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Trade: ROSE/USDT/720/KCL/LINREG/5249

Strategy
ROSE/USDT/720/KCL/LINREG/5249
Pair
ROSE_USDT
Interval
12h
Score
576705
Daily Profit
0.346496
Profit Factor
2.574350
Profitability
51.764706
Streak
83.580327
Best Strategy
Training Data Length
1780.000000
Evaluation Time
2025-10-03 16:55
Expiration Time
2025-11-25 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 616762.5781 564178.3328 52584.2452 13837.4888 -49080.5792 62918.068
Total P&L (%) 616.7626 564.1783 52.5842 13.8375 -49.0806 62.9181
Avg Daily Profit (%) 0.3465 0.317 0.0295 0.0073 -0.0379 0.0274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125077 -125281 -28796 -860159 -834292 -53148
Profit Factor 2.5744 2.7937 1.6809 1.0103 0.9586 1.3844
Total Trades 85 42 43 85 42 43
Winning Trades 44 20 24 44 20 24
Losing Trades 41 22 19 41 22 19
Profitability (%) 51.7647 47.619 55.814 51.7647 47.619 55.814
Ratio Avg Win / Avg Loss 2.3988 3.0731 1.3307 0.9414 1.0545 1.096
Largest Winning Trade 627888 627888 20906 750974 750974 60253
Largest Losing Trade -77401 -77401 -11115 -416475 -416475 -41397
Avg Bars in Trades 35 67 3 35 67 3
Avg Bars in Winners 26 54 4 26 54 4
Avg Bars in Losers 44 79 2 44 79 2
Bars Traded 2988 2833 155 2988 2833 155
Profit Streak 83.5803 83.5803 158.5803 83.5803 83.5803 158.5803
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 576705 505611 -150069 -438578 -579435 -153678
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499740276,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "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": [
        [
            616762.5780862605,
            564178.3328404613,
            52584.2452457996,
            13837.4888046547,
            -49080.5792420948,
            62918.0680467494
        ],
        [
            616.762578,
            564.178333,
            52.584245,
            13.837489,
            -49.080579,
            62.918068
        ],
        [
            0.346496,
            0.316954,
            0.029542,
            0.007281,
            -0.03791,
            0.027424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125077,
            -125281,
            -28796,
            -860159,
            -834292,
            -53148
        ],
        [
            2.57435,
            2.793744,
            1.680865,
            1.010256,
            0.958601,
            1.384444
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            51.764706,
            47.619048,
            55.813953,
            51.764706,
            47.619048,
            55.813953
        ],
        [
            2.398826,
            3.073118,
            1.330685,
            0.941375,
            1.054461,
            1.096018
        ],
        [
            627888,
            627888,
            20906,
            750974,
            750974,
            60253
        ],
        [
            -77401,
            -77401,
            -11115,
            -416475,
            -416475,
            -41397
        ],
        [
            35,
            67,
            3,
            35,
            67,
            3
        ],
        [
            26,
            54,
            4,
            26,
            54,
            4
        ],
        [
            44,
            79,
            2,
            44,
            79,
            2
        ],
        [
            2988,
            2833,
            155,
            2988,
            2833,
            155
        ],
        [
            83.580327,
            83.580327,
            158.580327,
            83.580327,
            83.580327,
            158.580327
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            576705,
            505611,
            -150069,
            -438578,
            -579435,
            -153678
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3560,
    "evaluation_days": 1780,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759499740276,
    "expiration_time": 1764106560000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 7,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "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)