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Trade: ROSE/USDT/120/HLC3/VWAP/9631

Strategy
ROSE/USDT/120/HLC3/VWAP/9631
Pair
ROSE_USDT
Interval
2h
Score
300389
Daily Profit
0.145530
Profit Factor
1.295458
Profitability
61.005435
Streak
3.850025
Best Strategy
Training Data Length
1779.920000
Evaluation Time
2025-10-04 19:24
Expiration Time
2025-12-07 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -104397.1047 112892.0749 -217289.1796 -99318.5178 1230890.4995 -1330209.0172
Total P&L (%) -104.3971 112.8921 -217.2892 -99.3185 1230.8905 -1330.209
Avg Daily Profit (%) -0.0587 0.0634 -0.1221 -0.2799 0.1455 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -488846 -253342 -315141 -1344686 -519651 -1725194
Profit Factor 0.9764 1.0523 0.9038 0.9902 1.2955 0.7765
Total Trades 2943 1472 1471 2943 1472 1471
Winning Trades 1828 898 930 1828 898 930
Losing Trades 1115 574 541 1115 574 541
Profitability (%) 62.1135 61.0054 63.2223 62.1135 61.0054 63.2223
Ratio Avg Win / Avg Loss 0.5955 0.6726 0.5257 0.604 0.8281 0.4517
Largest Winning Trade 40321 40321 27030 281765 281765 109899
Largest Losing Trade -57251 -57251 -40694 -353259 -198004 -353259
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 4 4 4 4 4 4
Avg Bars in Losers 11 11 10 11 11 10
Bars Traded 21330 10957 10373 21330 10957 10373
Profit Streak 2.35 3.85 2.35 2.35 3.85 2.35
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -572700 -264577 -574044 -572700 300389 -574044
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21359,
    "evaluation_days": 1779.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1605772800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759595042170,
    "expiration_time": 1765129852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            -104397.1046963139,
            112892.0748916103,
            -217289.1795879247,
            -99318.5177683341,
            1230890.499471438,
            -1330209.01723977
        ],
        [
            -104.397105,
            112.892075,
            -217.28918,
            -99.318518,
            1230.890499,
            -1330.209017
        ],
        [
            -0.058653,
            0.063425,
            -0.122078,
            -0.279882,
            0.14553,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -488846,
            -253342,
            -315141,
            -1344686,
            -519651,
            -1725194
        ],
        [
            0.976358,
            1.05232,
            0.903772,
            0.990184,
            1.295458,
            0.776528
        ],
        [
            2943,
            1472,
            1471,
            2943,
            1472,
            1471
        ],
        [
            1828,
            898,
            930,
            1828,
            898,
            930
        ],
        [
            1115,
            574,
            541,
            1115,
            574,
            541
        ],
        [
            62.11349,
            61.005435,
            63.222298,
            62.11349,
            61.005435,
            63.222298
        ],
        [
            0.595536,
            0.672641,
            0.525743,
            0.603969,
            0.828055,
            0.451722
        ],
        [
            40321,
            40321,
            27030,
            281765,
            281765,
            109899
        ],
        [
            -57251,
            -57251,
            -40694,
            -353259,
            -198004,
            -353259
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            21330,
            10957,
            10373,
            21330,
            10957,
            10373
        ],
        [
            2.350024,
            3.850024,
            2.350024,
            2.350025,
            3.850025,
            2.350025
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -572700,
            -264577,
            -574044,
            -572700,
            300389,
            -574044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21359,
    "evaluation_days": 1779.92,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1605772800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759595042170,
    "expiration_time": 1765129852800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)