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Trade: ROSE/USDT/240/VWMA/DCM/4470

Strategy
ROSE/USDT/240/VWMA/DCM/4470
Pair
ROSE_USDT
Interval
4h
Score
544657
Daily Profit
0.259341
Profit Factor
3.328464
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1770.330000
Evaluation Time
2025-09-25 17:24
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 570692.092 459119.9882 111572.1038 1088131.4883 1063542.151 24589.3373
Total P&L (%) 570.6921 459.12 111.5721 1088.1315 1063.5422 24.5893
Avg Daily Profit (%) 0.3224 0.2593 0.063 0.1399 0.1387 0.0124
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88313 -52000 -64277 -1315392 -631184 -1125805
Profit Factor 2.1905 3.3285 1.3954 1.1923 1.4649 1.0073
Total Trades 93 46 47 93 46 47
Winning Trades 43 25 18 43 25 18
Losing Trades 50 21 29 50 21 29
Profitability (%) 46.2366 54.3478 38.2979 46.2366 54.3478 38.2979
Ratio Avg Win / Avg Loss 2.5472 2.7959 2.2481 1.3864 1.2305 1.6229
Largest Winning Trade 203738 203738 64282 895709 895709 677838
Largest Losing Trade -34771 -34771 -34671 -463930 -362492 -463930
Avg Bars in Trades 110 108 113 110 108 113
Avg Bars in Winners 186 153 231 186 153 231
Avg Bars in Losers 45 54 39 45 54 39
Bars Traded 10299 4977 5322 10299 4977 5322
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 433296 544657 -111467 -16082 -5705 -395938

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": 1608681600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758810269528,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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": [
        [
            570692.0919692428,
            459119.9881566267,
            111572.1038126165,
            1088131.4882829983,
            1063542.150952518,
            24589.33733048
        ],
        [
            570.692092,
            459.119988,
            111.572104,
            1088.131488,
            1063.542151,
            24.589337
        ],
        [
            0.322365,
            0.259341,
            0.063023,
            0.1399,
            0.138717,
            0.01242
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88313,
            -52000,
            -64277,
            -1315392,
            -631184,
            -1125805
        ],
        [
            2.190549,
            3.328464,
            1.395401,
            1.192288,
            1.464856,
            1.007294
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            46.236559,
            54.347826,
            38.297872,
            46.236559,
            54.347826,
            38.297872
        ],
        [
            2.54715,
            2.795909,
            2.248145,
            1.386382,
            1.230479,
            1.622863
        ],
        [
            203738,
            203738,
            64282,
            895709,
            895709,
            677838
        ],
        [
            -34771,
            -34771,
            -34671,
            -463930,
            -362492,
            -463930
        ],
        [
            110,
            108,
            113,
            110,
            108,
            113
        ],
        [
            186,
            153,
            231,
            186,
            153,
            231
        ],
        [
            45,
            54,
            39,
            45,
            54,
            39
        ],
        [
            10299,
            4977,
            5322,
            10299,
            4977,
            5322
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            433296,
            544657,
            -111467,
            -16082,
            -5705,
            -395938
        ]
    ]
}
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": 1608681600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758810269528,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "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)