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Trade: ROSE/USDT/480/SSF/JMA/3728

Strategy
ROSE/USDT/480/SSF/JMA/3728
Pair
ROSE_USDT
Interval
8h
Score
383968
Daily Profit
0.242001
Profit Factor
2.507832
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1772.000000
Evaluation Time
2025-09-26 09:59
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 488720.416 428826.0268 59894.3893 266526.4763 233348.4002 33178.0761
Total P&L (%) 488.7204 428.826 59.8944 266.5265 233.3484 33.1781
Avg Daily Profit (%) 0.2758 0.242 0.0338 0.0733 0.068 0.0162
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170793 -111140 -92303 -205195 -133631 -169233
Profit Factor 1.7813 2.5078 1.1756 1.3421 1.6607 1.0779
Total Trades 89 45 44 89 45 44
Winning Trades 39 20 19 39 20 19
Losing Trades 50 25 25 50 25 25
Profitability (%) 43.8202 44.4444 43.1818 43.8202 44.4444 43.1818
Ratio Avg Win / Avg Loss 2.2837 3.1348 1.5468 1.7206 2.0759 1.4183
Largest Winning Trade 179038 179038 74501 103819 87807 103819
Largest Losing Trade -71339 -32854 -71339 -78727 -68149 -78727
Avg Bars in Trades 59 53 64 59 53 64
Avg Bars in Winners 92 82 102 92 82 102
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 5259 2428 2831 5259 2428 2831
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 341329 383968 -177304 -95749 -101128 -311525

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5316,
    "evaluation_days": 1772,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607241600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869957348,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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": [
        [
            488720.4160407244,
            428826.02676363,
            59894.3892770945,
            266526.4763038454,
            233348.4001925542,
            33178.0761112911
        ],
        [
            488.720416,
            428.826027,
            59.894389,
            266.526476,
            233.3484,
            33.178076
        ],
        [
            0.275802,
            0.242001,
            0.0338,
            0.073328,
            0.06797,
            0.01617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170793,
            -111140,
            -92303,
            -205195,
            -133631,
            -169233
        ],
        [
            1.781257,
            2.507832,
            1.175562,
            1.342054,
            1.66069,
            1.077882
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            43.820225,
            44.444444,
            43.181818,
            43.820225,
            44.444444,
            43.181818
        ],
        [
            2.283663,
            3.13479,
            1.546793,
            1.720582,
            2.075862,
            1.418265
        ],
        [
            179038,
            179038,
            74501,
            103819,
            87807,
            103819
        ],
        [
            -71339,
            -32854,
            -71339,
            -78727,
            -68149,
            -78727
        ],
        [
            59,
            53,
            64,
            59,
            53,
            64
        ],
        [
            92,
            82,
            102,
            92,
            82,
            102
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            5259,
            2428,
            2831,
            5259,
            2428,
            2831
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341329,
            383968,
            -177304,
            -95749,
            -101128,
            -311525
        ]
    ]
}
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": 1607241600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758869957348,
    "expiration_time": 1763437824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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)