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Trade: ROSE/USDT/480/SUPERTREND/VWMA/2644

Strategy
ROSE/USDT/480/SUPERTREND/VWMA/2644
Pair
ROSE_USDT
Interval
8h
Score
333685
Daily Profit
0.166478
Profit Factor
1.378829
Profitability
60.000000
Streak
138.902071
Best Strategy
Training Data Length
1786.670000
Evaluation Time
2025-10-11 00:38
Expiration Time
2025-12-03 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297440.9976 261286.6248 36154.3728 -46436.7619 -159.6634 -46277.0984
Total P&L (%) 297.441 261.2866 36.1544 -46.4368 -0.1597 -46.2771
Avg Daily Profit (%) 0.1665 0.1462 0.0202 -0.0349 -0.0001 -0.0348
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162925 -121344 -101566 -102157 -70942 -68740
Profit Factor 1.3788 1.6165 1.1001 0.8978 0.9994 0.7742
Total Trades 110 55 55 110 55 55
Winning Trades 66 32 34 66 32 34
Losing Trades 44 23 21 44 23 21
Profitability (%) 60 58.1818 61.8182 60 58.1818 61.8182
Ratio Avg Win / Avg Loss 0.9192 1.1618 0.6795 0.5985 0.7183 0.4782
Largest Winning Trade 88126 88126 45060 51034 51034 25552
Largest Losing Trade -78492 -78492 -52109 -52109 -49139 -52109
Avg Bars in Trades 46 69 22 46 69 22
Avg Bars in Winners 38 54 24 38 54 24
Avg Bars in Losers 56 90 19 56 90 19
Bars Traded 5065 3819 1246 5065 3819 1246
Profit Streak 138.9021 138.9021 311.2354 138.9021 138.9021 311.2354
Trades During Streak 6 3 7 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333685 -173511 -457327 -577742 -758421 -757594
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5360,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609488000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760132338907,
    "expiration_time": 1764743040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 3.87268
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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": [
        [
            297440.9975789401,
            261286.6247728222,
            36154.3728061179,
            -46436.7618649116,
            -159.6634196097,
            -46277.0984453019
        ],
        [
            297.440998,
            261.286625,
            36.154373,
            -46.436762,
            -0.159663,
            -46.277098
        ],
        [
            0.166478,
            0.146242,
            0.020236,
            -0.034936,
            -8.9e-5,
            -0.03477
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162925,
            -121344,
            -101566,
            -102157,
            -70942,
            -68740
        ],
        [
            1.378829,
            1.616461,
            1.100065,
            0.897797,
            0.99936,
            0.77415
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            60,
            58.181818,
            61.818182,
            60,
            58.181818,
            61.818182
        ],
        [
            0.919219,
            1.161831,
            0.679452,
            0.598531,
            0.71829,
            0.478151
        ],
        [
            88126,
            88126,
            45060,
            51034,
            51034,
            25552
        ],
        [
            -78492,
            -78492,
            -52109,
            -52109,
            -49139,
            -52109
        ],
        [
            46,
            69,
            22,
            46,
            69,
            22
        ],
        [
            38,
            54,
            24,
            38,
            54,
            24
        ],
        [
            56,
            90,
            19,
            56,
            90,
            19
        ],
        [
            5065,
            3819,
            1246,
            5065,
            3819,
            1246
        ],
        [
            138.902071,
            138.902071,
            311.235404,
            138.902071,
            138.902071,
            311.235404
        ],
        [
            6,
            3,
            7,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333685,
            -173511,
            -457327,
            -577742,
            -758421,
            -757594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5360,
    "evaluation_days": 1786.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609488000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760132338907,
    "expiration_time": 1764743040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 4,
            "offset": 0,
            "multiplier": 3.87268
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "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)