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Trade: ROSE/USDT/720/VWMA/FWMA/7265

Strategy
ROSE/USDT/720/VWMA/FWMA/7265
Pair
ROSE_USDT
Interval
12h
Score
393357
Daily Profit
0.290795
Profit Factor
4.211540
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 20:10
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 632874.671 514998.6929 117875.978 1516000.0652 858662.4951 657337.5702
Total P&L (%) 632.8747 514.9987 117.876 1516.0001 858.6625 657.3376
Avg Daily Profit (%) 0.3574 0.2908 0.0666 0.1572 0.1277 0.1144
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69538 -36943 -73160 -1686924 -728515 -961726
Profit Factor 2.4958 4.2115 1.4486 1.43 1.6301 1.304
Total Trades 76 38 38 76 38 38
Winning Trades 28 14 14 28 14 14
Losing Trades 48 24 24 48 24 24
Profitability (%) 36.8421 36.8421 36.8421 36.8421 36.8421 36.8421
Ratio Avg Win / Avg Loss 4.2785 7.2198 2.4834 2.4515 2.7945 2.2354
Largest Winning Trade 192807 192807 78826 1013103 626971 1013103
Largest Losing Trade -50688 -14822 -50688 -447093 -284409 -447093
Avg Bars in Trades 45 36 54 45 36 54
Avg Bars in Winners 96 75 118 96 75 118
Avg Bars in Losers 15 14 17 15 14 17
Bars Traded 3463 1387 2076 3463 1387 2076
Profit Streak 0 0 40.7154 0 0 40.7154
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44754 393357 -106512 -49232 -24121 -43209

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608940800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906610698,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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": [
        [
            632874.6709882566,
            514998.692948838,
            117875.9780394184,
            1516000.0652392441,
            858662.4950657515,
            657337.5701734935
        ],
        [
            632.874671,
            514.998693,
            117.875978,
            1516.000065,
            858.662495,
            657.33757
        ],
        [
            0.357354,
            0.290795,
            0.066559,
            0.15724,
            0.127714,
            0.114387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69538,
            -36943,
            -73160,
            -1686924,
            -728515,
            -961726
        ],
        [
            2.495817,
            4.21154,
            1.448645,
            1.430048,
            1.630097,
            1.303979
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105
        ],
        [
            4.278543,
            7.219783,
            2.483392,
            2.45151,
            2.794452,
            2.235393
        ],
        [
            192807,
            192807,
            78826,
            1013103,
            626971,
            1013103
        ],
        [
            -50688,
            -14822,
            -50688,
            -447093,
            -284409,
            -447093
        ],
        [
            45,
            36,
            54,
            45,
            36,
            54
        ],
        [
            96,
            75,
            118,
            96,
            75,
            118
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            3463,
            1387,
            2076,
            3463,
            1387,
            2076
        ],
        [
            0,
            0,
            40.715402,
            0,
            0,
            40.715402
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44754,
            393357,
            -106512,
            -49232,
            -24121,
            -43209
        ]
    ]
}
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": 1608940800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758906610698,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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)