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Trade: ROSE/USDT/360/KCL/HMA/1404

Strategy
ROSE/USDT/360/KCL/HMA/1404
Pair
ROSE_USDT
Interval
6h
Score
338435
Daily Profit
0.150535
Profit Factor
1.324370
Profitability
63.898917
Streak
9.969238
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-25 20:15
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 264495.5204 266522.7832 -2027.2627 -52133.9116 196246.0697 -248379.9813
Total P&L (%) 264.4955 266.5228 -2.0273 -52.1339 196.2461 -248.38
Avg Daily Profit (%) 0.1494 0.1505 -0.0011 -0.0416 0.0614 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146586 -125439 -85268 -397718 -323536 -351986
Profit Factor 1.1797 1.3244 0.9969 0.9797 1.1371 0.7814
Total Trades 555 277 278 555 277 278
Winning Trades 351 177 174 351 177 174
Losing Trades 204 100 104 204 100 104
Profitability (%) 63.2432 63.8989 62.5899 63.2432 63.8989 62.5899
Ratio Avg Win / Avg Loss 0.6856 0.7482 0.5958 0.5694 0.6424 0.467
Largest Winning Trade 44087 44087 14720 130408 130408 36855
Largest Losing Trade -75667 -75667 -35331 -172860 -172860 -148447
Avg Bars in Trades 12 18 6 12 18 6
Avg Bars in Winners 8 10 5 8 10 5
Avg Bars in Losers 19 32 7 19 32 7
Bars Traded 6834 4995 1839 6834 4995 1839
Profit Streak 8.7192 9.9692 8.7192 8.7192 9.9692 8.7192
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12159 338435 -577299 -574763 -178757 -577299

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820542209,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "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": [
        [
            264495.5204107181,
            266522.7831585648,
            -2027.2627478466,
            -52133.9115920645,
            196246.069698207,
            -248379.9812902718
        ],
        [
            264.49552,
            266.522783,
            -2.027263,
            -52.133912,
            196.24607,
            -248.379981
        ],
        [
            0.14939,
            0.150535,
            -0.001145,
            -0.041605,
            0.061359,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146586,
            -125439,
            -85268,
            -397718,
            -323536,
            -351986
        ],
        [
            1.179673,
            1.32437,
            0.996883,
            0.979696,
            1.137086,
            0.78137
        ],
        [
            555,
            277,
            278,
            555,
            277,
            278
        ],
        [
            351,
            177,
            174,
            351,
            177,
            174
        ],
        [
            204,
            100,
            104,
            204,
            100,
            104
        ],
        [
            63.243243,
            63.898917,
            62.589928,
            63.243243,
            63.898917,
            62.589928
        ],
        [
            0.685622,
            0.748232,
            0.595838,
            0.569396,
            0.642421,
            0.467026
        ],
        [
            44087,
            44087,
            14720,
            130408,
            130408,
            36855
        ],
        [
            -75667,
            -75667,
            -35331,
            -172860,
            -172860,
            -148447
        ],
        [
            12,
            18,
            6,
            12,
            18,
            6
        ],
        [
            8,
            10,
            5,
            8,
            10,
            5
        ],
        [
            19,
            32,
            7,
            19,
            32,
            7
        ],
        [
            6834,
            4995,
            1839,
            6834,
            4995,
            1839
        ],
        [
            8.719238,
            9.969238,
            8.719238,
            8.719238,
            9.969239,
            8.719238
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12159,
            338435,
            -577299,
            -574763,
            -178757,
            -577299
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820542209,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "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)