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Trade: ROSE/USDT/480/MIDPOINT/VWMA/3783

Strategy
ROSE/USDT/480/MIDPOINT/VWMA/3783
Pair
ROSE_USDT
Interval
8h
Score
426139
Daily Profit
0.223425
Profit Factor
2.112874
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1775.330000
Evaluation Time
2025-09-29 18:46
Expiration Time
2025-11-21 16:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385446.0854 396652.2637 -11206.1783 -23041.5191 437332.9934 -460374.5125
Total P&L (%) 385.4461 396.6523 -11.2062 -23.0415 437.333 -460.3745
Avg Daily Profit (%) 0.2171 0.2234 -0.0063 -0.0148 0.0948 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158043 -113719 -92733 -795403 -417196 -509269
Profit Factor 1.5674 2.1129 0.9653 0.986 1.5246 0.4318
Total Trades 73 36 37 73 36 37
Winning Trades 40 18 22 40 18 22
Losing Trades 33 18 15 33 18 15
Profitability (%) 54.7945 50 59.4595 54.7945 50 59.4595
Ratio Avg Win / Avg Loss 1.2931 2.1129 0.6582 0.8134 1.5246 0.2944
Largest Winning Trade 228631 228631 62934 432234 432234 69631
Largest Losing Trade -66426 -41267 -66426 -314354 -287233 -314354
Avg Bars in Trades 70 58 81 70 58 81
Avg Bars in Winners 70 34 99 70 34 99
Avg Bars in Losers 70 83 54 70 83 54
Bars Traded 5132 2116 3016 5132 2116 3016
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 -65892 426139 -579546 -656156 -63898 -579546
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5326,
    "evaluation_days": 1775.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610006400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759160769733,
    "expiration_time": 1763734464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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": [
        [
            385446.0853789391,
            396652.263692016,
            -11206.1783130767,
            -23041.5190893303,
            437332.9933820161,
            -460374.5124713466
        ],
        [
            385.446085,
            396.652264,
            -11.206178,
            -23.041519,
            437.332993,
            -460.374512
        ],
        [
            0.217112,
            0.223425,
            -0.006312,
            -0.014751,
            0.094757,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158043,
            -113719,
            -92733,
            -795403,
            -417196,
            -509269
        ],
        [
            1.567444,
            2.112874,
            0.965289,
            0.985983,
            1.524607,
            0.43178
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            54.794521,
            50,
            59.459459,
            54.794521,
            50,
            59.459459
        ],
        [
            1.293141,
            2.112874,
            0.658152,
            0.813436,
            1.524607,
            0.294396
        ],
        [
            228631,
            228631,
            62934,
            432234,
            432234,
            69631
        ],
        [
            -66426,
            -41267,
            -66426,
            -314354,
            -287233,
            -314354
        ],
        [
            70,
            58,
            81,
            70,
            58,
            81
        ],
        [
            70,
            34,
            99,
            70,
            34,
            99
        ],
        [
            70,
            83,
            54,
            70,
            83,
            54
        ],
        [
            5132,
            2116,
            3016,
            5132,
            2116,
            3016
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65892,
            426139,
            -579546,
            -656156,
            -63898,
            -579546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5326,
    "evaluation_days": 1775.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1610006400000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759160769733,
    "expiration_time": 1763734464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "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)