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Trade: ROSE/USDT/720/SUPERTREND/VWMA/4319

Strategy
ROSE/USDT/720/SUPERTREND/VWMA/4319
Pair
ROSE_USDT
Interval
12h
Score
315162
Daily Profit
0.174932
Profit Factor
1.381832
Profitability
53.636364
Streak
0.000000
Best Strategy
Training Data Length
1776.000000
Evaluation Time
2025-09-29 23:14
Expiration Time
2025-11-21 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310679.1099 271448.1553 39230.9547 -84200.3935 34682.0833 -118882.4768
Total P&L (%) 310.6791 271.4482 39.231 -84.2004 34.6821 -118.8825
Avg Daily Profit (%) 0.1749 0.1528 0.0221 -0.1038 0.0168 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118977 -54037 -128932 -77290 -15268 -102973
Profit Factor 1.3818 2.0257 1.0715 0.6725 1.6414 0.4145
Total Trades 110 55 55 110 55 55
Winning Trades 59 28 31 59 28 31
Losing Trades 51 27 24 51 27 24
Profitability (%) 53.6364 50.9091 56.3636 53.6364 50.9091 56.3636
Ratio Avg Win / Avg Loss 1.1945 1.9534 0.8295 0.5813 1.5828 0.3209
Largest Winning Trade 93053 93053 66027 32389 32389 22905
Largest Losing Trade -96192 -21259 -96192 -76669 -13923 -76669
Avg Bars in Trades 30 17 43 30 17 43
Avg Bars in Winners 40 20 58 40 20 58
Avg Bars in Losers 19 15 24 19 15 24
Bars Traded 3376 982 2393 3376 982 2393
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 315162 -168591 -488464 -580014 -349697 -760008
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176859894,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 222,
            "offset": 0,
            "multiplier": 3.17613
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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": [
        [
            310679.1099274527,
            271448.1552599859,
            39230.9546674668,
            -84200.3935367862,
            34682.0832539787,
            -118882.4767907648
        ],
        [
            310.67911,
            271.448155,
            39.230955,
            -84.200394,
            34.682083,
            -118.882477
        ],
        [
            0.174932,
            0.152842,
            0.02209,
            -0.103842,
            0.016766,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118977,
            -54037,
            -128932,
            -77290,
            -15268,
            -102973
        ],
        [
            1.381832,
            2.025696,
            1.071458,
            0.672494,
            1.641449,
            0.414452
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            53.636364,
            50.909091,
            56.363636,
            53.636364,
            50.909091,
            56.363636
        ],
        [
            1.194465,
            1.95335,
            0.829516,
            0.581309,
            1.582826,
            0.320866
        ],
        [
            93053,
            93053,
            66027,
            32389,
            32389,
            22905
        ],
        [
            -96192,
            -21259,
            -96192,
            -76669,
            -13923,
            -76669
        ],
        [
            30,
            17,
            43,
            30,
            17,
            43
        ],
        [
            40,
            20,
            58,
            40,
            20,
            58
        ],
        [
            19,
            15,
            24,
            19,
            15,
            24
        ],
        [
            3376,
            982,
            2393,
            3376,
            982,
            2393
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315162,
            -168591,
            -488464,
            -580014,
            -349697,
            -760008
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1612224000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176859894,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 222,
            "offset": 0,
            "multiplier": 3.17613
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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)