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Trade: ROSE/USDT/360/VWAP/SWMA/3098

Strategy
ROSE/USDT/360/VWAP/SWMA/3098
Pair
ROSE_USDT
Interval
6h
Score
418049
Daily Profit
0.211287
Profit Factor
2.257032
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-26 13:32
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431251.0833 374083.8882 57167.1951 81891.3234 33002.8942 48888.4291
Total P&L (%) 431.2511 374.0839 57.1672 81.8913 33.0029 48.8884
Avg Daily Profit (%) 0.2436 0.2113 0.0323 0.0338 0.0161 0.0225
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185354 -175536 -106537 -1448356 -1434338 -545244
Profit Factor 1.8486 2.257 1.2714 1.0308 1.019 1.053
Total Trades 85 43 42 85 43 42
Winning Trades 41 21 20 41 21 20
Losing Trades 44 22 22 44 22 22
Profitability (%) 48.2353 48.8372 47.619 48.2353 48.8372 47.619
Ratio Avg Win / Avg Loss 1.9838 2.3645 1.3986 1.1062 1.0675 1.1583
Largest Winning Trade 160150 160150 58603 831102 831102 220947
Largest Losing Trade -64123 -64123 -58594 -732727 -732727 -451466
Avg Bars in Trades 79 76 82 79 76 82
Avg Bars in Winners 85 95 74 85 95 74
Avg Bars in Losers 74 59 89 74 59 89
Bars Traded 6776 3309 3467 6776 3309 3467
Profit Streak 0 0 56.6895 0 0 56.6895
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397525 418049 -151021 -334858 -374189 -326844

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882768634,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    },
    "second_band": {
        "type": "swma",
        "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": [
        [
            431251.0832956748,
            374083.8881884092,
            57167.1951072657,
            81891.3233541102,
            33002.8942373313,
            48888.4291167787
        ],
        [
            431.251083,
            374.083888,
            57.167195,
            81.891323,
            33.002894,
            48.888429
        ],
        [
            0.243576,
            0.211287,
            0.032289,
            0.033795,
            0.01611,
            0.022484
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185354,
            -175536,
            -106537,
            -1448356,
            -1434338,
            -545244
        ],
        [
            1.848568,
            2.257032,
            1.271427,
            1.030795,
            1.019009,
            1.052967
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            48.235294,
            48.837209,
            47.619048,
            48.235294,
            48.837209,
            47.619048
        ],
        [
            1.983829,
            2.364509,
            1.39857,
            1.10622,
            1.067533,
            1.158264
        ],
        [
            160150,
            160150,
            58603,
            831102,
            831102,
            220947
        ],
        [
            -64123,
            -64123,
            -58594,
            -732727,
            -732727,
            -451466
        ],
        [
            79,
            76,
            82,
            79,
            76,
            82
        ],
        [
            85,
            95,
            74,
            85,
            95,
            74
        ],
        [
            74,
            59,
            89,
            74,
            59,
            89
        ],
        [
            6776,
            3309,
            3467,
            6776,
            3309,
            3467
        ],
        [
            0,
            0,
            56.689452,
            0,
            0,
            56.689452
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397525,
            418049,
            -151021,
            -334858,
            -374189,
            -326844
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882768634,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 223
        }
    },
    "second_band": {
        "type": "swma",
        "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)