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Trade: ROSE/USDT/240/RMA/MIDPRICE/1878

Strategy
ROSE/USDT/240/RMA/MIDPRICE/1878
Pair
ROSE_USDT
Interval
4h
Score
502697
Daily Profit
0.339864
Profit Factor
1.987694
Profitability
48.538012
Streak
11.785759
Best Strategy
Training Data Length
1778.500000
Evaluation Time
2025-10-02 21:51
Expiration Time
2025-11-25 02:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 604447.6057 361215.2325 243232.3732 2987904.8326 416266.8157 2571638.0168
Total P&L (%) 604.4476 361.2152 243.2324 2987.9048 416.2668 2571.638
Avg Daily Profit (%) 0.3399 0.2031 0.1368 0.1931 0.0923 0.1849
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86039 -100350 -51063 -1230866 -1512637 -1201390
Profit Factor 1.9877 2.0732 1.8831 1.3964 1.11 1.6847
Total Trades 171 85 86 171 85 86
Winning Trades 83 41 42 83 41 42
Losing Trades 88 44 44 88 44 44
Profitability (%) 48.538 48.2353 48.8372 48.538 48.2353 48.8372
Ratio Avg Win / Avg Loss 2.1074 2.2249 1.9728 1.4805 1.1913 1.7649
Largest Winning Trade 156505 156505 68043 1185417 577931 1185417
Largest Losing Trade -30047 -30047 -22127 -751089 -494580 -751089
Avg Bars in Trades 56 58 55 56 58 55
Avg Bars in Winners 81 80 82 81 80 82
Avg Bars in Losers 33 37 29 33 37 29
Bars Traded 9712 4948 4764 9712 4948 4764
Profit Streak 11.7858 0 14.1191 11.7858 0 14.1191
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502697 380741 -7061 345785 -170179 393094
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10671,
    "evaluation_days": 1778.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759431089566,
    "expiration_time": 1764030672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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": [
        [
            604447.6056919073,
            361215.2324732114,
            243232.373218696,
            2987904.8325730604,
            416266.8157361785,
            2571638.0168368802
        ],
        [
            604.447606,
            361.215232,
            243.232373,
            2987.904833,
            416.266816,
            2571.638017
        ],
        [
            0.339864,
            0.203101,
            0.136763,
            0.19305,
            0.092337,
            0.184892
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86039,
            -100350,
            -51063,
            -1230866,
            -1512637,
            -1201390
        ],
        [
            1.987694,
            2.073246,
            1.883147,
            1.396351,
            1.110046,
            1.684694
        ],
        [
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            85,
            86,
            171,
            85,
            86
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            88,
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            88,
            44,
            44
        ],
        [
            48.538012,
            48.235294,
            48.837209,
            48.538012,
            48.235294,
            48.837209
        ],
        [
            2.107434,
            2.224947,
            1.97282,
            1.480468,
            1.191269,
            1.764917
        ],
        [
            156505,
            156505,
            68043,
            1185417,
            577931,
            1185417
        ],
        [
            -30047,
            -30047,
            -22127,
            -751089,
            -494580,
            -751089
        ],
        [
            56,
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            55,
            56,
            58,
            55
        ],
        [
            81,
            80,
            82,
            81,
            80,
            82
        ],
        [
            33,
            37,
            29,
            33,
            37,
            29
        ],
        [
            9712,
            4948,
            4764,
            9712,
            4948,
            4764
        ],
        [
            11.785759,
            0,
            14.119092,
            11.785759,
            0,
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        ],
        [
            1,
            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
            502697,
            380741,
            -7061,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10671,
    "evaluation_days": 1778.5,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607068800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759431089566,
    "expiration_time": 1764030672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 91,
            "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)