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Trade: ROSE/USDT/120/KCL/MIDPOINT/7540

Strategy
ROSE/USDT/120/KCL/MIDPOINT/7540
Pair
ROSE_USDT
Interval
2h
Score
405625
Daily Profit
0.171761
Profit Factor
2.008102
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1777.830000
Evaluation Time
2025-10-02 19:07
Expiration Time
2025-12-05 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344184.2297 305361.6767 38822.5529 -6837.3145 -99751.1024 92913.7879
Total P&L (%) 344.1842 305.3617 38.8226 -6.8373 -99.7511 92.9138
Avg Daily Profit (%) 0.1936 0.1718 0.0218 -0.004 -0.3367 0.037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131456 -128049 -51635 -299165 -339677 -49009
Profit Factor 1.8594 2.0081 1.3978 0.9923 0.8679 1.6892
Total Trades 65 32 33 65 32 33
Winning Trades 37 19 18 37 19 18
Losing Trades 28 13 15 28 13 15
Profitability (%) 56.9231 59.375 54.5455 56.9231 59.375 54.5455
Ratio Avg Win / Avg Loss 1.4071 1.374 1.1648 0.7509 0.5939 1.4077
Largest Winning Trade 262591 262591 17438 210693 210693 47991
Largest Losing Trade -74323 -74323 -15008 -240218 -240218 -27722
Avg Bars in Trades 257 482 38 257 482 38
Avg Bars in Winners 133 214 47 133 214 47
Avg Bars in Losers 420 873 27 420 873 27
Bars Traded 16709 15439 1270 16709 15439 1270
Profit Streak 152.5885 0 153.0052 152.5885 0 153.0052
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124543 405625 -164196 -715305 -579595 -140289
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21334,
    "evaluation_days": 1777.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607544000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759421247021,
    "expiration_time": 1764943372800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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": [
        [
            344184.2296728611,
            305361.6767471153,
            38822.5529257458,
            -6837.3145152964,
            -99751.102419141,
            92913.7879038446
        ],
        [
            344.18423,
            305.361677,
            38.822553,
            -6.837315,
            -99.751102,
            92.913788
        ],
        [
            0.193598,
            0.171761,
            0.021837,
            -0.003984,
            -0.33669,
            0.036966
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131456,
            -128049,
            -51635,
            -299165,
            -339677,
            -49009
        ],
        [
            1.859387,
            2.008102,
            1.397804,
            0.992319,
            0.867941,
            1.689227
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            56.923077,
            59.375,
            54.545455,
            56.923077,
            59.375,
            54.545455
        ],
        [
            1.407104,
            1.373964,
            1.164837,
            0.750944,
            0.593854,
            1.407689
        ],
        [
            262591,
            262591,
            17438,
            210693,
            210693,
            47991
        ],
        [
            -74323,
            -74323,
            -15008,
            -240218,
            -240218,
            -27722
        ],
        [
            257,
            482,
            38,
            257,
            482,
            38
        ],
        [
            133,
            214,
            47,
            133,
            214,
            47
        ],
        [
            420,
            873,
            27,
            420,
            873,
            27
        ],
        [
            16709,
            15439,
            1270,
            16709,
            15439,
            1270
        ],
        [
            152.588507,
            0,
            153.005174,
            152.588507,
            0,
            153.005174
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124543,
            405625,
            -164196,
            -715305,
            -579595,
            -140289
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21334,
    "evaluation_days": 1777.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607544000000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759421247021,
    "expiration_time": 1764943372800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 105,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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)