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Trade: ROSE/USDT/720/T3/JMA/1660

Strategy
ROSE/USDT/720/T3/JMA/1660
Pair
ROSE_USDT
Interval
12h
Score
347597
Daily Profit
0.167441
Profit Factor
2.097843
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1784.000000
Evaluation Time
2025-10-07 23:00
Expiration Time
2025-11-30 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348822.0277 298714.4346 50107.5931 109955.8925 -49449.1087 159405.0011
Total P&L (%) 348.822 298.7144 50.1076 109.9559 -49.4491 159.405
Avg Daily Profit (%) 0.1955 0.1674 0.0281 0.0416 -0.0382 0.0534
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -84338 -76877 -95355 -399413 -311744 -110456
Profit Factor 1.6072 2.0978 1.1657 1.1061 0.9166 1.359
Total Trades 70 35 35 70 35 35
Winning Trades 34 16 18 34 16 18
Losing Trades 36 19 17 36 19 17
Profitability (%) 48.5714 45.7143 51.4286 48.5714 45.7143 51.4286
Ratio Avg Win / Avg Loss 1.7017 2.4912 1.1009 1.1711 1.0884 1.2835
Largest Winning Trade 144822 144822 68833 147269 108796 147269
Largest Losing Trade -58968 -30732 -58968 -187275 -187275 -71347
Avg Bars in Trades 49 53 45 49 53 45
Avg Bars in Winners 68 78 59 68 78 59
Avg Bars in Losers 31 32 30 31 32 30
Bars Traded 3468 1874 1594 3468 1874 1594
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 -88708 347597 -194773 -340554 -580787 -120925
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3568,
    "evaluation_days": 1784,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759867224374,
    "expiration_time": 1764462528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 31,
            "offset": 0,
            "a": 0.67305
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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": [
        [
            348822.0276685326,
            298714.4346054828,
            50107.5930630497,
            109955.892457368,
            -49449.1086570197,
            159405.0011143876
        ],
        [
            348.822028,
            298.714435,
            50.107593,
            109.955892,
            -49.449109,
            159.405001
        ],
        [
            0.195528,
            0.167441,
            0.028087,
            0.041585,
            -0.038232,
            0.053446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -84338,
            -76877,
            -95355,
            -399413,
            -311744,
            -110456
        ],
        [
            1.607169,
            2.097843,
            1.165692,
            1.10606,
            0.916562,
            1.358952
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            48.571429,
            45.714286,
            51.428571,
            48.571429,
            45.714286,
            51.428571
        ],
        [
            1.701709,
            2.491189,
            1.100932,
            1.171122,
            1.088418,
            1.283455
        ],
        [
            144822,
            144822,
            68833,
            147269,
            108796,
            147269
        ],
        [
            -58968,
            -30732,
            -58968,
            -187275,
            -187275,
            -71347
        ],
        [
            49,
            53,
            45,
            49,
            53,
            45
        ],
        [
            68,
            78,
            59,
            68,
            78,
            59
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            3468,
            1874,
            1594,
            3468,
            1874,
            1594
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88708,
            347597,
            -194773,
            -340554,
            -580787,
            -120925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3568,
    "evaluation_days": 1784,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1607601600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759867224374,
    "expiration_time": 1764462528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 31,
            "offset": 0,
            "a": 0.67305
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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)