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Trade: ROSE/USDT/360/VWMA/TEMA/1225

Strategy
ROSE/USDT/360/VWMA/TEMA/1225
Pair
ROSE_USDT
Interval
6h
Score
304216
Daily Profit
0.257855
Profit Factor
2.965123
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1777.500000
Evaluation Time
2025-10-01 19:49
Expiration Time
2025-11-23 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 520617.87 458337.9045 62279.9655 160404.2939 872032.2666 -711627.9727
Total P&L (%) 520.6179 458.3379 62.28 160.4043 872.0323 -711.628
Avg Daily Profit (%) 0.2929 0.2579 0.035 0.0539 0.128 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202808 -73494 -129314 -1616551 -439281 -1234927
Profit Factor 2.0822 2.9651 1.2513 1.0534 1.7452 0.6124
Total Trades 65 33 32 65 33 32
Winning Trades 27 12 15 27 12 15
Losing Trades 38 21 17 38 21 17
Profitability (%) 41.5385 36.3636 46.875 41.5385 36.3636 46.875
Ratio Avg Win / Avg Loss 2.9305 5.189 1.4181 1.4825 3.0541 0.694
Largest Winning Trade 229016 229016 77837 1062433 1062433 268498
Largest Losing Trade -73391 -38045 -73391 -932462 -417807 -932462
Avg Bars in Trades 105 82 129 105 82 129
Avg Bars in Winners 177 144 204 177 144 204
Avg Bars in Losers 54 46 63 54 46 63
Bars Traded 6852 2714 4138 6852 2714 4138
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 -126777 304216 -148065 -422392 -23706 -582025
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7110,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609221600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337392999,
    "expiration_time": 1763927280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 161,
            "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": [
        [
            520617.8699653554,
            458337.9044653766,
            62279.9654999791,
            160404.2938962071,
            872032.26657705,
            -711627.9726808439
        ],
        [
            520.61787,
            458.337904,
            62.279965,
            160.404294,
            872.032267,
            -711.627973
        ],
        [
            0.292893,
            0.257855,
            0.035038,
            0.053858,
            0.128027,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202808,
            -73494,
            -129314,
            -1616551,
            -439281,
            -1234927
        ],
        [
            2.08221,
            2.965123,
            1.251298,
            1.053362,
            1.745209,
            0.612353
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            41.538462,
            36.363636,
            46.875,
            41.538462,
            36.363636,
            46.875
        ],
        [
            2.930517,
            5.188965,
            1.418138,
            1.48251,
            3.054115,
            0.694
        ],
        [
            229016,
            229016,
            77837,
            1062433,
            1062433,
            268498
        ],
        [
            -73391,
            -38045,
            -73391,
            -932462,
            -417807,
            -932462
        ],
        [
            105,
            82,
            129,
            105,
            82,
            129
        ],
        [
            177,
            144,
            204,
            177,
            144,
            204
        ],
        [
            54,
            46,
            63,
            54,
            46,
            63
        ],
        [
            6852,
            2714,
            4138,
            6852,
            2714,
            4138
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126777,
            304216,
            -148065,
            -422392,
            -23706,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7110,
    "evaluation_days": 1777.5,
    "actual_first_datapoint_time": 1605765600000,
    "first_datapoint_time": 1609221600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759337392999,
    "expiration_time": 1763927280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 161,
            "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)