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Trade: ROSE/USDT/120/LINREG/MIDPRICE/1340

Strategy
ROSE/USDT/120/LINREG/MIDPRICE/1340
Pair
ROSE_USDT
Interval
2h
Score
415128
Daily Profit
0.290064
Profit Factor
1.333068
Profitability
46.261682
Streak
24.791339
Best Strategy
Training Data Length
1773.670000
Evaluation Time
2025-09-28 13:59
Expiration Time
2025-12-01 08:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514478.6609 409715.746 104762.9149 468120.8751 201671.1659 266449.7093
Total P&L (%) 514.4787 409.7157 104.7629 468.1209 201.6712 266.4497
Avg Daily Profit (%) 0.2901 0.231 0.0591 0.098 0.0623 0.0732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126935 -121999 -89136 -611302 -575438 -373309
Profit Factor 1.3331 1.5178 1.139 1.0992 1.0779 1.1249
Total Trades 428 214 214 428 214 214
Winning Trades 198 99 99 198 99 99
Losing Trades 230 115 115 230 115 115
Profitability (%) 46.2617 46.2617 46.2617 46.2617 46.2617 46.2617
Ratio Avg Win / Avg Loss 1.5485 1.7631 1.3231 1.2768 1.2521 1.3067
Largest Winning Trade 101411 101411 34749 162132 162132 147105
Largest Losing Trade -38889 -35698 -38889 -179962 -179962 -116586
Avg Bars in Trades 48 50 46 48 50 46
Avg Bars in Winners 66 67 64 66 67 64
Avg Bars in Losers 33 36 31 33 36 31
Bars Traded 20864 10865 9999 20864 10865 9999
Profit Streak 24.7913 26.6247 0 24.7913 26.6247 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415128 379405 -182514 -172287 -244469 -179144
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21284,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759057171738,
    "expiration_time": 1764570412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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": [
        [
            514478.6608842742,
            409715.7460191688,
            104762.9148651058,
            468120.8751276135,
            201671.1658554684,
            266449.7092721451
        ],
        [
            514.478661,
            409.715746,
            104.762915,
            468.120875,
            201.671166,
            266.449709
        ],
        [
            0.290064,
            0.230999,
            0.059066,
            0.09799,
            0.062273,
            0.073247
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126935,
            -121999,
            -89136,
            -611302,
            -575438,
            -373309
        ],
        [
            1.333068,
            1.517812,
            1.139049,
            1.099151,
            1.077915,
            1.124923
        ],
        [
            428,
            214,
            214,
            428,
            214,
            214
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            46.261682,
            46.261682,
            46.261682,
            46.261682,
            46.261682,
            46.261682
        ],
        [
            1.548513,
            1.763115,
            1.323138,
            1.276792,
            1.252123,
            1.306728
        ],
        [
            101411,
            101411,
            34749,
            162132,
            162132,
            147105
        ],
        [
            -38889,
            -35698,
            -38889,
            -179962,
            -179962,
            -116586
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            66,
            67,
            64,
            66,
            67,
            64
        ],
        [
            33,
            36,
            31,
            33,
            36,
            31
        ],
        [
            20864,
            10865,
            9999,
            20864,
            10865,
            9999
        ],
        [
            24.791339,
            26.624673,
            0,
            24.79134,
            26.624673,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415128,
            379405,
            -182514,
            -172287,
            -244469,
            -179144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21284,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607148000000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759057171738,
    "expiration_time": 1764570412800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "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)