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Trade: ROSE/USDT/720/JMA/PSAR/6935

Strategy
ROSE/USDT/720/JMA/PSAR/6935
Pair
ROSE_USDT
Interval
12h
Score
346890
Daily Profit
0.205106
Profit Factor
1.465291
Profitability
51.824818
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 363242.1443 286377.2008 76864.9435 110819.7167 370826.4686 -260006.7519
Total P&L (%) 363.2421 286.3772 76.8649 110.8197 370.8265 -260.0068
Avg Daily Profit (%) 0.2051 0.1617 0.0434 0.0421 0.0875 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128165 -85466 -85922 -483865 -188371 -430053
Profit Factor 1.4653 1.7968 1.1825 1.0594 1.5146 0.7732
Total Trades 137 68 69 137 68 69
Winning Trades 71 33 38 71 33 38
Losing Trades 66 35 31 66 35 31
Profitability (%) 51.8248 48.5294 55.0725 51.8248 48.5294 55.0725
Ratio Avg Win / Avg Loss 1.3621 1.9057 0.9646 0.9848 1.6064 0.6307
Largest Winning Trade 109443 109443 68648 131541 131541 105906
Largest Losing Trade -45743 -45743 -45004 -234364 -89525 -234364
Avg Bars in Trades 24 22 26 24 22 26
Avg Bars in Winners 32 26 36 32 26 36
Avg Bars in Losers 15 18 12 15 18 12
Bars Traded 3315 1520 1795 3315 1520 1795
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 346890 -99050 -257176 -292656 -183357 -681523

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1613908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925176626,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "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": [
        [
            363242.1442835089,
            286377.2007958746,
            76864.9434876344,
            110819.7167183902,
            370826.4686091427,
            -260006.7518907521
        ],
        [
            363.242144,
            286.377201,
            76.864943,
            110.819717,
            370.826469,
            -260.006752
        ],
        [
            0.205106,
            0.161704,
            0.043402,
            0.042123,
            0.087521,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128165,
            -85466,
            -85922,
            -483865,
            -188371,
            -430053
        ],
        [
            1.465291,
            1.796837,
            1.182454,
            1.059366,
            1.514628,
            0.77315
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            51.824818,
            48.529412,
            55.072464,
            51.824818,
            48.529412,
            55.072464
        ],
        [
            1.362101,
            1.905736,
            0.964633,
            0.984762,
            1.606424,
            0.630727
        ],
        [
            109443,
            109443,
            68648,
            131541,
            131541,
            105906
        ],
        [
            -45743,
            -45743,
            -45004,
            -234364,
            -89525,
            -234364
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            32,
            26,
            36,
            32,
            26,
            36
        ],
        [
            15,
            18,
            12,
            15,
            18,
            12
        ],
        [
            3315,
            1520,
            1795,
            3315,
            1520,
            1795
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346890,
            -99050,
            -257176,
            -292656,
            -183357,
            -681523
        ]
    ]
}
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": 1613908800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925176626,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "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)