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Trade: ROSE/USDT/240/KCL/BBM/2411

Strategy
ROSE/USDT/240/KCL/BBM/2411
Pair
ROSE_USDT
Interval
4h
Score
430274
Daily Profit
0.248072
Profit Factor
1.638493
Profitability
62.962963
Streak
78.939210
Best Strategy
Training Data Length
1779.000000
Evaluation Time
2025-10-03 09:32
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 441320.4596 360763.4602 80556.9994 100035.3486 -166303.947 266339.2956
Total P&L (%) 441.3205 360.7635 80.557 100.0353 -166.3039 266.3393
Avg Daily Profit (%) 0.2481 0.2028 0.0453 0.039 0 0.073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174333 -154556 -48383 -987788 -1091299 -107444
Profit Factor 1.6385 1.7824 1.3501 1.0369 0.9223 1.4662
Total Trades 135 67 68 135 67 68
Winning Trades 85 44 41 85 44 41
Losing Trades 50 23 27 50 23 27
Profitability (%) 62.963 65.6716 60.2941 62.963 65.6716 60.2941
Ratio Avg Win / Avg Loss 0.9638 0.9317 0.8891 0.6099 0.4821 0.9656
Largest Winning Trade 96587 96587 24763 275194 275194 138702
Largest Losing Trade -73802 -73802 -31485 -518011 -518011 -63124
Avg Bars in Trades 75 129 22 75 129 22
Avg Bars in Winners 43 63 21 43 63 21
Avg Bars in Losers 130 255 24 130 255 24
Bars Traded 10207 8659 1548 10207 8659 1548
Profit Streak 78.9392 78.9392 161.7725 78.9392 78.9392 161.7725
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430274 -105032 -239805 -318869 -694057 -202123
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10674,
    "evaluation_days": 1779,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607889600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759473147756,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.93683
        }
    }
}
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": [
        [
            441320.459640298,
            360763.4602201457,
            80556.9994201524,
            100035.3485533396,
            -166303.9470037214,
            266339.2955570609
        ],
        [
            441.32046,
            360.76346,
            80.556999,
            100.035349,
            -166.303947,
            266.339296
        ],
        [
            0.248072,
            0.20279,
            0.045282,
            0.03898,
            0,
            0.073011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174333,
            -154556,
            -48383,
            -987788,
            -1091299,
            -107444
        ],
        [
            1.638493,
            1.782388,
            1.350118,
            1.036875,
            0.922344,
            1.46622
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            62.962963,
            65.671642,
            60.294118,
            62.962963,
            65.671642,
            60.294118
        ],
        [
            0.963819,
            0.931703,
            0.889102,
            0.609927,
            0.482134,
            0.965559
        ],
        [
            96587,
            96587,
            24763,
            275194,
            275194,
            138702
        ],
        [
            -73802,
            -73802,
            -31485,
            -518011,
            -518011,
            -63124
        ],
        [
            75,
            129,
            22,
            75,
            129,
            22
        ],
        [
            43,
            63,
            21,
            43,
            63,
            21
        ],
        [
            130,
            255,
            24,
            130,
            255,
            24
        ],
        [
            10207,
            8659,
            1548,
            10207,
            8659,
            1548
        ],
        [
            78.93921,
            78.93921,
            161.772543,
            78.93921,
            78.93921,
            161.772543
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            430274,
            -105032,
            -239805,
            -318869,
            -694057,
            -202123
        ]
    ]
}
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": 1607889600000,
    "last_datapoint_time": 1759464000000,
    "evaluation_time": 1759473147756,
    "expiration_time": 1764075168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 169,
            "offset": 0,
            "std": 1.93683
        }
    }
}

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)