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Trade: ROSE/USDT/720/BBM/LINREG/6317

Strategy
ROSE/USDT/720/BBM/LINREG/6317
Pair
ROSE_USDT
Interval
12h
Score
338784
Daily Profit
0.264829
Profit Factor
1.289654
Profitability
42.350746
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 20:10
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 469011.4632 406290.2933 62721.17 272699.1649 360354.4104 -87655.2454
Total P&L (%) 469.0115 406.2903 62.7212 272.6992 360.3544 -87.6552
Avg Daily Profit (%) 0.2648 0.2294 0.0354 0.0743 0.0863 -0.1181
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105074 -88900 -113572 -1042057 -826602 -674331
Profit Factor 1.2897 1.5001 1.0777 1.0339 1.0856 0.9772
Total Trades 536 268 268 536 268 268
Winning Trades 227 111 116 227 111 116
Losing Trades 309 157 152 309 157 152
Profitability (%) 42.3507 41.4179 43.2836 42.3507 41.4179 43.2836
Ratio Avg Win / Avg Loss 1.7555 2.1217 1.4122 1.4073 1.5355 1.2805
Largest Winning Trade 130365 130365 51412 470764 470764 203226
Largest Losing Trade -23176 -21667 -23176 -156163 -156163 -156077
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 9 9 10 9 9 10
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 3523 1679 1844 3523 1679 1844
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 338784 290760 -282561 -276894 -205261 -580599

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906619049,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 3.35335
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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": [
        [
            469011.4632350261,
            406290.2932588587,
            62721.1699761678,
            272699.1649247117,
            360354.41035216,
            -87655.2454274479
        ],
        [
            469.011463,
            406.290293,
            62.72117,
            272.699165,
            360.35441,
            -87.655245
        ],
        [
            0.264829,
            0.229413,
            0.035416,
            0.074313,
            0.08625,
            -0.118052
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105074,
            -88900,
            -113572,
            -1042057,
            -826602,
            -674331
        ],
        [
            1.289654,
            1.500051,
            1.077749,
            1.033865,
            1.085613,
            0.977193
        ],
        [
            536,
            268,
            268,
            536,
            268,
            268
        ],
        [
            227,
            111,
            116,
            227,
            111,
            116
        ],
        [
            309,
            157,
            152,
            309,
            157,
            152
        ],
        [
            42.350746,
            41.41791,
            43.283582,
            42.350746,
            41.41791,
            43.283582
        ],
        [
            1.755521,
            2.121693,
            1.412223,
            1.407332,
            1.535507,
            1.28046
        ],
        [
            130365,
            130365,
            51412,
            470764,
            470764,
            203226
        ],
        [
            -23176,
            -21667,
            -23176,
            -156163,
            -156163,
            -156077
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            3523,
            1679,
            1844,
            3523,
            1679,
            1844
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338784,
            290760,
            -282561,
            -276894,
            -205261,
            -580599
        ]
    ]
}
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": 1606305600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906619049,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 14,
            "offset": 0,
            "std": 3.35335
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 2,
            "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)