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Trade: ROSE/USDT/360/MIDPRICE/HILO/4553

Strategy
ROSE/USDT/360/MIDPRICE/HILO/4553
Pair
ROSE_USDT
Interval
6h
Score
321659
Daily Profit
0.209687
Profit Factor
1.416408
Profitability
49.032258
Streak
0.000000
Best Strategy
Training Data Length
1775.750000
Evaluation Time
2025-09-30 03:40
Expiration Time
2025-11-22 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 372352.4867 350287.8423 22064.6444 28135.223 97040.7975 -68905.5746
Total P&L (%) 372.3525 350.2878 22.0646 28.1352 97.0408 -68.9056
Avg Daily Profit (%) 0.2097 0.1973 0.0124 0.014 0.0382 -0.0658
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103245 -73225 -108190 -100176 -45024 -119599
Profit Factor 1.4164 1.8617 1.0452 1.0459 1.3469 0.793
Total Trades 155 78 77 155 78 77
Winning Trades 76 35 41 76 35 41
Losing Trades 79 43 36 79 43 36
Profitability (%) 49.0323 44.8718 53.2468 49.0323 44.8718 53.2468
Ratio Avg Win / Avg Loss 1.4723 2.2873 0.9178 1.0872 1.6547 0.6963
Largest Winning Trade 78358 78358 78319 46362 42456 46362
Largest Losing Trade -65519 -34791 -65519 -67484 -28259 -67484
Avg Bars in Trades 44 31 58 44 31 58
Avg Bars in Winners 58 32 80 58 32 80
Avg Bars in Losers 31 31 32 31 31 32
Bars Traded 6948 2480 4468 6948 2480 4468
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 321659 -25321 -395716 -347043 -176841 -622315
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 1775.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608638400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759192826031,
    "expiration_time": 1763771544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "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": [
        [
            372352.4867259313,
            350287.8422944535,
            22064.6444314779,
            28135.2229673569,
            97040.7975433764,
            -68905.5745760194
        ],
        [
            372.352487,
            350.287842,
            22.064644,
            28.135223,
            97.040798,
            -68.905575
        ],
        [
            0.209687,
            0.197262,
            0.012426,
            0.013962,
            0.038202,
            -0.065761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103245,
            -73225,
            -108190,
            -100176,
            -45024,
            -119599
        ],
        [
            1.416408,
            1.861733,
            1.045241,
            1.045923,
            1.346882,
            0.79302
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            76,
            35,
            41,
            76,
            35,
            41
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            49.032258,
            44.871795,
            53.246753,
            49.032258,
            44.871795,
            53.246753
        ],
        [
            1.472318,
            2.287271,
            0.917773,
            1.087209,
            1.654741,
            0.69631
        ],
        [
            78358,
            78358,
            78319,
            46362,
            42456,
            46362
        ],
        [
            -65519,
            -34791,
            -65519,
            -67484,
            -28259,
            -67484
        ],
        [
            44,
            31,
            58,
            44,
            31,
            58
        ],
        [
            58,
            32,
            80,
            58,
            32,
            80
        ],
        [
            31,
            31,
            32,
            31,
            31,
            32
        ],
        [
            6948,
            2480,
            4468,
            6948,
            2480,
            4468
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321659,
            -25321,
            -395716,
            -347043,
            -176841,
            -622315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 1775.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608638400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759192826031,
    "expiration_time": 1763771544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "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)