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Trade: ROSE/USDT/720/ALMA/VWMA/8177

Strategy
ROSE/USDT/720/ALMA/VWMA/8177
Pair
ROSE_USDT
Interval
12h
Score
552941
Daily Profit
0.377981
Profit Factor
1.727456
Profitability
53.284672
Streak
80.843284
Best Strategy
Training Data Length
1776.000000
Evaluation Time
2025-09-29 23:14
Expiration Time
2025-11-21 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 671294.3471 536414.1038 134880.2433 775178.0466 1105465.9939 -330287.9473
Total P&L (%) 671.2943 536.4141 134.8802 775.178 1105.466 -330.2879
Avg Daily Profit (%) 0.378 0.302 0.0759 0.1222 0.1403 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175368 -111415 -80318 -4044565 -3420495 -1677543
Profit Factor 1.7275 2.1498 1.2956 1.0566 1.1502 0.9478
Total Trades 137 69 68 137 69 68
Winning Trades 73 33 40 73 33 40
Losing Trades 64 36 28 64 36 28
Profitability (%) 53.2847 47.8261 58.8235 53.2847 47.8261 58.8235
Ratio Avg Win / Avg Loss 1.5145 2.3452 0.9069 0.9264 1.2548 0.6635
Largest Winning Trade 111224 111224 48714 1397451 1397451 752496
Largest Losing Trade -68406 -60237 -68406 -1830858 -1830858 -1359265
Avg Bars in Trades 25 31 18 25 31 18
Avg Bars in Winners 24 31 19 24 31 19
Avg Bars in Losers 25 32 16 25 32 16
Bars Traded 3445 2192 1253 3445 2192 1253
Profit Streak 80.8433 81.8433 80.8433 80.8433 81.8433 80.8433
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552941 -88437 -199950 -186806 -162059 -687574
Evaluation Data
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608249600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176859747,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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": [
        [
            671294.3470526747,
            536414.1037845662,
            134880.2432681085,
            775178.0466409929,
            1105465.9938917684,
            -330287.9472507785
        ],
        [
            671.294347,
            536.414104,
            134.880243,
            775.178047,
            1105.465994,
            -330.287947
        ],
        [
            0.377981,
            0.302035,
            0.075946,
            0.122217,
            0.14027,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175368,
            -111415,
            -80318,
            -4044565,
            -3420495,
            -1677543
        ],
        [
            1.727456,
            2.149811,
            1.295613,
            1.056632,
            1.150243,
            0.947824
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            64,
            36,
            28,
            64,
            36,
            28
        ],
        [
            53.284672,
            47.826087,
            58.823529,
            53.284672,
            47.826087,
            58.823529
        ],
        [
            1.514482,
            2.345249,
            0.906929,
            0.926362,
            1.254811,
            0.663477
        ],
        [
            111224,
            111224,
            48714,
            1397451,
            1397451,
            752496
        ],
        [
            -68406,
            -60237,
            -68406,
            -1830858,
            -1830858,
            -1359265
        ],
        [
            25,
            31,
            18,
            25,
            31,
            18
        ],
        [
            24,
            31,
            19,
            24,
            31,
            19
        ],
        [
            25,
            32,
            16,
            25,
            32,
            16
        ],
        [
            3445,
            2192,
            1253,
            3445,
            2192,
            1253
        ],
        [
            80.843284,
            81.843284,
            80.843284,
            80.843284,
            81.843284,
            80.843284
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552941,
            -88437,
            -199950,
            -186806,
            -162059,
            -687574
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3552,
    "evaluation_days": 1776,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1608249600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176859747,
    "expiration_time": 1763750592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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)