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Trade: ROSE/USDT/240/DCM/KCU/4161

Strategy
ROSE/USDT/240/DCM/KCU/4161
Pair
ROSE_USDT
Interval
4h
Score
464971
Daily Profit
0.178962
Profit Factor
1.981250
Profitability
52.173913
Streak
173.355974
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 15:32
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374501.5035 316822.5688 57678.9347 114154.7004 255989.9626 -141835.2623
Total P&L (%) 374.5015 316.8226 57.6789 114.1547 255.99 -141.8353
Avg Daily Profit (%) 0.2115 0.179 0.0326 0.043 0.0717 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145360 -111639 -94528 -607019 -341215 -358860
Profit Factor 1.594 1.9813 1.1875 1.0718 1.3116 0.8153
Total Trades 92 46 46 92 46 46
Winning Trades 44 24 20 44 24 20
Losing Trades 48 22 26 48 22 26
Profitability (%) 47.8261 52.1739 43.4783 47.8261 52.1739 43.4783
Ratio Avg Win / Avg Loss 1.7389 1.8161 1.5438 1.1693 1.2023 1.06
Largest Winning Trade 209981 209981 47147 456185 456185 95263
Largest Losing Trade -42142 -39880 -42142 -205379 -205379 -158445
Avg Bars in Trades 111 161 62 111 161 62
Avg Bars in Winners 148 204 81 148 204 81
Avg Bars in Losers 78 115 47 78 115 47
Bars Traded 10294 7426 2868 10294 7426 2868
Profit Streak 0 173.356 0 0 173.356 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 364006 464971 -165805 -277573 -95275 -581573

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803556162,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            374501.5034902772,
            316822.5688346375,
            57678.9346556395,
            114154.7003696683,
            255989.962638946,
            -141835.2622692776
        ],
        [
            374.501503,
            316.822569,
            57.678935,
            114.1547,
            255.989963,
            -141.835262
        ],
        [
            0.211543,
            0.178962,
            0.032581,
            0.043025,
            0.071749,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145360,
            -111639,
            -94528,
            -607019,
            -341215,
            -358860
        ],
        [
            1.593992,
            1.98125,
            1.187509,
            1.071812,
            1.311609,
            0.815347
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            47.826087,
            52.173913,
            43.478261,
            47.826087,
            52.173913,
            43.478261
        ],
        [
            1.738901,
            1.816146,
            1.543762,
            1.16925,
            1.202308,
            1.059952
        ],
        [
            209981,
            209981,
            47147,
            456185,
            456185,
            95263
        ],
        [
            -42142,
            -39880,
            -42142,
            -205379,
            -205379,
            -158445
        ],
        [
            111,
            161,
            62,
            111,
            161,
            62
        ],
        [
            148,
            204,
            81,
            148,
            204,
            81
        ],
        [
            78,
            115,
            47,
            78,
            115,
            47
        ],
        [
            10294,
            7426,
            2868,
            10294,
            7426,
            2868
        ],
        [
            0,
            173.355974,
            0,
            0,
            173.355974,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            364006,
            464971,
            -165805,
            -277573,
            -95275,
            -581573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609142400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803556162,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 131,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)