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Trade: ROSE/USDT/240/VWMA/SUPERTREND/2148

Strategy
ROSE/USDT/240/VWMA/SUPERTREND/2148
Pair
ROSE_USDT
Interval
4h
Score
466169
Daily Profit
0.307185
Profit Factor
1.656430
Profitability
47.239264
Streak
13.601573
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 543819.6845 424719.9159 119099.7685 570652.8238 726425.867 -155773.0432
Total P&L (%) 543.8197 424.7199 119.0998 570.6528 726.4259 -155.773
Avg Daily Profit (%) 0.3072 0.2399 0.0673 0.1076 0.1194 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145032 -107455 -101446 -741154 -334315 -535480
Profit Factor 1.6564 2.0334 1.2853 1.192 1.5458 0.9051
Total Trades 163 81 82 163 81 82
Winning Trades 77 37 40 77 37 40
Losing Trades 86 44 42 86 44 42
Profitability (%) 47.2393 45.679 48.7805 47.2393 45.679 48.7805
Ratio Avg Win / Avg Loss 1.85 2.4182 1.3496 1.3313 1.8383 0.9504
Largest Winning Trade 218816 218816 70580 485885 485885 158458
Largest Losing Trade -68131 -31039 -68131 -413625 -193771 -413625
Avg Bars in Trades 63 58 68 63 58 68
Avg Bars in Winners 89 81 97 89 81 97
Avg Bars in Losers 40 39 41 40 39 41
Bars Traded 10399 4773 5626 10399 4773 5626
Profit Streak 13.6016 25.4349 13.6016 13.6016 25.4349 13.6016
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466169 -1268 -107443 -57481 -43631 -585109

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": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882375903,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 3.4961
        }
    }
}
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": [
        [
            543819.6844845978,
            424719.9159383407,
            119099.7685462567,
            570652.8237752683,
            726425.8669831071,
            -155773.0432078384
        ],
        [
            543.819684,
            424.719916,
            119.099769,
            570.652824,
            726.425867,
            -155.773043
        ],
        [
            0.307185,
            0.23991,
            0.067275,
            0.107556,
            0.119368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145032,
            -107455,
            -101446,
            -741154,
            -334315,
            -535480
        ],
        [
            1.65643,
            2.033445,
            1.285285,
            1.191972,
            1.545803,
            0.905112
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            47.239264,
            45.679012,
            48.780488,
            47.239264,
            45.679012,
            48.780488
        ],
        [
            1.850038,
            2.418151,
            1.34955,
            1.331293,
            1.838252,
            0.950368
        ],
        [
            218816,
            218816,
            70580,
            485885,
            485885,
            158458
        ],
        [
            -68131,
            -31039,
            -68131,
            -413625,
            -193771,
            -413625
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            89,
            81,
            97,
            89,
            81,
            97
        ],
        [
            40,
            39,
            41,
            40,
            39,
            41
        ],
        [
            10399,
            4773,
            5626,
            10399,
            4773,
            5626
        ],
        [
            13.601573,
            25.434906,
            13.601573,
            13.601573,
            25.434906,
            13.601573
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466169,
            -1268,
            -107443,
            -57481,
            -43631,
            -585109
        ]
    ]
}
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": 1608206400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882375903,
    "expiration_time": 1763303904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 80,
            "offset": 0,
            "multiplier": 3.4961
        }
    }
}

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)