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Trade: ROSE/USDT/120/T3/HILO/5304

Strategy
ROSE/USDT/120/T3/HILO/5304
Pair
ROSE_USDT
Interval
2h
Score
346173
Daily Profit
0.348739
Profit Factor
2.181441
Profitability
39.230769
Streak
0.000000
Best Strategy
Training Data Length
1774.080000
Evaluation Time
2025-09-28 23:14
Expiration Time
2025-12-01 18:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618691.1265 506476.9218 112214.2047 1711896.5209 912847.0261 799049.4948
Total P&L (%) 618.6911 506.4769 112.2142 1711.8965 912.847 799.0495
Avg Daily Profit (%) 0.3487 0.2855 0.0633 0.1634 0.1306 0.1239
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68026 -45560 -81223 -1363747 -866318 -741660
Profit Factor 2.1814 3.3145 1.3681 1.4018 1.4839 1.3366
Total Trades 130 65 65 130 65 65
Winning Trades 51 22 29 51 22 29
Losing Trades 79 43 36 79 43 36
Profitability (%) 39.2308 33.8462 44.6154 39.2308 33.8462 44.6154
Ratio Avg Win / Avg Loss 3.3791 6.4783 1.6983 2.1714 2.9003 1.6592
Largest Winning Trade 199949 199949 78039 1108219 721321 1108219
Largest Losing Trade -33608 -15307 -33608 -415252 -243718 -415252
Avg Bars in Trades 159 135 183 159 135 183
Avg Bars in Winners 311 272 340 311 272 340
Avg Bars in Losers 62 65 57 62 65 57
Bars Traded 20784 8825 11959 20784 8825 11959
Profit Streak 0 0 17.8436 0 0 17.8436
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346173 -123134 -240345 205154 -154184 -159298
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21289,
    "evaluation_days": 1774.08,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607472000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759090486387,
    "expiration_time": 1764607708800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.32208
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            618691.1265360622,
            506476.9218145835,
            112214.2047214787,
            1711896.5208662848,
            912847.0260828997,
            799049.4947833847
        ],
        [
            618.691127,
            506.476922,
            112.214205,
            1711.896521,
            912.847026,
            799.049495
        ],
        [
            0.348739,
            0.285487,
            0.063252,
            0.163427,
            0.130595,
            0.123869
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68026,
            -45560,
            -81223,
            -1363747,
            -866318,
            -741660
        ],
        [
            2.181441,
            3.314457,
            1.368105,
            1.401794,
            1.483853,
            1.336582
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            39.230769,
            33.846154,
            44.615385,
            39.230769,
            33.846154,
            44.615385
        ],
        [
            3.379095,
            6.478256,
            1.698337,
            2.171406,
            2.900258,
            1.659205
        ],
        [
            199949,
            199949,
            78039,
            1108219,
            721321,
            1108219
        ],
        [
            -33608,
            -15307,
            -33608,
            -415252,
            -243718,
            -415252
        ],
        [
            159,
            135,
            183,
            159,
            135,
            183
        ],
        [
            311,
            272,
            340,
            311,
            272,
            340
        ],
        [
            62,
            65,
            57,
            62,
            65,
            57
        ],
        [
            20784,
            8825,
            11959,
            20784,
            8825,
            11959
        ],
        [
            0,
            0,
            17.843592,
            0,
            0,
            17.843592
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346173,
            -123134,
            -240345,
            205154,
            -154184,
            -159298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21289,
    "evaluation_days": 1774.08,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607472000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759090486387,
    "expiration_time": 1764607708800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.32208
        }
    },
    "second_band": {
        "type": "hilo",
        "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)