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Trade: ROSE/USDT/120/MIDPOINT/VWMA/1118

Strategy
ROSE/USDT/120/MIDPOINT/VWMA/1118
Pair
ROSE_USDT
Interval
2h
Score
322317
Daily Profit
0.155637
Profit Factor
1.224054
Profitability
49.306931
Streak
0.000000
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 10:55
Expiration Time
2025-11-27 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227227.2305 275451.7881 -48224.5575 -70885.3898 1284259.9388 -1355145.3286
Total P&L (%) 227.2272 275.4518 -48.2246 -70.8854 1284.2599 -1355.1453
Avg Daily Profit (%) 0.1284 0.1556 -0.0272 -0.0697 0.1486 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -264615 -164490 -188572 -1934047 -863282 -2474631
Profit Factor 1.085 1.2241 0.9666 0.996 1.1706 0.8651
Total Trades 1009 505 504 1009 505 504
Winning Trades 507 249 258 507 249 258
Losing Trades 502 256 246 502 256 246
Profitability (%) 50.2478 49.3069 51.1905 50.2478 49.3069 51.1905
Ratio Avg Win / Avg Loss 1.0743 1.2585 0.9217 0.9861 1.2035 0.8249
Largest Winning Trade 81984 81984 65087 658509 658509 423326
Largest Losing Trade -42403 -21626 -42403 -415248 -239775 -415248
Avg Bars in Trades 20 21 20 20 21 20
Avg Bars in Winners 20 20 19 20 20 19
Avg Bars in Losers 21 21 21 21 21 21
Bars Traded 21162 10807 10355 21162 10807 10355
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 -142705 322317 -578267 -574802 -25084 -578267

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606125600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873317937,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "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": [
        [
            227227.2305392918,
            275451.7880831284,
            -48224.5575438355,
            -70885.3898067701,
            1284259.9388344877,
            -1355145.328641257
        ],
        [
            227.227231,
            275.451788,
            -48.224558,
            -70.88539,
            1284.259939,
            -1355.145329
        ],
        [
            0.128389,
            0.155637,
            -0.027248,
            -0.069696,
            0.148585,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -264615,
            -164490,
            -188572,
            -1934047,
            -863282,
            -2474631
        ],
        [
            1.08497,
            1.224054,
            0.966622,
            0.995966,
            1.17057,
            0.865091
        ],
        [
            1009,
            505,
            504,
            1009,
            505,
            504
        ],
        [
            507,
            249,
            258,
            507,
            249,
            258
        ],
        [
            502,
            256,
            246,
            502,
            256,
            246
        ],
        [
            50.24777,
            49.306931,
            51.190476,
            50.24777,
            49.306931,
            51.190476
        ],
        [
            1.07427,
            1.258465,
            0.921663,
            0.986144,
            1.203478,
            0.824854
        ],
        [
            81984,
            81984,
            65087,
            658509,
            658509,
            423326
        ],
        [
            -42403,
            -21626,
            -42403,
            -415248,
            -239775,
            -415248
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            21162,
            10807,
            10355,
            21162,
            10807,
            10355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142705,
            322317,
            -578267,
            -574802,
            -25084,
            -578267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21238,
    "evaluation_days": 1769.83,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606125600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758873317937,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 38,
            "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)