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Trade: ROSE/USDT/480/KCL/VWMA/3236

Strategy
ROSE/USDT/480/KCL/VWMA/3236
Pair
ROSE_USDT
Interval
8h
Score
520616
Daily Profit
0.242343
Profit Factor
2.423155
Profitability
68.965517
Streak
135.858067
Best Strategy
Training Data Length
1772.670000
Evaluation Time
2025-09-26 23:35
Expiration Time
2025-11-18 22:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526210.6719 429594.21 96616.4619 184416.5444 -427536.9109 611953.4553
Total P&L (%) 526.2107 429.5942 96.6165 184.4165 -427.5369 611.9535
Avg Daily Profit (%) 0.2968 0.2423 0.0545 0.059 0 0.1108
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116704 -110961 -22583 -1703997 -1756091 -93451
Profit Factor 2.3875 2.4232 2.2482 1.0606 0.845 3.1382
Total Trades 59 29 30 59 29 30
Winning Trades 39 20 19 39 20 19
Losing Trades 20 9 11 20 9 11
Profitability (%) 66.1017 68.9655 63.3333 66.1017 68.9655 63.3333
Ratio Avg Win / Avg Loss 1.2243 1.0904 1.3016 0.5439 0.3802 1.8168
Largest Winning Trade 306992 306992 24743 731755 731755 311035
Largest Losing Trade -82213 -82213 -18026 -1569791 -1569791 -93451
Avg Bars in Trades 79 149 11 79 149 11
Avg Bars in Winners 37 60 13 37 60 13
Avg Bars in Losers 160 347 7 160 347 7
Bars Traded 4671 4336 335 4671 4336 335
Profit Streak 135.8581 135.8581 298.1914 135.8581 135.8581 298.1914
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163759 520616 -113661 -445780 -577805 -35368

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 1772.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918936954,
    "expiration_time": 1763497152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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": [
        [
            526210.6719480468,
            429594.2100060742,
            96616.4619419728,
            184416.5444226352,
            -427536.9108971065,
            611953.4553197421
        ],
        [
            526.210672,
            429.59421,
            96.616462,
            184.416544,
            -427.536911,
            611.953455
        ],
        [
            0.296846,
            0.242343,
            0.054503,
            0.058983,
            0,
            0.110789
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116704,
            -110961,
            -22583,
            -1703997,
            -1756091,
            -93451
        ],
        [
            2.387456,
            2.423155,
            2.248233,
            1.060579,
            0.844984,
            3.13815
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            66.101695,
            68.965517,
            63.333333,
            66.101695,
            68.965517,
            63.333333
        ],
        [
            1.224336,
            1.09042,
            1.301608,
            0.543887,
            0.380243,
            1.816824
        ],
        [
            306992,
            306992,
            24743,
            731755,
            731755,
            311035
        ],
        [
            -82213,
            -82213,
            -18026,
            -1569791,
            -1569791,
            -93451
        ],
        [
            79,
            149,
            11,
            79,
            149,
            11
        ],
        [
            37,
            60,
            13,
            37,
            60,
            13
        ],
        [
            160,
            347,
            7,
            160,
            347,
            7
        ],
        [
            4671,
            4336,
            335,
            4671,
            4336,
            335
        ],
        [
            135.858066,
            135.858067,
            298.1914,
            135.858067,
            135.858067,
            298.1914
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163759,
            520616,
            -113661,
            -445780,
            -577805,
            -35368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5318,
    "evaluation_days": 1772.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918936954,
    "expiration_time": 1763497152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "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)