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Trade: ROSE/USDT/480/VWMA/LINREG/8325

Strategy
ROSE/USDT/480/VWMA/LINREG/8325
Pair
ROSE_USDT
Interval
8h
Score
330835
Daily Profit
0.269790
Profit Factor
4.026527
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
1779.670000
Evaluation Time
2025-10-04 02:54
Expiration Time
2025-11-26 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607011.1529 480137.8144 126873.3386 1463561.4835 769180.7132 694380.7703
Total P&L (%) 607.0112 480.1378 126.8733 1463.5615 769.1807 694.3808
Avg Daily Profit (%) 0.3411 0.2698 0.0713 0.1546 0.1216 0.1165
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -87740 -69572 -50688 -765306 -532466 -413363
Profit Factor 2.5438 4.0265 1.5409 1.5822 1.7238 1.4785
Total Trades 63 32 31 63 32 31
Winning Trades 23 11 12 23 11 12
Losing Trades 40 21 19 40 21 19
Profitability (%) 36.5079 34.375 38.7097 36.5079 34.375 38.7097
Ratio Avg Win / Avg Loss 4.424 7.687 2.4398 2.7517 3.2909 2.341
Largest Winning Trade 168538 168538 77454 809571 522702 809571
Largest Losing Trade -50688 -24997 -50688 -277928 -181334 -277928
Avg Bars in Trades 81 64 100 81 64 100
Avg Bars in Winners 173 133 210 173 133 210
Avg Bars in Losers 29 28 30 29 28 30
Bars Traded 5160 2060 3100 5160 2060 3100
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 -142431 330835 -99516 -145955 -33127 -39179
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609459200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535682428,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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": [
        [
            607011.152923169,
            480137.8143542233,
            126873.3385689458,
            1463561.4835283118,
            769180.7132196814,
            694380.7703086309
        ],
        [
            607.011153,
            480.137814,
            126.873339,
            1463.561484,
            769.180713,
            694.38077
        ],
        [
            0.341081,
            0.26979,
            0.07129,
            0.154617,
            0.121578,
            0.116516
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -87740,
            -69572,
            -50688,
            -765306,
            -532466,
            -413363
        ],
        [
            2.5438,
            4.026527,
            1.540923,
            1.582217,
            1.72378,
            1.478538
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            36.507937,
            34.375,
            38.709677,
            36.507937,
            34.375,
            38.709677
        ],
        [
            4.423999,
            7.687006,
            2.439795,
            2.751682,
            3.290853,
            2.341019
        ],
        [
            168538,
            168538,
            77454,
            809571,
            522702,
            809571
        ],
        [
            -50688,
            -24997,
            -50688,
            -277928,
            -181334,
            -277928
        ],
        [
            81,
            64,
            100,
            81,
            64,
            100
        ],
        [
            173,
            133,
            210,
            173,
            133,
            210
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            5160,
            2060,
            3100,
            5160,
            2060,
            3100
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142431,
            330835,
            -99516,
            -145955,
            -33127,
            -39179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5339,
    "evaluation_days": 1779.67,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609459200000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535682428,
    "expiration_time": 1764120096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 22,
            "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)