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Trade: ROSE/USDT/720/HLC3/SSF/2136

Strategy
ROSE/USDT/720/HLC3/SSF/2136
Pair
ROSE_USDT
Interval
12h
Score
470601
Daily Profit
0.248578
Profit Factor
2.213269
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1785.000000
Evaluation Time
2025-10-09 03:58
Expiration Time
2025-12-01 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443712.2434 315719.76 127992.4833 753080.873 108907.0657 644173.8073
Total P&L (%) 443.7122 315.7198 127.9925 753.0809 108.9071 644.1738
Avg Daily Profit (%) 0.2486 0.1769 0.0717 0.1202 0.0413 0.1125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75587 -75684 -47947 -1056769 -1119641 -671489
Profit Factor 2.2133 2.4918 1.8307 1.1885 1.0463 1.3921
Total Trades 88 44 44 88 44 44
Winning Trades 48 22 26 48 22 26
Losing Trades 40 22 18 40 22 18
Profitability (%) 54.5455 50 59.0909 54.5455 50 59.0909
Ratio Avg Win / Avg Loss 1.8444 2.4918 1.2674 0.9904 1.0463 0.9638
Largest Winning Trade 147138 147138 65182 963568 963568 533137
Largest Losing Trade -28342 -26196 -28342 -477028 -477028 -441410
Avg Bars in Trades 38 37 40 38 37 40
Avg Bars in Winners 54 58 51 54 58 51
Avg Bars in Losers 19 15 24 19 15 24
Bars Traded 3430 1640 1790 3430 1640 1790
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 470601 440321 -93601 -46228 -307323 -42164
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1611532800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971526527,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 134
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            443712.2433584756,
            315719.7600361088,
            127992.4833223669,
            753080.8730259404,
            108907.0657182955,
            644173.8073076444
        ],
        [
            443.712243,
            315.71976,
            127.992483,
            753.080873,
            108.907066,
            644.173807
        ],
        [
            0.248578,
            0.176874,
            0.071704,
            0.120166,
            0.041281,
            0.112506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75587,
            -75684,
            -47947,
            -1056769,
            -1119641,
            -671489
        ],
        [
            2.213269,
            2.491784,
            1.830704,
            1.188463,
            1.046282,
            1.392118
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            54.545455,
            50,
            59.090909,
            54.545455,
            50,
            59.090909
        ],
        [
            1.844391,
            2.491784,
            1.26741,
            0.990386,
            1.046282,
            0.963774
        ],
        [
            147138,
            147138,
            65182,
            963568,
            963568,
            533137
        ],
        [
            -28342,
            -26196,
            -28342,
            -477028,
            -477028,
            -441410
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            54,
            58,
            51,
            54,
            58,
            51
        ],
        [
            19,
            15,
            24,
            19,
            15,
            24
        ],
        [
            3430,
            1640,
            1790,
            3430,
            1640,
            1790
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470601,
            440321,
            -93601,
            -46228,
            -307323,
            -42164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3570,
    "evaluation_days": 1785,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1611532800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759971526527,
    "expiration_time": 1764551520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 134
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}

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)