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Trade: ROSE/USDT/120/LINREG/JMA/9362

Strategy
ROSE/USDT/120/LINREG/JMA/9362
Pair
ROSE_USDT
Interval
2h
Score
310982
Daily Profit
0.225918
Profit Factor
1.697320
Profitability
44.354839
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-25 13:46
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447604.6132 399837.0553 47767.5578 116346.1728 24915.1924 91430.9804
Total P&L (%) 447.6046 399.8371 47.7676 116.3462 24.9152 91.431
Avg Daily Profit (%) 0.2529 0.2259 0.027 0.0436 0.0126 0.0367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108906 -91279 -127485 -779188 -677534 -628932
Profit Factor 1.3412 1.6973 1.0647 1.0268 1.0117 1.0414
Total Trades 248 124 124 248 124 124
Winning Trades 106 55 51 106 55 51
Losing Trades 142 69 73 142 69 73
Profitability (%) 42.7419 44.3548 41.129 42.7419 44.3548 41.129
Ratio Avg Win / Avg Loss 1.7967 2.1294 1.524 1.3756 1.2693 1.4906
Largest Winning Trade 130705 130705 54935 238045 186142 238045
Largest Losing Trade -51316 -37208 -51316 -203761 -199806 -203761
Avg Bars in Trades 84 85 83 84 85 83
Avg Bars in Winners 120 118 122 120 118 122
Avg Bars in Losers 57 58 56 57 58 56
Bars Traded 20922 10561 10361 20922 10561 10361
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 287817 310982 -310296 -327188 -389703 -322590

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607328000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758797190907,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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": [
        [
            447604.6131811346,
            399837.0553441477,
            47767.5578369873,
            116346.1728031859,
            24915.1924472687,
            91430.9803559168
        ],
        [
            447.604613,
            399.837055,
            47.767558,
            116.346173,
            24.915192,
            91.43098
        ],
        [
            0.252908,
            0.225918,
            0.02699,
            0.043613,
            0.012571,
            0.036697
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108906,
            -91279,
            -127485,
            -779188,
            -677534,
            -628932
        ],
        [
            1.34118,
            1.69732,
            1.064678,
            1.026836,
            1.011728,
            1.041353
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            106,
            55,
            51,
            106,
            55,
            51
        ],
        [
            142,
            69,
            73,
            142,
            69,
            73
        ],
        [
            42.741935,
            44.354839,
            41.129032,
            42.741935,
            44.354839,
            41.129032
        ],
        [
            1.796676,
            2.129365,
            1.523952,
            1.375573,
            1.269259,
            1.490563
        ],
        [
            130705,
            130705,
            54935,
            238045,
            186142,
            238045
        ],
        [
            -51316,
            -37208,
            -51316,
            -203761,
            -199806,
            -203761
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            120,
            118,
            122,
            120,
            118,
            122
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            20922,
            10561,
            10361,
            20922,
            10561,
            10361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
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        [
            0.8,
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        ],
        [
            287817,
            310982,
            -310296,
            -327188,
            -389703,
            -322590
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607328000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758797190907,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 64,
            "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)