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Trade: ROSE/USDT/120/SSF/LINREG/7433

Strategy
ROSE/USDT/120/SSF/LINREG/7433
Pair
ROSE_USDT
Interval
2h
Score
347264
Daily Profit
0.368582
Profit Factor
1.665498
Profitability
36.363636
Streak
34.847066
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-28 05:19
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 652327.8035 481402.943 170924.8605 3430577.0617 1131819.9447 2298757.117
Total P&L (%) 652.3278 481.4029 170.9249 3430.5771 1131.8199 2298.7571
Avg Daily Profit (%) 0.3686 0.272 0.0966 0.2016 0.142 0.1797
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84446 -77888 -54289 -1665699 -2185302 -590608
Profit Factor 1.6655 1.9383 1.3659 1.3212 1.1843 1.5063
Total Trades 253 127 126 253 127 126
Winning Trades 92 42 50 92 42 50
Losing Trades 161 85 76 161 85 76
Profitability (%) 36.3636 33.0709 39.6825 36.3636 33.0709 39.6825
Ratio Avg Win / Avg Loss 2.9146 3.9228 2.0761 2.3121 2.3969 2.2896
Largest Winning Trade 122226 122226 67317 913926 717088 913926
Largest Losing Trade -22750 -21595 -22750 -524801 -524801 -310839
Avg Bars in Trades 83 80 85 83 80 85
Avg Bars in Winners 159 161 158 159 161 158
Avg Bars in Losers 39 40 37 39 40 37
Bars Traded 21033 10251 10782 21033 10251 10782
Profit Streak 34.8471 34.8471 35.2637 34.8471 34.8471 35.2637
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347264 203731 -66128 229997 -25970 238694
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": 1605974400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025986526,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            652327.803504328,
            481402.9429637765,
            170924.8605405519,
            3430577.061661206,
            1131819.9446634306,
            2298757.1169977756
        ],
        [
            652.327804,
            481.402943,
            170.924861,
            3430.577062,
            1131.819945,
            2298.757117
        ],
        [
            0.368582,
            0.272005,
            0.096577,
            0.201581,
            0.141983,
            0.1797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84446,
            -77888,
            -54289,
            -1665699,
            -2185302,
            -590608
        ],
        [
            1.665498,
            1.938318,
            1.36588,
            1.321219,
            1.184348,
            1.506299
        ],
        [
            253,
            127,
            126,
            253,
            127,
            126
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            161,
            85,
            76,
            161,
            85,
            76
        ],
        [
            36.363636,
            33.070866,
            39.68254,
            36.363636,
            33.070866,
            39.68254
        ],
        [
            2.914622,
            3.922787,
            2.076138,
            2.312133,
            2.396896,
            2.289575
        ],
        [
            122226,
            122226,
            67317,
            913926,
            717088,
            913926
        ],
        [
            -22750,
            -21595,
            -22750,
            -524801,
            -524801,
            -310839
        ],
        [
            83,
            80,
            85,
            83,
            80,
            85
        ],
        [
            159,
            161,
            158,
            159,
            161,
            158
        ],
        [
            39,
            40,
            37,
            39,
            40,
            37
        ],
        [
            21033,
            10251,
            10782,
            21033,
            10251,
            10782
        ],
        [
            34.847066,
            34.847066,
            35.263733,
            34.847066,
            34.847066,
            35.263733
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347264,
            203731,
            -66128,
            229997,
            -25970,
            238694
        ]
    ]
}
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": 1605974400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759025986526,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "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)