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Trade: ROSE/USDT/120/SINWMA/VWMA/5050

Strategy
ROSE/USDT/120/SINWMA/VWMA/5050
Pair
ROSE_USDT
Interval
2h
Score
345697
Daily Profit
0.245817
Profit Factor
1.687450
Profitability
42.156863
Streak
5.854836
Best Strategy
Training Data Length
1777.580000
Evaluation Time
2025-10-02 11:30
Expiration Time
2025-12-05 09:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436959.4453 355412.8016 81546.6437 406050.9795 169704.162 236346.8175
Total P&L (%) 436.9594 355.4128 81.5466 406.051 169.7042 236.3468
Avg Daily Profit (%) 0.2458 0.1999 0.0459 0.0913 0.0558 0.0683
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80634 -74198 -96763 -229204 -192628 -139577
Profit Factor 1.6875 2.0586 1.2719 1.3542 1.257 1.4863
Total Trades 102 51 51 102 51 51
Winning Trades 43 17 26 43 17 26
Losing Trades 59 34 25 59 34 25
Profitability (%) 42.1569 33.3333 50.9804 42.1569 33.3333 50.9804
Ratio Avg Win / Avg Loss 2.3153 4.1173 1.223 1.8581 2.5141 1.4291
Largest Winning Trade 174370 174370 70735 105850 95312 105850
Largest Losing Trade -29697 -26038 -29697 -87055 -87055 -62005
Avg Bars in Trades 204 211 196 204 211 196
Avg Bars in Winners 322 386 280 322 386 280
Avg Bars in Losers 118 124 109 118 124 109
Bars Traded 20838 10803 10035 20838 10803 10035
Profit Streak 5.8548 5.8548 23.1048 5.8548 5.8548 23.1048
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345697 -174302 -311109 -71208 -303269 -279951
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21331,
    "evaluation_days": 1777.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607457600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759393857855,
    "expiration_time": 1764920995200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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": [
        [
            436959.4453066206,
            355412.8016216067,
            81546.6436850136,
            406050.9794931363,
            169704.1620252391,
            236346.8174678972
        ],
        [
            436.959445,
            355.412802,
            81.546644,
            406.050979,
            169.704162,
            236.346817
        ],
        [
            0.245817,
            0.199942,
            0.045875,
            0.091259,
            0.055831,
            0.068261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80634,
            -74198,
            -96763,
            -229204,
            -192628,
            -139577
        ],
        [
            1.68745,
            2.058628,
            1.271919,
            1.35424,
            1.257035,
            1.486289
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            59,
            34,
            25,
            59,
            34,
            25
        ],
        [
            42.156863,
            33.333333,
            50.980392,
            42.156863,
            33.333333,
            50.980392
        ],
        [
            2.315339,
            4.117256,
            1.222999,
            1.858143,
            2.514069,
            1.429125
        ],
        [
            174370,
            174370,
            70735,
            105850,
            95312,
            105850
        ],
        [
            -29697,
            -26038,
            -29697,
            -87055,
            -87055,
            -62005
        ],
        [
            204,
            211,
            196,
            204,
            211,
            196
        ],
        [
            322,
            386,
            280,
            322,
            386,
            280
        ],
        [
            118,
            124,
            109,
            118,
            124,
            109
        ],
        [
            20838,
            10803,
            10035,
            20838,
            10803,
            10035
        ],
        [
            5.854836,
            5.854836,
            23.104836,
            5.854836,
            5.854836,
            23.104836
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345697,
            -174302,
            -311109,
            -71208,
            -303269,
            -279951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21331,
    "evaluation_days": 1777.58,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607457600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759393857855,
    "expiration_time": 1764920995200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 162,
            "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)