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Trade: ROSE/USDT/480/MIDPRICE/KCU/5838

Strategy
ROSE/USDT/480/MIDPRICE/KCU/5838
Pair
ROSE_USDT
Interval
8h
Score
405531
Daily Profit
0.167560
Profit Factor
1.798285
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 12:00
Expiration Time
2025-11-18 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 270498.5305 296915.6618 -26417.1313 -261026.01 679074.9625 -940100.9726
Total P&L (%) 270.4985 296.9157 -26.4171 -261.026 679.075 -940.101
Avg Daily Profit (%) 0.1527 0.1676 -0.0149 0 0.1159 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213917 -113959 -179162 -1022696 -121255 -1123087
Profit Factor 1.3752 1.7983 0.9243 0.8598 2.1951 0.273
Total Trades 83 41 42 83 41 42
Winning Trades 46 22 24 40 20 20
Losing Trades 37 19 18 43 21 22
Profitability (%) 55.4217 53.6585 57.1429 48.1928 48.7805 47.619
Ratio Avg Win / Avg Loss 1.1062 1.5531 0.6932 0.9243 2.3048 0.3003
Largest Winning Trade 167400 167400 51741 340402 340402 80736
Largest Losing Trade -164259 -77351 -164259 -834914 -114654 -834914
Avg Bars in Trades 58 73 44 58 73 44
Avg Bars in Winners 51 63 40 51 80 21
Avg Bars in Losers 67 85 49 65 66 65
Bars Traded 4870 3002 1868 4870 3002 1868
Profit Streak 0 0 0 181.3756 192.3756 181.3756
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 258671 405531 -579808 -581787 -33500 -581075

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877252087,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            270498.5304842031,
            296915.6617578171,
            -26417.131273614,
            -261026.0100313477,
            679074.9625496579,
            -940100.9725810057
        ],
        [
            270.49853,
            296.915662,
            -26.417131,
            -261.02601,
            679.074963,
            -940.100973
        ],
        [
            0.152652,
            0.16756,
            -0.014908,
            0,
            0.115921,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213917,
            -113959,
            -179162,
            -1022696,
            -121255,
            -1123087
        ],
        [
            1.375246,
            1.798285,
            0.924288,
            0.859767,
            2.19507,
            0.273015
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            46,
            22,
            24,
            40,
            20,
            20
        ],
        [
            37,
            19,
            18,
            43,
            21,
            22
        ],
        [
            55.421687,
            53.658537,
            57.142857,
            48.192771,
            48.780488,
            47.619048
        ],
        [
            1.106176,
            1.553064,
            0.693216,
            0.92425,
            2.304824,
            0.300316
        ],
        [
            167400,
            167400,
            51741,
            340402,
            340402,
            80736
        ],
        [
            -164259,
            -77351,
            -164259,
            -834914,
            -114654,
            -834914
        ],
        [
            58,
            73,
            44,
            58,
            73,
            44
        ],
        [
            51,
            63,
            40,
            51,
            80,
            21
        ],
        [
            67,
            85,
            49,
            65,
            66,
            65
        ],
        [
            4870,
            3002,
            1868,
            4870,
            3002,
            1868
        ],
        [
            0,
            0,
            0,
            181.375603,
            192.375603,
            181.375603
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            258671,
            405531,
            -579808,
            -581787,
            -33500,
            -581075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758877252087,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 225,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)