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Trade: ROSE/USDT/240/KCL/BBM/1392

Strategy
ROSE/USDT/240/KCL/BBM/1392
Pair
ROSE_USDT
Interval
4h
Score
385531
Daily Profit
0.225735
Profit Factor
1.601299
Profitability
62.608696
Streak
7.934975
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 13:26
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 399625.251 343547.9797 56077.2714 33743.8189 -256196.1091 289939.9281
Total P&L (%) 399.6253 343.548 56.0773 33.7438 -256.1961 289.9399
Avg Daily Profit (%) 0.2257 0.1941 0.0317 0.0164 0 0.0769
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203524 -175236 -39676 -1280690 -1301167 -79792
Profit Factor 1.6013 1.7641 1.2608 1.0138 0.8698 1.6184
Total Trades 115 57 58 115 57 58
Winning Trades 72 37 35 72 37 35
Losing Trades 43 20 23 43 20 23
Profitability (%) 62.6087 64.9123 60.3448 62.6087 64.9123 60.3448
Ratio Avg Win / Avg Loss 0.9563 0.9536 0.8285 0.6055 0.4702 1.0635
Largest Winning Trade 96587 96587 31066 377862 377862 171518
Largest Losing Trade -73208 -73208 -32574 -614932 -614932 -56151
Avg Bars in Trades 88 153 24 88 153 24
Avg Bars in Winners 41 61 21 41 61 21
Avg Bars in Losers 167 325 29 167 325 29
Bars Traded 10203 8768 1435 10203 8768 1435
Profit Streak 7.935 0 11.935 7.935 0 11.935
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385531 -169984 -330671 -378033 -758900 -265672

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882381823,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 2.47972
        }
    }
}
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": [
        [
            399625.2510443369,
            343547.9796752601,
            56077.2713690768,
            33743.8189481709,
            -256196.1091269606,
            289939.9280751316
        ],
        [
            399.625251,
            343.54798,
            56.077271,
            33.743819,
            -256.196109,
            289.939928
        ],
        [
            0.225735,
            0.194059,
            0.031676,
            0.016425,
            0,
            0.076898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203524,
            -175236,
            -39676,
            -1280690,
            -1301167,
            -79792
        ],
        [
            1.601299,
            1.764144,
            1.260803,
            1.013845,
            0.869849,
            1.618431
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            62.608696,
            64.912281,
            60.344828,
            62.608696,
            64.912281,
            60.344828
        ],
        [
            0.956331,
            0.953591,
            0.828528,
            0.605491,
            0.470189,
            1.063541
        ],
        [
            96587,
            96587,
            31066,
            377862,
            377862,
            171518
        ],
        [
            -73208,
            -73208,
            -32574,
            -614932,
            -614932,
            -56151
        ],
        [
            88,
            153,
            24,
            88,
            153,
            24
        ],
        [
            41,
            61,
            21,
            41,
            61,
            21
        ],
        [
            167,
            325,
            29,
            167,
            325,
            29
        ],
        [
            10203,
            8768,
            1435,
            10203,
            8768,
            1435
        ],
        [
            7.934975,
            0,
            11.934975,
            7.934975,
            0,
            11.934975
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385531,
            -169984,
            -330671,
            -378033,
            -758900,
            -265672
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607846400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882381823,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 232,
            "offset": 0,
            "std": 2.47972
        }
    }
}

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)