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Trade: ROSE/USDT/720/PWMA/VWAP/1189

Strategy
ROSE/USDT/720/PWMA/VWAP/1189
Pair
ROSE_USDT
Interval
12h
Score
319035
Daily Profit
0.291863
Profit Factor
3.732646
Profitability
32.432432
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 14:34
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630633.666 516888.788 113744.878 1172881.8736 1129753.9604 43127.9132
Total P&L (%) 630.6337 516.8888 113.7449 1172.8819 1129.754 43.1279
Avg Daily Profit (%) 0.3561 0.2919 0.0642 0.1437 0.1418 0.0202
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114174 -69943 -63953 -3137285 -2011248 -1544712
Profit Factor 2.5134 3.7326 1.4999 1.1435 1.3282 1.0091
Total Trades 74 37 37 74 37 37
Winning Trades 24 12 12 24 12 12
Losing Trades 50 25 25 50 25 25
Profitability (%) 32.4324 32.4324 32.4324 32.4324 32.4324 32.4324
Ratio Avg Win / Avg Loss 5.2363 7.7763 3.1248 2.3823 2.767 2.1023
Largest Winning Trade 224413 224413 77724 1696165 1672254 1696165
Largest Losing Trade -44659 -17956 -44659 -795017 -579369 -795017
Avg Bars in Trades 46 41 50 46 41 50
Avg Bars in Winners 105 87 122 105 87 122
Avg Bars in Losers 17 19 15 17 19 15
Bars Traded 3407 1551 1856 3407 1551 1856
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 -61446 319035 -111581 -137892 -8790 -383964

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610755200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886472920,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            630633.6659642342,
            516888.7879692789,
            113744.8779949551,
            1172881.8736150465,
            1129753.9603981478,
            43127.9132168979
        ],
        [
            630.633666,
            516.888788,
            113.744878,
            1172.881874,
            1129.75396,
            43.127913
        ],
        [
            0.356089,
            0.291863,
            0.064226,
            0.143743,
            0.141794,
            0.020249
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114174,
            -69943,
            -63953,
            -3137285,
            -2011248,
            -1544712
        ],
        [
            2.513432,
            3.732646,
            1.499894,
            1.143514,
            1.328168,
            1.009118
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            32.432432,
            32.432432,
            32.432432,
            32.432432,
            32.432432,
            32.432432
        ],
        [
            5.236317,
            7.776345,
            3.12478,
            2.38232,
            2.767016,
            2.102329
        ],
        [
            224413,
            224413,
            77724,
            1696165,
            1672254,
            1696165
        ],
        [
            -44659,
            -17956,
            -44659,
            -795017,
            -579369,
            -795017
        ],
        [
            46,
            41,
            50,
            46,
            41,
            50
        ],
        [
            105,
            87,
            122,
            105,
            87,
            122
        ],
        [
            17,
            19,
            15,
            17,
            19,
            15
        ],
        [
            3407,
            1551,
            1856,
            3407,
            1551,
            1856
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61446,
            319035,
            -111581,
            -137892,
            -8790,
            -383964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1610755200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886472920,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)