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Trade: ROSE/USDT/720/JMA/PSAR/2402

Strategy
ROSE/USDT/720/JMA/PSAR/2402
Pair
ROSE_USDT
Interval
12h
Score
316403
Daily Profit
0.165574
Profit Factor
1.405246
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 01:19
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 293231.0768 240248.6302 52982.4466 33968.8368 120613.8164 -86644.9796
Total P&L (%) 293.2311 240.2486 52.9824 33.9688 120.6138 -86.645
Avg Daily Profit (%) 0.1656 0.1357 0.0299 0.0165 0.0447 -0.1136
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115771 -56672 -123266 -140142 -61716 -157579
Profit Factor 1.4052 1.7697 1.1288 1.0377 1.3358 0.8397
Total Trades 120 60 60 120 60 60
Winning Trades 57 29 28 57 29 28
Losing Trades 63 31 32 63 31 32
Profitability (%) 47.5 48.3333 46.6667 47.5 48.3333 46.6667
Ratio Avg Win / Avg Loss 1.5532 1.8918 1.29 1.147 1.4279 0.9597
Largest Winning Trade 142608 142608 73518 77599 77089 77599
Largest Losing Trade -44771 -38985 -44771 -76514 -38311 -76514
Avg Bars in Trades 27 24 30 27 24 30
Avg Bars in Winners 38 32 44 38 32 44
Avg Bars in Losers 17 17 18 17 17 18
Bars Traded 3296 1469 1827 3296 1469 1827
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 316403 -178125 -403413 -352925 -302470 -751254

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1615291200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925182398,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            293231.0768282737,
            240248.6302152785,
            52982.4466129951,
            33968.8367682801,
            120613.8163557936,
            -86644.9795875136
        ],
        [
            293.231077,
            240.24863,
            52.982447,
            33.968837,
            120.613816,
            -86.64498
        ],
        [
            0.165574,
            0.135657,
            0.029917,
            0.016514,
            0.044688,
            -0.113616
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115771,
            -56672,
            -123266,
            -140142,
            -61716,
            -157579
        ],
        [
            1.405246,
            1.769728,
            1.128765,
            1.037749,
            1.335778,
            0.839742
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            47.5,
            48.333333,
            46.666667,
            47.5,
            48.333333,
            46.666667
        ],
        [
            1.553166,
            1.891778,
            1.290017,
            1.146985,
            1.427901,
            0.959706
        ],
        [
            142608,
            142608,
            73518,
            77599,
            77089,
            77599
        ],
        [
            -44771,
            -38985,
            -44771,
            -76514,
            -38311,
            -76514
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            38,
            32,
            44,
            38,
            32,
            44
        ],
        [
            17,
            17,
            18,
            17,
            17,
            18
        ],
        [
            3296,
            1469,
            1827,
            3296,
            1469,
            1827
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316403,
            -178125,
            -403413,
            -352925,
            -302470,
            -751254
        ]
    ]
}
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": 1615291200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925182398,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)