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Trade: ROSE/USDT/240/VWAP/KCL/9356

Strategy
ROSE/USDT/240/VWAP/KCL/9356
Pair
ROSE_USDT
Interval
4h
Score
390460
Daily Profit
0.161614
Profit Factor
1.525561
Profitability
51.219512
Streak
279.308361
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 18:24
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -217827.4647 23359.2421 -241186.7068 1723422.681 79390.6759 1644032.0051
Total P&L (%) -217.8275 23.3592 -241.1867 1723.4227 79.3907 1644.032
Avg Daily Profit (%) -0.123 0.0132 -0.1362 0.1641 0.033 0.1616
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -419890 -54852 -423180 -2290966 -568514 -2423583
Profit Factor 0.7184 1.1958 0.6314 1.3774 1.0552 1.5256
Total Trades 83 42 41 83 42 41
Winning Trades 65 30 35 41 20 21
Losing Trades 18 12 6 42 22 20
Profitability (%) 78.3133 71.4286 85.3659 49.3976 47.619 51.2195
Ratio Avg Win / Avg Loss 0.199 0.4783 0.1082 1.4109 1.1607 1.4529
Largest Winning Trade 28893 14034 28893 1882308 785017 1882308
Largest Losing Trade -411009 -54852 -411009 -728400 -238764 -728400
Avg Bars in Trades 108 15 203 108 15 203
Avg Bars in Winners 54 7 95 122 17 222
Avg Bars in Losers 301 35 832 94 14 183
Bars Traded 8978 649 8329 8978 649 8329
Profit Streak 168.6417 168.6417 279.3084 168.6417 168.6417 279.3084
Trades During Streak 2 1 9 2 1 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577140 -183044 -574851 278761 -308649 390460

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607630400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813842352,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 167,
            "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": [
        [
            -217827.4646967043,
            23359.2421231468,
            -241186.7068198511,
            1723422.6810246003,
            79390.6758768003,
            1644032.0051478005
        ],
        [
            -217.827465,
            23.359242,
            -241.186707,
            1723.422681,
            79.390676,
            1644.032005
        ],
        [
            -0.123043,
            0.013195,
            -0.136238,
            0.164132,
            0.033016,
            0.161614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -419890,
            -54852,
            -423180,
            -2290966,
            -568514,
            -2423583
        ],
        [
            0.718434,
            1.195757,
            0.631383,
            1.377351,
            1.05517,
            1.525561
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            65,
            30,
            35,
            41,
            20,
            21
        ],
        [
            18,
            12,
            6,
            42,
            22,
            20
        ],
        [
            78.313253,
            71.428571,
            85.365854,
            49.39759,
            47.619048,
            51.219512
        ],
        [
            0.198951,
            0.478303,
            0.108237,
            1.410945,
            1.160687,
            1.452915
        ],
        [
            28893,
            14034,
            28893,
            1882308,
            785017,
            1882308
        ],
        [
            -411009,
            -54852,
            -411009,
            -728400,
            -238764,
            -728400
        ],
        [
            108,
            15,
            203,
            108,
            15,
            203
        ],
        [
            54,
            7,
            95,
            122,
            17,
            222
        ],
        [
            301,
            35,
            832,
            94,
            14,
            183
        ],
        [
            8978,
            649,
            8329,
            8978,
            649,
            8329
        ],
        [
            168.641694,
            168.641694,
            279.30836,
            168.641694,
            168.641694,
            279.308361
        ],
        [
            2,
            1,
            9,
            2,
            1,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577140,
            -183044,
            -574851,
            278761,
            -308649,
            390460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607630400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758813842352,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 130,
            "offset": 167,
            "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)