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Trade: ROSE/USDT/360/VWMA/HILO/2892

Strategy
ROSE/USDT/360/VWMA/HILO/2892
Pair
ROSE_USDT
Interval
6h
Score
323967
Daily Profit
0.270254
Profit Factor
3.789319
Profitability
34.146341
Streak
0.000000
Best Strategy
Training Data Length
1778.000000
Evaluation Time
2025-10-02 05:36
Expiration Time
2025-11-24 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523324.0989 480512.3744 42811.7245 152052.6678 294673.828 -142621.1602
Total P&L (%) 523.3241 480.5124 42.8117 152.0527 294.6738 -142.6212
Avg Daily Profit (%) 0.2943 0.2703 0.0241 0.052 0.0772 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90006 -73438 -69749 -568810 -236286 -446876
Profit Factor 2.034 3.7893 1.1282 1.0804 1.4771 0.8879
Total Trades 81 41 40 81 41 40
Winning Trades 34 14 20 34 14 20
Losing Trades 47 27 20 47 27 20
Profitability (%) 41.9753 34.1463 50 41.9753 34.1463 50
Ratio Avg Win / Avg Loss 2.8117 7.308 1.1282 1.4936 2.8487 0.8879
Largest Winning Trade 332180 332180 77180 429622 429622 242591
Largest Losing Trade -56299 -24942 -56299 -253401 -78390 -253401
Avg Bars in Trades 84 62 107 84 62 107
Avg Bars in Winners 146 111 170 146 111 170
Avg Bars in Losers 40 37 44 40 37 44
Bars Traded 6871 2578 4293 6871 2578 4293
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 -6688 323967 -242110 -274898 -93665 -580749
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7112,
    "evaluation_days": 1778,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372590663,
    "expiration_time": 1763971776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            523324.0988929286,
            480512.3743649432,
            42811.7245279848,
            152052.66777262,
            294673.8280066018,
            -142621.1602339817
        ],
        [
            523.324099,
            480.512374,
            42.811725,
            152.052668,
            294.673828,
            -142.62116
        ],
        [
            0.294333,
            0.270254,
            0.024079,
            0.052008,
            0.077245,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90006,
            -73438,
            -69749,
            -568810,
            -236286,
            -446876
        ],
        [
            2.034002,
            3.789319,
            1.128238,
            1.080445,
            1.477119,
            0.887924
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            41.975309,
            34.146341,
            50,
            41.975309,
            34.146341,
            50
        ],
        [
            2.811708,
            7.307973,
            1.128238,
            1.493556,
            2.848729,
            0.887924
        ],
        [
            332180,
            332180,
            77180,
            429622,
            429622,
            242591
        ],
        [
            -56299,
            -24942,
            -56299,
            -253401,
            -78390,
            -253401
        ],
        [
            84,
            62,
            107,
            84,
            62,
            107
        ],
        [
            146,
            111,
            170,
            146,
            111,
            170
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            6871,
            2578,
            4293,
            6871,
            2578,
            4293
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6688,
            323967,
            -242110,
            -274898,
            -93665,
            -580749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7112,
    "evaluation_days": 1778,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759372590663,
    "expiration_time": 1763971776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)