 173.1838 -220.4772
Avg Daily Profit (%) 0.1631 0.1609 0.0021 -0.0362 0.0568 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -246449 -152197 -170528 -551653 -422530 -373961
Profit Factor 1.2013 1.4258 1.005 0.98 1.1465 0.8132
Total Trades 291 146 145 291 146 145
Winning Trades 182 91 91 182 91 91
Losing Trades 109 55 54 109 55 54
Profitability (%) 62.543 62.3288 62.7586 62.543 62.3288 62.7586
Ratio Avg Win / Avg Loss 0.7195 0.8617 0.5963 0.5869 0.6929 0.4826
Largest Winning Trade 83172 83172 27917 154393 154393 64250
Largest Losing Trade -61422 -61422 -55601 -274437 -274437 -155290
Avg Bars in Trades 71 76 67 71 76 67
Avg Bars in Winners 67 69 65 67 69 65
Avg Bars in Losers 79 87 71 79 87 71
Bars Traded 20925 11124 9801 20925 11124 9801
Profit Streak 28.4968 28.4968 49.2468 28.4968 28.4968 49.2468
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333927 303979 -569994 -576621 -176176 -578304

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607126400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873322508,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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": [
        [
            288604.5916885037,
            284814.095268612,
            3790.4964198919,
            -47293.3219819514,
            173183.8305511493,
            -220477.1525331011
        ],
        [
            288.604592,
            284.814095,
            3.790496,
            -47.293322,
            173.183831,
            -220.477153
        ],
        [
            0.163069,
            0.160927,
            0.002142,
            -0.036179,
            0.0568,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -246449,
            -152197,
            -170528,
            -551653,
            -422530,
            -373961
        ],
        [
            1.201324,
            1.425768,
            1.004958,
            0.979986,
            1.146472,
            0.813249
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            62.542955,
            62.328767,
            62.758621,
            62.542955,
            62.328767,
            62.758621
        ],
        [
            0.719474,
            0.861728,
            0.596348,
            0.586914,
            0.692923,
            0.482587
        ],
        [
            83172,
            83172,
            27917,
            154393,
            154393,
            64250
        ],
        [
            -61422,
            -61422,
            -55601,
            -274437,
            -274437,
            -155290
        ],
        [
            71,
            76,
            67,
            71,
            76,
            67
        ],
        [
            67,
            69,
            65,
            67,
            69,
            65
        ],
        [
            79,
            87,
            71,
            79,
            87,
            71
        ],
        [
            20925,
            11124,
            9801,
            20925,
            11124,
            9801
        ],
        [
            28.496788,
            28.496788,
            49.246788,
            28.496788,
            28.496788,
            49.246788
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333927,
            303979,
            -569994,
            -576621,
            -176176,
            -578304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607126400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873322508,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "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)