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Trade: ROSE/USDT/120/VWMA/DEMA/6657

Strategy
ROSE/USDT/120/VWMA/DEMA/6657
Pair
ROSE_USDT
Interval
2h
Score
326609
Daily Profit
0.192062
Profit Factor
1.754616
Profitability
46.078431
Streak
0.000000
Best Strategy
Training Data Length
1776.080000
Evaluation Time
2025-10-01 00:07
Expiration Time
2025-12-03 20:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331215.5925 341117.4411 -9901.8487 -44082.8776 190506.5314 -234589.409
Total P&L (%) 331.2156 341.1174 -9.9018 -44.0829 190.5065 -234.5894
Avg Daily Profit (%) 0.1865 0.1921 -0.0056 -0.0327 0.0601 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -227446 -84030 -165355 -393314 -147138 -285068
Profit Factor 1.3238 1.7546 0.9827 0.9655 1.3937 0.7048
Total Trades 204 102 102 204 102 102
Winning Trades 87 47 40 87 47 40
Losing Trades 117 55 62 117 55 62
Profitability (%) 42.6471 46.0784 39.2157 42.6471 46.0784 39.2157
Ratio Avg Win / Avg Loss 1.7802 2.0533 1.5231 1.2985 1.6309 1.0924
Largest Winning Trade 168423 168423 75779 154077 154077 73376
Largest Losing Trade -59670 -30260 -59670 -132451 -79064 -132451
Avg Bars in Trades 103 74 132 103 74 132
Avg Bars in Winners 149 97 209 149 97 209
Avg Bars in Losers 69 54 82 69 54 82
Bars Traded 21079 7550 13528 21079 7550 13528
Profit Streak 0 0 11.9636 0 0 11.9636
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 253951 326609 -581852 -580902 -112761 -582963
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21313,
    "evaluation_days": 1776.08,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606888800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759266458420,
    "expiration_time": 1764786729600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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": [
        [
            331215.5924613507,
            341117.4411408962,
            -9901.8486795458,
            -44082.8776335703,
            190506.5314004915,
            -234589.4090340616
        ],
        [
            331.215592,
            341.117441,
            -9.901849,
            -44.082878,
            190.506531,
            -234.589409
        ],
        [
            0.186487,
            0.192062,
            -0.005575,
            -0.032724,
            0.060064,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -227446,
            -84030,
            -165355,
            -393314,
            -147138,
            -285068
        ],
        [
            1.32376,
            1.754616,
            0.982658,
            0.965522,
            1.393662,
            0.704785
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            117,
            55,
            62,
            117,
            55,
            62
        ],
        [
            42.647059,
            46.078431,
            39.215686,
            42.647059,
            46.078431,
            39.215686
        ],
        [
            1.78023,
            2.053274,
            1.52312,
            1.29846,
            1.630881,
            1.092416
        ],
        [
            168423,
            168423,
            75779,
            154077,
            154077,
            73376
        ],
        [
            -59670,
            -30260,
            -59670,
            -132451,
            -79064,
            -132451
        ],
        [
            103,
            74,
            132,
            103,
            74,
            132
        ],
        [
            149,
            97,
            209,
            149,
            97,
            209
        ],
        [
            69,
            54,
            82,
            69,
            54,
            82
        ],
        [
            21079,
            7550,
            13528,
            21079,
            7550,
            13528
        ],
        [
            0,
            0,
            11.963639,
            0,
            0,
            11.963639
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            253951,
            326609,
            -581852,
            -580902,
            -112761,
            -582963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21313,
    "evaluation_days": 1776.08,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1606888800000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759266458420,
    "expiration_time": 1764786729600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 156,
            "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)