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Trade: ROSE/USDT/480/MIDPRICE/JMA/4273

Strategy
ROSE/USDT/480/MIDPRICE/JMA/4273
Pair
ROSE_USDT
Interval
8h
Score
378785
Daily Profit
0.257158
Profit Factor
3.555031
Profitability
38.888889
Streak
0.000000
Best Strategy
Training Data Length
1771.670000
Evaluation Time
2025-09-26 04:44
Expiration Time
2025-11-17 21:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516721.3386 455598.7984 61122.5403 225970.475 133343.3011 92627.1739
Total P&L (%) 516.7213 455.5988 61.1225 225.9705 133.3433 92.6272
Avg Daily Profit (%) 0.2917 0.2572 0.0345 0.0667 0.0478 0.037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110223 -41545 -69536 -186686 -104643 -90132
Profit Factor 2.0238 3.555 1.1873 1.3689 1.5746 1.2434
Total Trades 71 36 35 71 36 35
Winning Trades 29 14 15 29 14 15
Losing Trades 42 22 20 42 22 20
Profitability (%) 40.8451 38.8889 42.8571 40.8451 38.8889 42.8571
Ratio Avg Win / Avg Loss 2.931 5.5865 1.583 1.9825 2.4744 1.6578
Largest Winning Trade 281436 281436 77091 156514 116664 156514
Largest Losing Trade -70511 -22691 -70511 -69779 -41352 -69779
Avg Bars in Trades 72 54 91 72 54 91
Avg Bars in Winners 130 92 166 130 92 166
Avg Bars in Losers 32 30 34 32 30 34
Bars Traded 5158 1967 3191 5158 1967 3191
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 -82170 378785 -163609 -197071 -130470 -145396

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5315,
    "evaluation_days": 1771.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851070378,
    "expiration_time": 1763408160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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": [
        [
            516721.3386397538,
            455598.7983563989,
            61122.540283355,
            225970.4750254651,
            133343.3010987789,
            92627.1739266863
        ],
        [
            516.721339,
            455.598798,
            61.12254,
            225.970475,
            133.343301,
            92.627174
        ],
        [
            0.291658,
            0.257158,
            0.0345,
            0.066718,
            0.047839,
            0.037011
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110223,
            -41545,
            -69536,
            -186686,
            -104643,
            -90132
        ],
        [
            2.023801,
            3.555031,
            1.187266,
            1.368854,
            1.574633,
            1.243385
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            40.84507,
            38.888889,
            42.857143,
            40.84507,
            38.888889,
            42.857143
        ],
        [
            2.931022,
            5.586477,
            1.583021,
            1.982478,
            2.474423,
            1.657846
        ],
        [
            281436,
            281436,
            77091,
            156514,
            116664,
            156514
        ],
        [
            -70511,
            -22691,
            -70511,
            -69779,
            -41352,
            -69779
        ],
        [
            72,
            54,
            91,
            72,
            54,
            91
        ],
        [
            130,
            92,
            166,
            130,
            92,
            166
        ],
        [
            32,
            30,
            34,
            32,
            30,
            34
        ],
        [
            5158,
            1967,
            3191,
            5158,
            1967,
            3191
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82170,
            378785,
            -163609,
            -197071,
            -130470,
            -145396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5315,
    "evaluation_days": 1771.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758851070378,
    "expiration_time": 1763408160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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)