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Trade: ROSE/USDT/720/BBL/SSF/9162

Strategy
ROSE/USDT/720/BBL/SSF/9162
Pair
ROSE_USDT
Interval
12h
Score
499001
Daily Profit
0.319430
Profit Factor
1.827101
Profitability
66.115702
Streak
72.301006
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 22:13
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565710.2338 458126.994 107583.2399 364278.2803 -206103.4079 570381.6882
Total P&L (%) 565.7102 458.127 107.5832 364.2783 -206.1034 570.3817
Avg Daily Profit (%) 0.3194 0.2587 0.0607 0.0867 0 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167085 -160866 -65119 -1533201 -1550525 -235463
Profit Factor 1.8271 1.9134 1.5897 1.0758 0.9478 1.6648
Total Trades 121 60 61 121 60 61
Winning Trades 80 42 38 80 42 38
Losing Trades 41 18 23 41 18 23
Profitability (%) 66.1157 70 62.2951 66.1157 70 62.2951
Ratio Avg Win / Avg Loss 0.9364 0.82 0.9622 0.5513 0.4062 1.0077
Largest Winning Trade 126469 126469 22847 456843 456843 176680
Largest Losing Trade -72636 -72636 -21476 -828396 -828396 -235463
Avg Bars in Trades 28 53 4 28 53 4
Avg Bars in Winners 15 26 3 15 26 3
Avg Bars in Losers 54 117 5 54 117 5
Bars Traded 3483 3224 259 3483 3224 259
Profit Streak 72.301 76.301 72.301 72.301 76.301 72.301
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499001 -156645 -270464 -211871 -746401 -205865
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000406913,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 4.90381
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 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": [
        [
            565710.2338498603,
            458126.9939774306,
            107583.2398724297,
            364278.280293167,
            -206103.4079365087,
            570381.6882296754
        ],
        [
            565.710234,
            458.126994,
            107.58324,
            364.27828,
            -206.103408,
            570.381688
        ],
        [
            0.31943,
            0.258683,
            0.060747,
            0.08673,
            0,
            0.107493
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167085,
            -160866,
            -65119,
            -1533201,
            -1550525,
            -235463
        ],
        [
            1.827101,
            1.913434,
            1.589743,
            1.075795,
            0.947798,
            1.664821
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            66.115702,
            70,
            62.295082,
            66.115702,
            70,
            62.295082
        ],
        [
            0.936389,
            0.820043,
            0.962213,
            0.551345,
            0.406199,
            1.007655
        ],
        [
            126469,
            126469,
            22847,
            456843,
            456843,
            176680
        ],
        [
            -72636,
            -72636,
            -21476,
            -828396,
            -828396,
            -235463
        ],
        [
            28,
            53,
            4,
            28,
            53,
            4
        ],
        [
            15,
            26,
            3,
            15,
            26,
            3
        ],
        [
            54,
            117,
            5,
            54,
            117,
            5
        ],
        [
            3483,
            3224,
            259,
            3483,
            3224,
            259
        ],
        [
            72.301006,
            76.301006,
            72.301006,
            72.301006,
            76.301006,
            72.301006
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499001,
            -156645,
            -270464,
            -211871,
            -746401,
            -205865
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759000406913,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 4.90381
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 107,
            "offset": 0,
            "poles": 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)