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Trade: ROSE/USDT/120/VWMA/ZLMA/8880

Strategy
ROSE/USDT/120/VWMA/ZLMA/8880
Pair
ROSE_USDT
Interval
2h
Score
343447
Daily Profit
0.246081
Profit Factor
1.528895
Profitability
46.400000
Streak
0.000000
Best Strategy
Training Data Length
1774.000000
Evaluation Time
2025-09-28 22:07
Expiration Time
2025-12-01 16:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436547.0442 415493.2069 21053.8373 19038.8936 160266.7522 -141227.8586
Total P&L (%) 436.547 415.4932 21.0538 19.0389 160.2668 -141.2279
Avg Daily Profit (%) 0.2461 0.2342 0.0119 0.0098 0.0539 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121759 -103490 -106043 -265893 -114465 -197288
Profit Factor 1.5289 2.0823 1.0477 1.02 1.418 0.7508
Total Trades 125 63 62 125 63 62
Winning Trades 58 28 30 58 28 30
Losing Trades 67 35 32 67 35 32
Profitability (%) 46.4 44.4444 48.3871 46.4 44.4444 48.3871
Ratio Avg Win / Avg Loss 1.7661 2.6029 1.1175 1.1783 1.7725 0.8009
Largest Winning Trade 283441 283441 74440 88116 88116 64754
Largest Losing Trade -61074 -29479 -61074 -169831 -43052 -169831
Avg Bars in Trades 168 149 187 168 149 187
Avg Bars in Winners 246 225 267 246 225 267
Avg Bars in Losers 100 87 113 100 87 113
Bars Traded 21026 9389 11637 21026 9389 11637
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 343447 -137246 -506047 -386790 -268096 -735585
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21288,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607241600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086422740,
    "expiration_time": 1764600249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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": [
        [
            436547.044189663,
            415493.2068876549,
            21053.8373020082,
            19038.8936047252,
            160266.7521869992,
            -141227.858582274
        ],
        [
            436.547044,
            415.493207,
            21.053837,
            19.038894,
            160.266752,
            -141.227859
        ],
        [
            0.246081,
            0.234213,
            0.011868,
            0.009825,
            0.053934,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121759,
            -103490,
            -106043,
            -265893,
            -114465,
            -197288
        ],
        [
            1.528895,
            2.082307,
            1.047687,
            1.020037,
            1.417993,
            0.750819
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            46.4,
            44.444444,
            48.387097,
            46.4,
            44.444444,
            48.387097
        ],
        [
            1.766137,
            2.602884,
            1.117533,
            1.178319,
            1.772491,
            0.800873
        ],
        [
            283441,
            283441,
            74440,
            88116,
            88116,
            64754
        ],
        [
            -61074,
            -29479,
            -61074,
            -169831,
            -43052,
            -169831
        ],
        [
            168,
            149,
            187,
            168,
            149,
            187
        ],
        [
            246,
            225,
            267,
            246,
            225,
            267
        ],
        [
            100,
            87,
            113,
            100,
            87,
            113
        ],
        [
            21026,
            9389,
            11637,
            21026,
            9389,
            11637
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343447,
            -137246,
            -506047,
            -386790,
            -268096,
            -735585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21288,
    "evaluation_days": 1774,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607241600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759086422740,
    "expiration_time": 1764600249600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 134,
            "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)