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Trade: ROSE/USDT/120/VWAP/SUPERTREND/3209

Strategy
ROSE/USDT/120/VWAP/SUPERTREND/3209
Pair
ROSE_USDT
Interval
2h
Score
655387
Daily Profit
0.530915
Profit Factor
1.263178
Profitability
59.768786
Streak
3.763534
Best Strategy
Training Data Length
1769.830000
Evaluation Time
2025-09-26 03:19
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 939628.452 628245.2828 311383.1692 31150961.5649 -75516137.2174 106667098.7824
Total P&L (%) 939.6285 628.2453 311.3832 31150.9616 -75516.1372 106667.0988
Avg Daily Profit (%) 0.5309 0.355 0.1759 0.3251 0 0.3948
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168172 -97327 -161640 -273196888 -237952787 -174950802
Profit Factor 1.2632 1.367 1.1676 1.0101 0.9546 1.0754
Total Trades 1730 865 865 1730 865 865
Winning Trades 1034 525 509 1034 525 509
Losing Trades 696 340 356 696 340 356
Profitability (%) 59.7688 60.6936 58.8439 59.7688 60.6936 58.8439
Ratio Avg Win / Avg Loss 0.8503 0.8853 0.8166 0.6799 0.6182 0.7522
Largest Winning Trade 56144 56144 22467 26534752 26534752 20034750
Largest Losing Trade -33944 -30360 -33944 -91794896 -91794896 -52210504
Avg Bars in Trades 12 13 11 12 13 11
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 16 17 14 16 17 14
Bars Traded 21039 11257 9782 21039 11257 9782
Profit Streak 3.7635 3.7635 7.1802 3.7635 3.7635 7.1802
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 655387 496546 -23052 -192800 -575173 -122110

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": 1606852800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758845969351,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 170,
            "offset": 0,
            "multiplier": 1.61362
        }
    }
}
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": [
        [
            939628.4520117586,
            628245.2827646737,
            311383.1692470826,
            31150961.56494483,
            -75516137.21741365,
            106667098.78235857
        ],
        [
            939.628452,
            628.245283,
            311.383169,
            31150.961565,
            -75516.137217,
            106667.098782
        ],
        [
            0.530915,
            0.354975,
            0.17594,
            0.325114,
            0,
            0.394783
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168172,
            -97327,
            -161640,
            -273196888,
            -237952787,
            -174950802
        ],
        [
            1.263178,
            1.366993,
            1.16755,
            1.010127,
            0.954557,
            1.075418
        ],
        [
            1730,
            865,
            865,
            1730,
            865,
            865
        ],
        [
            1034,
            525,
            509,
            1034,
            525,
            509
        ],
        [
            696,
            340,
            356,
            696,
            340,
            356
        ],
        [
            59.768786,
            60.693642,
            58.843931,
            59.768786,
            60.693642,
            58.843931
        ],
        [
            0.850263,
            0.885291,
            0.816597,
            0.679931,
            0.618189,
            0.752159
        ],
        [
            56144,
            56144,
            22467,
            26534752,
            26534752,
            20034750
        ],
        [
            -33944,
            -30360,
            -33944,
            -91794896,
            -91794896,
            -52210504
        ],
        [
            12,
            13,
            11,
            12,
            13,
            11
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            16,
            17,
            14,
            16,
            17,
            14
        ],
        [
            21039,
            11257,
            9782,
            21039,
            11257,
            9782
        ],
        [
            3.763534,
            3.763534,
            7.1802,
            3.763534,
            3.763534,
            7.180201
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            655387,
            496546,
            -23052,
            -192800,
            -575173,
            -122110
        ]
    ]
}
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": 1606852800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758845969351,
    "expiration_time": 1764227289600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 170,
            "offset": 0,
            "multiplier": 1.61362
        }
    }
}

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)