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Trade: ROSE/USDT/360/SSF/HILO/6518

Strategy
ROSE/USDT/360/SSF/HILO/6518
Pair
ROSE_USDT
Interval
6h
Score
302590
Daily Profit
0.185534
Profit Factor
1.484176
Profitability
45.528455
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-27 01:43
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 328488.0263 316794.5054 11693.5209 45117.0123 88483.5925 -43366.5802
Total P&L (%) 328.488 316.7945 11.6935 45.117 88.4836 -43.3666
Avg Daily Profit (%) 0.1855 0.1789 0.0066 0.021 0.0358 -0.0321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113595 -95806 -167012 -83917 -36397 -132078
Profit Factor 1.4842 2.268 1.0273 1.0957 1.5563 0.8612
Total Trades 123 61 62 123 61 62
Winning Trades 56 25 31 56 25 31
Losing Trades 67 36 31 67 36 31
Profitability (%) 45.5285 40.9836 50 45.5285 40.9836 50
Ratio Avg Win / Avg Loss 1.7757 3.2659 1.0273 1.3109 2.2411 0.8612
Largest Winning Trade 173576 173576 70691 60299 60071 60299
Largest Losing Trade -49850 -31610 -49850 -46266 -19795 -46266
Avg Bars in Trades 55 48 63 55 48 63
Avg Bars in Winners 92 87 96 92 87 96
Avg Bars in Losers 25 20 31 25 20 31
Bars Traded 6882 2930 3952 6882 2930 3952
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302590 -153706 -641786 -283189 -307766 -734958

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": 1606348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926585471,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            328488.0263003987,
            316794.5054444894,
            11693.5208559094,
            45117.0122807885,
            88483.5925139816,
            -43366.580233193
        ],
        [
            328.488026,
            316.794505,
            11.693521,
            45.117012,
            88.483593,
            -43.36658
        ],
        [
            0.185534,
            0.178929,
            0.006605,
            0.021034,
            0.035807,
            -0.032108
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113595,
            -95806,
            -167012,
            -83917,
            -36397,
            -132078
        ],
        [
            1.484176,
            2.26797,
            1.027283,
            1.095708,
            1.556301,
            0.861159
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            45.528455,
            40.983607,
            50,
            45.528455,
            40.983607,
            50
        ],
        [
            1.77571,
            3.265877,
            1.027283,
            1.310936,
            2.241073,
            0.861159
        ],
        [
            173576,
            173576,
            70691,
            60299,
            60071,
            60299
        ],
        [
            -49850,
            -31610,
            -49850,
            -46266,
            -19795,
            -46266
        ],
        [
            55,
            48,
            63,
            55,
            48,
            63
        ],
        [
            92,
            87,
            96,
            92,
            87,
            96
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            6882,
            2930,
            3952,
            6882,
            2930,
            3952
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302590,
            -153706,
            -641786,
            -283189,
            -307766,
            -734958
        ]
    ]
}
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": 1606348800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926585471,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)