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Trade: ROSE/USDT/240/VWAP/JMA/8363

Strategy
ROSE/USDT/240/VWAP/JMA/8363
Pair
ROSE_USDT
Interval
4h
Score
571335
Daily Profit
0.290879
Profit Factor
3.727973
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-26 06:58
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 664665.4485 514951.967 149713.4815 2451219.7814 2317899.289 133320.4924
Total P&L (%) 664.6654 514.952 149.7135 2451.2198 2317.8993 133.3205
Avg Daily Profit (%) 0.3754 0.2909 0.0846 0.1831 0.1801 0.0479
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107098 -56044 -61871 -5302846 -2357669 -3338541
Profit Factor 2.6609 3.728 1.7082 1.176 1.3878 1.0168
Total Trades 81 41 40 81 41 40
Winning Trades 44 21 23 44 21 23
Losing Trades 37 20 17 37 20 17
Profitability (%) 54.321 51.2195 57.5 54.321 51.2195 57.5
Ratio Avg Win / Avg Loss 2.2376 3.5505 1.2626 0.9889 1.3217 0.7515
Largest Winning Trade 175781 175781 74432 3732542 3732542 1636856
Largest Losing Trade -40179 -29188 -40179 -2185416 -1448718 -2185416
Avg Bars in Trades 127 122 133 127 122 133
Avg Bars in Winners 161 154 168 161 154 168
Avg Bars in Losers 87 89 85 87 89 85
Bars Traded 10362 5041 5321 10362 5041 5321
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 -1104 571335 -76922 -36404 312546 -331726

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": 1609286400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859136294,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 244
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "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": [
        [
            664665.4484847595,
            514951.9670141934,
            149713.4814705658,
            2451219.7814202225,
            2317899.288985773,
            133320.4924344491
        ],
        [
            664.665448,
            514.951967,
            149.713481,
            2451.219781,
            2317.899289,
            133.320492
        ],
        [
            0.375447,
            0.290879,
            0.084568,
            0.183137,
            0.180099,
            0.047869
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107098,
            -56044,
            -61871,
            -5302846,
            -2357669,
            -3338541
        ],
        [
            2.660939,
            3.727973,
            1.708176,
            1.176012,
            1.387795,
            1.016771
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            54.320988,
            51.219512,
            57.5,
            54.320988,
            51.219512,
            57.5
        ],
        [
            2.237608,
            3.550451,
            1.262565,
            0.988919,
            1.32171,
            0.751527
        ],
        [
            175781,
            175781,
            74432,
            3732542,
            3732542,
            1636856
        ],
        [
            -40179,
            -29188,
            -40179,
            -2185416,
            -1448718,
            -2185416
        ],
        [
            127,
            122,
            133,
            127,
            122,
            133
        ],
        [
            161,
            154,
            168,
            161,
            154,
            168
        ],
        [
            87,
            89,
            85,
            87,
            89,
            85
        ],
        [
            10362,
            5041,
            5321,
            10362,
            5041,
            5321
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -1104,
            571335,
            -76922,
            -36404,
            312546,
            -331726
        ]
    ]
}
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": 1609286400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758859136294,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 244
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 231,
            "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)