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Trade: ROSE/USDT/240/SINWMA/VWMA/4472

Strategy
ROSE/USDT/240/SINWMA/VWMA/4472
Pair
ROSE_USDT
Interval
4h
Score
338534
Daily Profit
0.264508
Profit Factor
3.116867
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 13:26
Expiration Time
2025-11-16 16:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 647248.1031 468266.2676 178981.8355 1131276.9041 236092.895 895184.0091
Total P&L (%) 647.2481 468.2663 178.9818 1131.2769 236.0929 895.184
Avg Daily Profit (%) 0.3656 0.2645 0.1011 0.1419 0.0685 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71601 -64921 -38348 -637879 -618109 -330984
Profit Factor 2.7527 3.1169 2.2087 1.5008 1.1877 1.8938
Total Trades 75 37 38 75 37 38
Winning Trades 35 14 21 35 14 21
Losing Trades 40 23 17 40 23 17
Profitability (%) 46.6667 37.8378 55.2632 46.6667 37.8378 55.2632
Ratio Avg Win / Avg Loss 3.1459 5.1206 1.788 1.7152 1.9513 1.5331
Largest Winning Trade 359064 359064 67681 731015 474363 731015
Largest Losing Trade -39145 -39145 -29865 -285736 -273954 -285736
Avg Bars in Trades 127 156 100 127 156 100
Avg Bars in Winners 182 243 141 182 243 141
Avg Bars in Losers 80 102 49 80 102 49
Bars Traded 9580 5772 3808 9580 5772 3808
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 -47867 338534 -53106 -63317 -119105 -14929

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882380095,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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": [
        [
            647248.1030866584,
            468266.2676157282,
            178981.83547093,
            1131276.9040541442,
            236092.8950020309,
            895184.0090521135
        ],
        [
            647.248103,
            468.266268,
            178.981835,
            1131.276904,
            236.092895,
            895.184009
        ],
        [
            0.365609,
            0.264508,
            0.101101,
            0.141918,
            0.068498,
            0.129877
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71601,
            -64921,
            -38348,
            -637879,
            -618109,
            -330984
        ],
        [
            2.75268,
            3.116867,
            2.208657,
            1.500757,
            1.187737,
            1.893787
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            35,
            14,
            21,
            35,
            14,
            21
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            46.666667,
            37.837838,
            55.263158,
            46.666667,
            37.837838,
            55.263158
        ],
        [
            3.14592,
            5.120567,
            1.787961,
            1.715151,
            1.951283,
            1.533066
        ],
        [
            359064,
            359064,
            67681,
            731015,
            474363,
            731015
        ],
        [
            -39145,
            -39145,
            -29865,
            -285736,
            -273954,
            -285736
        ],
        [
            127,
            156,
            100,
            127,
            156,
            100
        ],
        [
            182,
            243,
            141,
            182,
            243,
            141
        ],
        [
            80,
            102,
            49,
            80,
            102,
            49
        ],
        [
            9580,
            5772,
            3808,
            9580,
            5772,
            3808
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47867,
            338534,
            -53106,
            -63317,
            -119105,
            -14929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10622,
    "evaluation_days": 1770.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882380095,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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)