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Trade: ROSE/USDT/360/VWMA/VWMA/1595

Strategy
ROSE/USDT/360/VWMA/VWMA/1595
Pair
ROSE_USDT
Interval
6h
Score
499380
Daily Profit
0.269866
Profit Factor
3.971161
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
1782.750000
Evaluation Time
2025-10-06 22:49
Expiration Time
2025-11-29 07:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 609451.0007 481103.254 128347.7467 2275507.8634 1131624.7392 1143883.1242
Total P&L (%) 609.451 481.1033 128.3477 2275.5079 1131.6247 1143.8831
Avg Daily Profit (%) 0.3419 0.2699 0.072 0.1779 0.1409 0.1415
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53277 -34277 -66135 -919942 -646936 -511018
Profit Factor 2.4694 3.9712 1.5076 1.6088 1.6652 1.5617
Total Trades 82 41 41 82 41 41
Winning Trades 34 19 15 34 19 15
Losing Trades 48 22 26 48 22 26
Profitability (%) 41.4634 46.3415 36.5854 41.4634 46.3415 36.5854
Ratio Avg Win / Avg Loss 3.4862 4.5982 2.6132 2.2712 1.9281 2.7069
Largest Winning Trade 175214 175214 80681 1033416 787895 1033416
Largest Losing Trade -34567 -18738 -34567 -496259 -324948 -496259
Avg Bars in Trades 84 70 98 84 70 98
Avg Bars in Winners 154 115 202 154 115 202
Avg Bars in Losers 35 31 38 35 31 38
Bars Traded 6931 2888 4043 6931 2888 4043
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 66919 499380 -99531 -1203 -2695 -6108
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7131,
    "evaluation_days": 1782.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608616800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780187983,
    "expiration_time": 1764394488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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": [
        [
            609451.0006706392,
            481103.2539845069,
            128347.7466861322,
            2275507.8634075364,
            1131624.7391633925,
            1143883.1242441433
        ],
        [
            609.451001,
            481.103254,
            128.347747,
            2275.507863,
            1131.624739,
            1143.883124
        ],
        [
            0.34186,
            0.269866,
            0.071994,
            0.17785,
            0.140945,
            0.141501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53277,
            -34277,
            -66135,
            -919942,
            -646936,
            -511018
        ],
        [
            2.469357,
            3.971161,
            1.507605,
            1.608781,
            1.665157,
            1.561685
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            41.463415,
            46.341463,
            36.585366,
            41.463415,
            46.341463,
            36.585366
        ],
        [
            3.48615,
            4.598186,
            2.613182,
            2.27122,
            1.928077,
            2.70692
        ],
        [
            175214,
            175214,
            80681,
            1033416,
            787895,
            1033416
        ],
        [
            -34567,
            -18738,
            -34567,
            -496259,
            -324948,
            -496259
        ],
        [
            84,
            70,
            98,
            84,
            70,
            98
        ],
        [
            154,
            115,
            202,
            154,
            115,
            202
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            6931,
            2888,
            4043,
            6931,
            2888,
            4043
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            66919,
            499380,
            -99531,
            -1203,
            -2695,
            -6108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7131,
    "evaluation_days": 1782.75,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1608616800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759780187983,
    "expiration_time": 1764394488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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)