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Trade: ROSE/USDT/360/SINWMA/VWMA/2588

Strategy
ROSE/USDT/360/SINWMA/VWMA/2588
Pair
ROSE_USDT
Interval
6h
Score
324772
Daily Profit
0.184904
Profit Factor
1.415779
Profitability
49.074074
Streak
84.196599
Best Strategy
Training Data Length
1770.500000
Evaluation Time
2025-09-27 01:43
Expiration Time
2025-11-16 16:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295668.3569 327372.0613 -31703.7044 -65881.8513 -338926.4635 273044.6122
Total P&L (%) 295.6684 327.3721 -31.7037 -65.8819 -338.9265 273.0446
Avg Daily Profit (%) 0.167 0.1849 -0.0179 -0.0607 0 0.0744
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -359931 -193427 -166503 -7820679 -5503680 -2351830
Profit Factor 1.2273 1.4158 0.9382 0.9951 0.9616 1.0601
Total Trades 216 108 108 216 108 108
Winning Trades 103 53 50 103 53 50
Losing Trades 113 55 58 113 55 58
Profitability (%) 47.6852 49.0741 46.2963 47.6852 49.0741 46.2963
Ratio Avg Win / Avg Loss 1.3465 1.4692 1.0883 1.0917 0.9979 1.2297
Largest Winning Trade 130270 130270 34331 1677046 1677046 1441520
Largest Losing Trade -66207 -66207 -33683 -2232479 -2232479 -1280834
Avg Bars in Trades 32 40 23 32 40 23
Avg Bars in Winners 40 49 30 40 49 30
Avg Bars in Losers 24 32 17 24 32 17
Bars Traded 6957 4425 2532 6957 4425 2532
Profit Streak 34.9466 84.1966 0 34.9466 84.1966 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 279050 324772 -580540 -578338 -580039 -249510

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926586202,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "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": [
        [
            295668.3568720746,
            327372.0612507809,
            -31703.7043787063,
            -65881.8512998907,
            -338926.4635333391,
            273044.6122334499
        ],
        [
            295.668357,
            327.372061,
            -31.703704,
            -65.881851,
            -338.926464,
            273.044612
        ],
        [
            0.166997,
            0.184904,
            -0.017907,
            -0.060718,
            0,
            0.074387
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -359931,
            -193427,
            -166503,
            -7820679,
            -5503680,
            -2351830
        ],
        [
            1.227326,
            1.415779,
            0.938231,
            0.995072,
            0.961585,
            1.060063
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            103,
            53,
            50,
            103,
            53,
            50
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            47.685185,
            49.074074,
            46.296296,
            47.685185,
            49.074074,
            46.296296
        ],
        [
            1.346484,
            1.469205,
            1.088348,
            1.091681,
            0.997871,
            1.229673
        ],
        [
            130270,
            130270,
            34331,
            1677046,
            1677046,
            1441520
        ],
        [
            -66207,
            -66207,
            -33683,
            -2232479,
            -2232479,
            -1280834
        ],
        [
            32,
            40,
            23,
            32,
            40,
            23
        ],
        [
            40,
            49,
            30,
            40,
            49,
            30
        ],
        [
            24,
            32,
            17,
            24,
            32,
            17
        ],
        [
            6957,
            4425,
            2532,
            6957,
            4425,
            2532
        ],
        [
            34.946599,
            84.196599,
            0,
            34.9466,
            84.1966,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279050,
            324772,
            -580540,
            -578338,
            -580039,
            -249510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 1770.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1607169600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758926586202,
    "expiration_time": 1763304336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "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)