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Trade: ROSE/USDT/120/VWAP/KCU/9145

Strategy
ROSE/USDT/120/VWAP/KCU/9145
Pair
ROSE_USDT
Interval
2h
Score
425172
Daily Profit
0.159803
Profit Factor
1.505783
Profitability
79.787234
Streak
25.433352
Best Strategy
Training Data Length
1779.920000
Evaluation Time
2025-10-04 19:24
Expiration Time
2025-12-07 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 263458.2571 284436.104 -20977.8469 -70537.6172 142069.4425 -212607.0597
Total P&L (%) 263.4583 284.4361 -20.9778 -70.5376 142.0694 -212.6071
Avg Daily Profit (%) 0.148 0.1598 -0.0118 -0.0686 0.0497 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133298 -132403 -73109 -785202 -754910 -406701
Profit Factor 1.3327 1.5058 0.9086 0.9674 1.0953 0.6838
Total Trades 189 94 95 189 94 95
Winning Trades 137 75 62 137 75 62
Losing Trades 52 19 33 52 19 33
Profitability (%) 72.4868 79.7872 65.2632 72.4868 79.7872 65.2632
Ratio Avg Win / Avg Loss 0.5058 0.3815 0.4836 0.3672 0.2775 0.3639
Largest Winning Trade 39384 39384 11112 124142 124142 40733
Largest Losing Trade -79511 -79511 -60862 -393208 -393208 -324213
Avg Bars in Trades 110 208 14 110 208 14
Avg Bars in Winners 41 70 7 41 70 7
Avg Bars in Losers 292 752 27 292 752 27
Bars Traded 20949 19583 1366 20949 19583 1366
Profit Streak 25.4334 25.4334 75.85 25.4334 25.4334 75.85
Trades During Streak 5 2 5 5 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310100 425172 -577075 -575330 -239076 -577075
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21359,
    "evaluation_days": 1779.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606773600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759595041630,
    "expiration_time": 1765129852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 138,
            "scalar": 5
        }
    }
}
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": [
        [
            263458.2570995436,
            284436.1040466346,
            -20977.8469470908,
            -70537.6171517665,
            142069.442518247,
            -212607.0596700136
        ],
        [
            263.458257,
            284.436104,
            -20.977847,
            -70.537617,
            142.069443,
            -212.60706
        ],
        [
            0.148017,
            0.159803,
            -0.011786,
            -0.068634,
            0.049681,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133298,
            -132403,
            -73109,
            -785202,
            -754910,
            -406701
        ],
        [
            1.332654,
            1.505783,
            0.908641,
            0.967392,
            1.095295,
            0.683784
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            137,
            75,
            62,
            137,
            75,
            62
        ],
        [
            52,
            19,
            33,
            52,
            19,
            33
        ],
        [
            72.486772,
            79.787234,
            65.263158,
            72.486772,
            79.787234,
            65.263158
        ],
        [
            0.505825,
            0.381465,
            0.483632,
            0.367185,
            0.277475,
            0.363949
        ],
        [
            39384,
            39384,
            11112,
            124142,
            124142,
            40733
        ],
        [
            -79511,
            -79511,
            -60862,
            -393208,
            -393208,
            -324213
        ],
        [
            110,
            208,
            14,
            110,
            208,
            14
        ],
        [
            41,
            70,
            7,
            41,
            70,
            7
        ],
        [
            292,
            752,
            27,
            292,
            752,
            27
        ],
        [
            20949,
            19583,
            1366,
            20949,
            19583,
            1366
        ],
        [
            25.433352,
            25.433352,
            75.850019,
            25.433352,
            25.433352,
            75.850019
        ],
        [
            5,
            2,
            5,
            5,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310100,
            425172,
            -577075,
            -575330,
            -239076,
            -577075
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21359,
    "evaluation_days": 1779.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606773600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759595041630,
    "expiration_time": 1765129852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 140,
            "offset": 138,
            "scalar": 5
        }
    }
}

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)