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Trade: ROSE/USDT/240/HL2/JMA/4700

Strategy
ROSE/USDT/240/HL2/JMA/4700
Pair
ROSE_USDT
Interval
4h
Score
476865
Daily Profit
0.346118
Profit Factor
1.909459
Profitability
43.805310
Streak
7.752171
Best Strategy
Training Data Length
1779.000000
Evaluation Time
2025-10-03 09:03
Expiration Time
2025-11-25 14:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615744.0293 503249.0616 112494.9677 834533.5116 448456.0497 386077.4619
Total P&L (%) 615.744 503.2491 112.495 834.5335 448.4561 386.0775
Avg Daily Profit (%) 0.3461 0.2829 0.0632 0.1257 0.0957 0.0889
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79582 -58111 -61002 -791643 -702489 -494119
Profit Factor 1.9095 2.6044 1.3096 1.1879 1.2178 1.162
Total Trades 226 113 113 226 113 113
Winning Trades 99 49 50 99 49 50
Losing Trades 127 64 63 127 64 63
Profitability (%) 43.8053 43.3628 44.2478 43.8053 43.3628 44.2478
Ratio Avg Win / Avg Loss 2.4495 3.4017 1.6501 1.5238 1.5906 1.4641
Largest Winning Trade 229208 229208 70048 708548 708548 637045
Largest Losing Trade -39678 -21764 -39678 -270076 -190014 -270076
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 70 63 77 70 63 77
Avg Bars in Losers 27 29 25 27 29 25
Bars Traded 10478 5003 5475 10478 5003 5475
Profit Streak 7.7522 7.7522 21.0855 7.7522 7.7522 21.0855
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476865 415974 -108262 -37227 -66653 -117608
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10674,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608148800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471387608,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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": [
        [
            615744.0292578542,
            503249.0615911311,
            112494.9676667232,
            834533.5115839007,
            448456.0496942691,
            386077.4618896318
        ],
        [
            615.744029,
            503.249062,
            112.494968,
            834.533512,
            448.45605,
            386.077462
        ],
        [
            0.346118,
            0.282883,
            0.063235,
            0.125704,
            0.095714,
            0.088921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79582,
            -58111,
            -61002,
            -791643,
            -702489,
            -494119
        ],
        [
            1.909459,
            2.604432,
            1.309578,
            1.187853,
            1.21779,
            1.161988
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            43.80531,
            43.362832,
            44.247788,
            43.80531,
            43.362832,
            44.247788
        ],
        [
            2.449508,
            3.401707,
            1.650068,
            1.523811,
            1.590583,
            1.464105
        ],
        [
            229208,
            229208,
            70048,
            708548,
            708548,
            637045
        ],
        [
            -39678,
            -21764,
            -39678,
            -270076,
            -190014,
            -270076
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            70,
            63,
            77,
            70,
            63,
            77
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            10478,
            5003,
            5475,
            10478,
            5003,
            5475
        ],
        [
            7.752171,
            7.752171,
            21.085505,
            7.752171,
            7.752171,
            21.085505
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476865,
            415974,
            -108262,
            -37227,
            -66653,
            -117608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10674,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1608148800000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759471387608,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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)