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Trade: ROSE/USDT/480/VWMA/PSAR/1101

Strategy
ROSE/USDT/480/VWMA/PSAR/1101
Pair
ROSE_USDT
Interval
8h
Score
341107
Daily Profit
0.221105
Profit Factor
1.414292
Profitability
47.239264
Streak
0.000000
Best Strategy
Training Data Length
1773.000000
Evaluation Time
2025-09-27 05:42
Expiration Time
2025-11-19 06:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 392019.1393 437619.2267 -45600.0875 -63996.7303 199949.8488 -263946.5791
Total P&L (%) 392.0191 437.6192 -45.6001 -63.9967 199.9498 -263.9466
Avg Daily Profit (%) 0.2211 0.2468 -0.0257 -0.0576 0.062 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -190560 -129808 -112441 -377040 -153926 -266358
Profit Factor 1.4143 2.1452 0.9192 0.9332 1.5238 0.5415
Total Trades 163 82 81 163 82 81
Winning Trades 77 37 40 77 37 40
Losing Trades 86 45 41 86 45 41
Profitability (%) 47.2393 45.122 49.3827 47.2393 45.122 49.3827
Ratio Avg Win / Avg Loss 1.5796 2.6091 0.9421 1.0422 1.8533 0.555
Largest Winning Trade 284207 284207 75563 281835 281835 44270
Largest Losing Trade -63772 -40935 -63772 -124374 -124374 -102170
Avg Bars in Trades 31 25 37 31 25 37
Avg Bars in Winners 45 31 58 45 31 58
Avg Bars in Losers 19 21 17 19 21 17
Bars Traded 5167 2116 3051 5167 2116 3051
Profit Streak 0 0 15.1131 0 0 15.1131
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341107 216879 -591903 -579330 -113690 -591903
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5319,
    "evaluation_days": 1773,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609459200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940969849,
    "expiration_time": 1763526816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            392019.1392594599,
            437619.2267262882,
            -45600.087466828,
            -63996.730286587,
            199949.8487821472,
            -263946.5790687341
        ],
        [
            392.019139,
            437.619227,
            -45.600087,
            -63.99673,
            199.949849,
            -263.946579
        ],
        [
            0.221105,
            0.246824,
            -0.025719,
            -0.057601,
            0.061973,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -190560,
            -129808,
            -112441,
            -377040,
            -153926,
            -266358
        ],
        [
            1.414292,
            2.14524,
            0.919166,
            0.933156,
            1.52381,
            0.541509
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            47.239264,
            45.121951,
            49.382716,
            47.239264,
            45.121951,
            49.382716
        ],
        [
            1.579599,
            2.609076,
            0.942145,
            1.042226,
            1.853283,
            0.555047
        ],
        [
            284207,
            284207,
            75563,
            281835,
            281835,
            44270
        ],
        [
            -63772,
            -40935,
            -63772,
            -124374,
            -124374,
            -102170
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            45,
            31,
            58,
            45,
            31,
            58
        ],
        [
            19,
            21,
            17,
            19,
            21,
            17
        ],
        [
            5167,
            2116,
            3051,
            5167,
            2116,
            3051
        ],
        [
            0,
            0,
            15.113077,
            0,
            0,
            15.113077
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341107,
            216879,
            -591903,
            -579330,
            -113690,
            -591903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5319,
    "evaluation_days": 1773,
    "actual_first_datapoint_time": 1605772800000,
    "first_datapoint_time": 1609459200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940969849,
    "expiration_time": 1763526816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)