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Trade: ROSE/USDT/720/VWMA/TEMA/1757

Strategy
ROSE/USDT/720/VWMA/TEMA/1757
Pair
ROSE_USDT
Interval
12h
Score
308382
Daily Profit
0.213472
Profit Factor
2.921494
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1786.500000
Evaluation Time
2025-10-10 06:34
Expiration Time
2025-12-02 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436834.7854 381367.993 55466.7923 316826.0414 340456.2211 -23630.1797
Total P&L (%) 436.8348 381.368 55.4668 316.826 340.4562 -23.6302
Avg Daily Profit (%) 0.2445 0.2135 0.031 0.0799 0.083 -0.0151
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82764 -65048 -85042 -620332 -314136 -332490
Profit Factor 1.9152 2.9215 1.1989 1.1726 1.4506 0.9781
Total Trades 58 29 29 58 29 29
Winning Trades 23 11 12 23 11 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 39.6552 37.931 41.3793 39.6552 37.931 41.3793
Ratio Avg Win / Avg Loss 2.9144 4.7806 1.6985 1.7844 2.3738 1.3857
Largest Winning Trade 157200 157200 77131 337738 318428 337738
Largest Losing Trade -47309 -23113 -47309 -219474 -116922 -219474
Avg Bars in Trades 59 48 70 59 48 70
Avg Bars in Winners 108 84 130 108 84 130
Avg Bars in Losers 27 26 28 27 26 28
Bars Traded 3466 1414 2052 3466 1414 2052
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 -172162 308382 -156398 -299571 -84737 -582518
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608854400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285372,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 29,
            "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": [
        [
            436834.7853795533,
            381367.9930341458,
            55466.7923454076,
            316826.0414104972,
            340456.2210717499,
            -23630.1796612528
        ],
        [
            436.834785,
            381.367993,
            55.466792,
            316.826041,
            340.456221,
            -23.63018
        ],
        [
            0.24452,
            0.213472,
            0.031048,
            0.079937,
            0.083026,
            -0.015089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82764,
            -65048,
            -85042,
            -620332,
            -314136,
            -332490
        ],
        [
            1.915171,
            2.921494,
            1.198912,
            1.172608,
            1.450645,
            0.978121
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            39.655172,
            37.931034,
            41.37931,
            39.655172,
            37.931034,
            41.37931
        ],
        [
            2.914391,
            4.780627,
            1.698458,
            1.784403,
            2.373783,
            1.385671
        ],
        [
            157200,
            157200,
            77131,
            337738,
            318428,
            337738
        ],
        [
            -47309,
            -23113,
            -47309,
            -219474,
            -116922,
            -219474
        ],
        [
            59,
            48,
            70,
            59,
            48,
            70
        ],
        [
            108,
            84,
            130,
            108,
            84,
            130
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            3466,
            1414,
            2052,
            3466,
            1414,
            2052
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172162,
            308382,
            -156398,
            -299571,
            -84737,
            -582518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3573,
    "evaluation_days": 1786.5,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608854400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760067285372,
    "expiration_time": 1764685008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 29,
            "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)