← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: ROSE/USDT/720/SSF/MIDPRICE/9242

Strategy
ROSE/USDT/720/SSF/MIDPRICE/9242
Pair
ROSE_USDT
Interval
12h
Score
430593
Daily Profit
0.187328
Profit Factor
1.824627
Profitability
50.000000
Streak
101.762412
Best Strategy
Training Data Length
1783.000000
Evaluation Time
2025-10-06 21:17
Expiration Time
2025-11-29 01:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287851.7385 334005.7705 -46154.032 -68763.7888 164840.3485 -233604.1373
Total P&L (%) 287.8517 334.0058 -46.154 -68.7638 164.8403 -233.6041
Avg Daily Profit (%) 0.1614 0.1873 -0.0259 -0.0652 0.0546 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160417 -133896 -93141 -713060 -576201 -356971
Profit Factor 1.4556 1.8246 0.7964 0.9576 1.1606 0.6069
Total Trades 81 40 41 81 40 41
Winning Trades 32 20 12 32 20 12
Losing Trades 49 20 29 49 20 29
Profitability (%) 39.5062 50 29.2683 39.5062 50 29.2683
Ratio Avg Win / Avg Loss 2.2289 1.8246 1.9247 1.4663 1.1606 1.4668
Largest Winning Trade 249189 249189 42073 490724 490724 108119
Largest Losing Trade -60586 -60586 -31633 -390009 -390009 -234218
Avg Bars in Trades 40 61 20 40 61 20
Avg Bars in Winners 54 68 30 54 68 30
Avg Bars in Losers 32 54 16 32 54 16
Bars Traded 3319 2463 856 3319 2463 856
Profit Streak 0 101.7624 0 0 101.7624 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10920 430593 -588689 -599469 -162872 -589800
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3566,
    "evaluation_days": 1783,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774672423,
    "expiration_time": 1764373536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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": [
        [
            287851.7384643115,
            334005.7704889916,
            -46154.0320246802,
            -68763.7888284808,
            164840.3485208163,
            -233604.137349297
        ],
        [
            287.851738,
            334.00577,
            -46.154032,
            -68.763789,
            164.840349,
            -233.604137
        ],
        [
            0.161442,
            0.187328,
            -0.025886,
            -0.065239,
            0.05464,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160417,
            -133896,
            -93141,
            -713060,
            -576201,
            -356971
        ],
        [
            1.455631,
            1.824627,
            0.796433,
            0.957578,
            1.160565,
            0.606943
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            32,
            20,
            12,
            32,
            20,
            12
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            39.506173,
            50,
            29.268293,
            39.506173,
            50,
            29.268293
        ],
        [
            2.228935,
            1.824627,
            1.924713,
            1.466292,
            1.160565,
            1.46678
        ],
        [
            249189,
            249189,
            42073,
            490724,
            490724,
            108119
        ],
        [
            -60586,
            -60586,
            -31633,
            -390009,
            -390009,
            -234218
        ],
        [
            40,
            61,
            20,
            40,
            61,
            20
        ],
        [
            54,
            68,
            30,
            54,
            68,
            30
        ],
        [
            32,
            54,
            16,
            32,
            54,
            16
        ],
        [
            3319,
            2463,
            856,
            3319,
            2463,
            856
        ],
        [
            0,
            101.762412,
            0,
            0,
            101.762412,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10920,
            430593,
            -588689,
            -599469,
            -162872,
            -589800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3566,
    "evaluation_days": 1783,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1609416000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774672423,
    "expiration_time": 1764373536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 86,
            "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)