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Trade: ROSE/USDT/480/SSF/VWMA/1811

Strategy
ROSE/USDT/480/SSF/VWMA/1811
Pair
ROSE_USDT
Interval
8h
Score
425868
Daily Profit
0.258572
Profit Factor
1.502254
Profitability
54.545455
Streak
71.580657
Best Strategy
Training Data Length
1778.670000
Evaluation Time
2025-10-03 00:56
Expiration Time
2025-11-25 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459913.7146 397834.3624 62079.3522 81675.4208 867485.6301 -785810.2093
Total P&L (%) 459.9137 397.8344 62.0794 81.6754 867.4856 -785.8102
Avg Daily Profit (%) 0.2586 0.2237 0.0349 0.0336 0.1277 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146115 -117949 -81264 -2659137 -1901401 -1299465
Profit Factor 1.5023 1.8254 1.1431 1.0092 1.1905 0.8171
Total Trades 121 60 61 121 60 61
Winning Trades 66 31 35 66 31 35
Losing Trades 55 29 26 55 29 26
Profitability (%) 54.5455 51.6667 57.377 54.5455 51.6667 57.377
Ratio Avg Win / Avg Loss 1.2519 1.7076 0.8492 0.841 1.1137 0.607
Largest Winning Trade 86714 86714 37681 967793 967793 391951
Largest Losing Trade -60680 -60680 -58174 -1179256 -1094660 -1179256
Avg Bars in Trades 43 57 28 43 57 28
Avg Bars in Winners 45 59 32 45 59 32
Avg Bars in Losers 40 56 23 40 56 23
Bars Traded 5222 3471 1751 5222 3471 1751
Profit Streak 71.5807 71.5807 145.2473 71.5807 71.5807 145.2473
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425868 -156710 -370597 -357696 -201150 -739841
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5336,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759442168752,
    "expiration_time": 1764031104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 90,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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": [
        [
            459913.7145933259,
            397834.3623989754,
            62079.3521943507,
            81675.4207549318,
            867485.6301040915,
            -785810.2093491592
        ],
        [
            459.913715,
            397.834362,
            62.079352,
            81.675421,
            867.48563,
            -785.810209
        ],
        [
            0.258572,
            0.22367,
            0.034902,
            0.033573,
            0.127678,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146115,
            -117949,
            -81264,
            -2659137,
            -1901401,
            -1299465
        ],
        [
            1.502254,
            1.825358,
            1.143144,
            1.009229,
            1.190478,
            0.817078
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            54.545455,
            51.666667,
            57.377049,
            54.545455,
            51.666667,
            57.377049
        ],
        [
            1.251879,
            1.707593,
            0.849193,
            0.841024,
            1.113673,
            0.606973
        ],
        [
            86714,
            86714,
            37681,
            967793,
            967793,
            391951
        ],
        [
            -60680,
            -60680,
            -58174,
            -1179256,
            -1094660,
            -1179256
        ],
        [
            43,
            57,
            28,
            43,
            57,
            28
        ],
        [
            45,
            59,
            32,
            45,
            59,
            32
        ],
        [
            40,
            56,
            23,
            40,
            56,
            23
        ],
        [
            5222,
            3471,
            1751,
            5222,
            3471,
            1751
        ],
        [
            71.580657,
            71.580657,
            145.247323,
            71.580657,
            71.580657,
            145.247323
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425868,
            -156710,
            -370597,
            -357696,
            -201150,
            -739841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5336,
    "evaluation_days": 1778.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1607904000000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759442168752,
    "expiration_time": 1764031104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 90,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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)