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Trade: ROSE/USDT/360/T3/VWMA/8126

Strategy
ROSE/USDT/360/T3/VWMA/8126
Pair
ROSE_USDT
Interval
6h
Score
500604
Daily Profit
0.208850
Profit Factor
3.272772
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1782.500000
Evaluation Time
2025-10-06 21:21
Expiration Time
2025-11-29 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434223.7696 372274.6138 61949.1558 216498.9567 615609.5267 -399110.57
Total P&L (%) 434.2238 372.2746 61.9492 216.499 615.6095 -399.1106
Avg Daily Profit (%) 0.2436 0.2089 0.0348 0.0647 0.1105 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105204 -73100 -89397 -867827 -337567 -816638
Profit Factor 1.9578 3.2728 1.2139 1.0931 1.815 0.7459
Total Trades 61 30 31 61 30 31
Winning Trades 29 15 14 29 15 14
Losing Trades 32 15 17 32 15 17
Profitability (%) 47.541 50 45.1613 47.541 50 45.1613
Ratio Avg Win / Avg Loss 2.1603 3.2728 1.4741 1.2062 1.815 0.9057
Largest Winning Trade 197036 197036 72338 500340 500340 247208
Largest Losing Trade -68854 -26744 -68854 -729382 -178588 -729382
Avg Bars in Trades 112 138 87 112 138 87
Avg Bars in Winners 150 184 114 150 184 114
Avg Bars in Losers 78 92 64 78 92 64
Bars Traded 6864 4163 2701 6864 4163 2701
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 -155243 500604 -149368 -391689 -41705 -582699
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609372800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774885111,
    "expiration_time": 1764372240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 53,
            "offset": 85,
            "a": 0.79146
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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": [
        [
            434223.7696099541,
            372274.6138026895,
            61949.1558072642,
            216498.9566505874,
            615609.5266960234,
            -399110.5700454359
        ],
        [
            434.22377,
            372.274614,
            61.949156,
            216.498957,
            615.609527,
            -399.11057
        ],
        [
            0.243604,
            0.20885,
            0.034754,
            0.064658,
            0.110466,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105204,
            -73100,
            -89397,
            -867827,
            -337567,
            -816638
        ],
        [
            1.957779,
            3.272772,
            1.213937,
            1.093081,
            1.814975,
            0.745879
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            47.540984,
            50,
            45.16129,
            47.540984,
            50,
            45.16129
        ],
        [
            2.160307,
            3.272772,
            1.474066,
            1.206158,
            1.814975,
            0.90571
        ],
        [
            197036,
            197036,
            72338,
            500340,
            500340,
            247208
        ],
        [
            -68854,
            -26744,
            -68854,
            -729382,
            -178588,
            -729382
        ],
        [
            112,
            138,
            87,
            112,
            138,
            87
        ],
        [
            150,
            184,
            114,
            150,
            184,
            114
        ],
        [
            78,
            92,
            64,
            78,
            92,
            64
        ],
        [
            6864,
            4163,
            2701,
            6864,
            4163,
            2701
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155243,
            500604,
            -149368,
            -391689,
            -41705,
            -582699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 1782.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609372800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774885111,
    "expiration_time": 1764372240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 53,
            "offset": 85,
            "a": 0.79146
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 168,
            "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)