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Trade: ROSE/USDT/240/VWMA/ALMA/6611

Strategy
ROSE/USDT/240/VWMA/ALMA/6611
Pair
ROSE_USDT
Interval
4h
Score
500752
Daily Profit
0.166005
Profit Factor
2.544196
Profitability
55.319149
Streak
117.752929
Best Strategy
Training Data Length
1781.330000
Evaluation Time
2025-10-05 17:04
Expiration Time
2025-11-28 00:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 312764.3923 295709.1704 17055.222 -144981.8084 117776.9208 -262758.7292
Total P&L (%) 312.7644 295.7092 17.0552 -144.9818 117.7769 -262.7587
Avg Daily Profit (%) 0.1756 0.166 0.0096 0 0.0437 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190948 -63503 -209672 -521373 -55875 -481474
Profit Factor 1.4181 2.5442 1.0306 0.8172 1.9553 0.6076
Total Trades 95 47 48 95 47 48
Winning Trades 57 26 31 41 24 17
Losing Trades 38 21 17 54 23 31
Profitability (%) 60 55.3191 64.5833 43.1579 51.0638 35.4167
Ratio Avg Win / Avg Loss 0.9454 2.0549 0.5652 1.0763 1.8739 1.108
Largest Winning Trade 96165 96165 55370 121825 62894 121825
Largest Losing Trade -131377 -26817 -131377 -459309 -37724 -459309
Avg Bars in Trades 108 78 138 108 78 138
Avg Bars in Winners 88 71 102 124 81 184
Avg Bars in Losers 139 87 203 96 75 112
Bars Traded 10331 3700 6631 10331 3700 6631
Profit Streak 117.7529 117.7529 129.0863 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342858 500752 -374049 -581518 -130603 -584693
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10688,
    "evaluation_days": 1781.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609358400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673053039,
    "expiration_time": 1764282816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 148,
            "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": [
        [
            312764.3923461791,
            295709.1703893764,
            17055.2219568027,
            -144981.8084478496,
            117776.9207523554,
            -262758.7292002051
        ],
        [
            312.764392,
            295.70917,
            17.055222,
            -144.981808,
            117.776921,
            -262.758729
        ],
        [
            0.175579,
            0.166005,
            0.009574,
            0,
            0.043702,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190948,
            -63503,
            -209672,
            -521373,
            -55875,
            -481474
        ],
        [
            1.41809,
            2.544196,
            1.030643,
            0.817163,
            1.955347,
            0.607631
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            57,
            26,
            31,
            41,
            24,
            17
        ],
        [
            38,
            21,
            17,
            54,
            23,
            31
        ],
        [
            60,
            55.319149,
            64.583333,
            43.157895,
            51.06383,
            35.416667
        ],
        [
            0.945393,
            2.054928,
            0.565191,
            1.076263,
            1.873874,
            1.108033
        ],
        [
            96165,
            96165,
            55370,
            121825,
            62894,
            121825
        ],
        [
            -131377,
            -26817,
            -131377,
            -459309,
            -37724,
            -459309
        ],
        [
            108,
            78,
            138,
            108,
            78,
            138
        ],
        [
            88,
            71,
            102,
            124,
            81,
            184
        ],
        [
            139,
            87,
            203,
            96,
            75,
            112
        ],
        [
            10331,
            3700,
            6631,
            10331,
            3700,
            6631
        ],
        [
            117.752929,
            117.752929,
            129.086262,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342858,
            500752,
            -374049,
            -581518,
            -130603,
            -584693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10688,
    "evaluation_days": 1781.33,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609358400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673053039,
    "expiration_time": 1764282816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 148,
            "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)