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Trade: ROSE/USDT/720/BBM/OHLC4/7799

Strategy
ROSE/USDT/720/BBM/OHLC4/7799
Pair
ROSE_USDT
Interval
12h
Score
311346
Daily Profit
0.283581
Profit Factor
1.490586
Profitability
35.797665
Streak
36.224473
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-28 08:23
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 502221.2543 399443.2438 102778.0105 738975.4459 354184.0642 384791.3816
Total P&L (%) 502.2213 399.4432 102.778 738.9754 354.1841 384.7914
Avg Daily Profit (%) 0.2836 0.2255 0.058 0.1202 0.0855 0.0892
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113724 -93008 -73824 -443930 -421166 -315078
Profit Factor 1.4906 1.7561 1.2075 1.213 1.1893 1.2408
Total Trades 257 129 128 257 129 128
Winning Trades 92 44 48 92 44 48
Losing Trades 165 85 80 165 85 80
Profitability (%) 35.7977 34.1085 37.5 35.7977 34.1085 37.5
Ratio Avg Win / Avg Loss 2.6733 3.3924 2.0124 2.1755 2.2974 2.0679
Largest Winning Trade 125270 125270 68811 240016 190095 240016
Largest Losing Trade -36874 -18322 -36874 -134628 -104601 -134628
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 26 26 27 26 26 27
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3507 1678 1829 3507 1678 1829
Profit Streak 36.2245 41.2245 36.2245 36.2245 41.2245 36.2245
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311346 217513 -119052 -33957 -95175 -77330
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759036994456,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 3.24138
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            502221.2542982415,
            399443.2438174039,
            102778.010480838,
            738975.4458628809,
            354184.0642462433,
            384791.3816166378
        ],
        [
            502.221254,
            399.443244,
            102.77801,
            738.975446,
            354.184064,
            384.791382
        ],
        [
            0.283581,
            0.225547,
            0.058034,
            0.120174,
            0.085487,
            0.089173
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113724,
            -93008,
            -73824,
            -443930,
            -421166,
            -315078
        ],
        [
            1.490586,
            1.756059,
            1.207467,
            1.212986,
            1.189265,
            1.24076
        ],
        [
            257,
            129,
            128,
            257,
            129,
            128
        ],
        [
            92,
            44,
            48,
            92,
            44,
            48
        ],
        [
            165,
            85,
            80,
            165,
            85,
            80
        ],
        [
            35.797665,
            34.108527,
            37.5,
            35.797665,
            34.108527,
            37.5
        ],
        [
            2.673333,
            3.392386,
            2.012445,
            2.175464,
            2.297444,
            2.067933
        ],
        [
            125270,
            125270,
            68811,
            240016,
            190095,
            240016
        ],
        [
            -36874,
            -18322,
            -36874,
            -134628,
            -104601,
            -134628
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3507,
            1678,
            1829,
            3507,
            1678,
            1829
        ],
        [
            36.224473,
            41.224473,
            36.224473,
            36.224473,
            41.224473,
            36.224473
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311346,
            217513,
            -119052,
            -33957,
            -95175,
            -77330
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606694400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759036994456,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 23,
            "offset": 0,
            "std": 3.24138
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)