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Trade: ROSE/USDT/480/DEMA/VWMA/1788

Strategy
ROSE/USDT/480/DEMA/VWMA/1788
Pair
ROSE_USDT
Interval
8h
Score
597408
Daily Profit
0.307255
Profit Factor
3.526906
Profitability
50.000000
Streak
107.449481
Best Strategy
Training Data Length
1773.670000
Evaluation Time
2025-09-27 21:47
Expiration Time
2025-11-19 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 750637.8538 544969.7779 205668.0759 5363721.0508 3314620.1768 2049100.8741
Total P&L (%) 750.6379 544.9698 205.6681 5363.7211 3314.6202 2049.1009
Avg Daily Profit (%) 0.4232 0.3073 0.116 0.2258 0.1993 0.1731
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87758 -81020 -56903 -7642838 -5319612 -5081636
Profit Factor 3.1592 3.5269 2.5584 1.2393 1.248 1.2265
Total Trades 64 32 32 64 32 32
Winning Trades 35 16 19 35 16 19
Losing Trades 29 16 13 29 16 13
Profitability (%) 54.6875 50 59.375 54.6875 50 59.375
Ratio Avg Win / Avg Loss 2.6176 3.5269 1.7505 1.0268 1.248 0.8392
Largest Winning Trade 229487 229487 76541 3761155 3761155 2849412
Largest Losing Trade -35381 -35381 -30013 -3136779 -2459938 -3136779
Avg Bars in Trades 79 109 49 79 109 49
Avg Bars in Winners 92 126 63 92 126 63
Avg Bars in Losers 64 92 29 64 92 29
Bars Traded 5089 3498 1591 5089 3498 1591
Profit Streak 107.4495 107.4495 149.4495 107.4495 107.4495 149.4495
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125479 597408 -30785 -133491 314018 299177
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5321,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611878400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1758998835185,
    "expiration_time": 1763586144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "offset": 99
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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": [
        [
            750637.8538146992,
            544969.7779228062,
            205668.0758918934,
            5363721.050838973,
            3314620.1767881946,
            2049100.8740507788
        ],
        [
            750.637854,
            544.969778,
            205.668076,
            5363.721051,
            3314.620177,
            2049.100874
        ],
        [
            0.423212,
            0.307255,
            0.115956,
            0.225816,
            0.199257,
            0.173104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87758,
            -81020,
            -56903,
            -7642838,
            -5319612,
            -5081636
        ],
        [
            3.159212,
            3.526906,
            2.558357,
            1.239288,
            1.247953,
            1.226485
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            54.6875,
            50,
            59.375,
            54.6875,
            50,
            59.375
        ],
        [
            2.617633,
            3.526906,
            1.750455,
            1.026839,
            1.247953,
            0.839174
        ],
        [
            229487,
            229487,
            76541,
            3761155,
            3761155,
            2849412
        ],
        [
            -35381,
            -35381,
            -30013,
            -3136779,
            -2459938,
            -3136779
        ],
        [
            79,
            109,
            49,
            79,
            109,
            49
        ],
        [
            92,
            126,
            63,
            92,
            126,
            63
        ],
        [
            64,
            92,
            29,
            64,
            92,
            29
        ],
        [
            5089,
            3498,
            1591,
            5089,
            3498,
            1591
        ],
        [
            107.449481,
            107.449481,
            149.449481,
            107.449481,
            107.449481,
            149.449481
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125479,
            597408,
            -30785,
            -133491,
            314018,
            299177
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5321,
    "evaluation_days": 1773.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1611878400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1758998835185,
    "expiration_time": 1763586144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 45,
            "offset": 99
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 213,
            "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)