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Trade: ROSE/USDT/240/VWMA/MIDPOINT/5095

Strategy
ROSE/USDT/240/VWMA/MIDPOINT/5095
Pair
ROSE_USDT
Interval
4h
Score
330121
Daily Profit
0.282071
Profit Factor
1.745685
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-27 19:20
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 499359.3975 409875.8177 89483.5798 513829.2314 371219.1421 142610.0893
Total P&L (%) 499.3594 409.8758 89.4836 513.8292 371.2191 142.6101
Avg Daily Profit (%) 0.2821 0.2315 0.0505 0.1026 0.0876 0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117772 -59464 -118095 -366460 -313107 -241754
Profit Factor 1.7457 2.3352 1.2467 1.278 1.4079 1.152
Total Trades 119 59 60 119 59 60
Winning Trades 51 23 28 51 23 28
Losing Trades 68 36 32 68 36 32
Profitability (%) 42.8571 38.9831 46.6667 42.8571 38.9831 46.6667
Ratio Avg Win / Avg Loss 2.3276 3.6551 1.4248 1.7041 2.2037 1.3166
Largest Winning Trade 195173 195173 64808 224474 224474 200122
Largest Losing Trade -50987 -23765 -50987 -131681 -105660 -131681
Avg Bars in Trades 86 80 93 86 80 93
Avg Bars in Winners 136 134 138 136 134 138
Avg Bars in Losers 49 45 53 49 45 53
Bars Traded 10322 4722 5600 10322 4722 5600
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 330121 -168904 -296130 -57057 -255392 -349804
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": 1607500800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990006513,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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": [
        [
            499359.3974903295,
            409875.8177228766,
            89483.5797674526,
            513829.2313835094,
            371219.1421130403,
            142610.0892704692
        ],
        [
            499.359397,
            409.875818,
            89.48358,
            513.829231,
            371.219142,
            142.610089
        ],
        [
            0.282071,
            0.231525,
            0.050546,
            0.10255,
            0.087601,
            0.050076
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117772,
            -59464,
            -118095,
            -366460,
            -313107,
            -241754
        ],
        [
            1.745685,
            2.335233,
            1.246718,
            1.278043,
            1.407929,
            1.152034
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            42.857143,
            38.983051,
            46.666667,
            42.857143,
            38.983051,
            46.666667
        ],
        [
            2.32758,
            3.655147,
            1.424821,
            1.704057,
            2.203714,
            1.316611
        ],
        [
            195173,
            195173,
            64808,
            224474,
            224474,
            200122
        ],
        [
            -50987,
            -23765,
            -50987,
            -131681,
            -105660,
            -131681
        ],
        [
            86,
            80,
            93,
            86,
            80,
            93
        ],
        [
            136,
            134,
            138,
            136,
            134,
            138
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            10322,
            4722,
            5600,
            10322,
            4722,
            5600
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330121,
            -168904,
            -296130,
            -57057,
            -255392,
            -349804
        ]
    ]
}
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": 1607500800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990006513,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 48,
            "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)