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Trade: ROSE/USDT/720/HILO/VWAP/1466

Strategy
ROSE/USDT/720/HILO/VWAP/1466
Pair
ROSE_USDT
Interval
12h
Score
386018
Daily Profit
0.327544
Profit Factor
1.658306
Profitability
40.101523
Streak
33.660921
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-26 18:51
Expiration Time
2025-11-16 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580081.2154 421858.2109 158223.0045 2316994.3675 700464.6568 1616529.7107
Total P&L (%) 580.0812 421.8582 158.223 2316.9944 700.4647 1616.5297
Avg Daily Profit (%) 0.3275 0.2382 0.0893 0.18 0.1175 0.1607
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67012 -76843 -60597 -1653034 -1936527 -782854
Profit Factor 1.6583 1.9053 1.3811 1.2202 1.1204 1.3435
Total Trades 197 99 98 197 99 98
Winning Trades 79 37 42 79 37 42
Losing Trades 118 62 56 118 62 56
Profitability (%) 40.1015 37.3737 42.8571 40.1015 37.3737 42.8571
Ratio Avg Win / Avg Loss 2.477 3.1926 1.8415 1.8226 1.8775 1.7914
Largest Winning Trade 116275 116275 66760 660479 660479 608443
Largest Losing Trade -21382 -21382 -20995 -633751 -340947 -633751
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 31 34 27 31 34 27
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 3506 1850 1657 3506 1850 1657
Profit Streak 33.6609 33.6609 35.1609 33.6609 33.6609 35.1609
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 386018 258612 -74244 253018 -127022 248837

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901903604,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            580081.2153947051,
            421858.2109077229,
            158223.0044869821,
            2316994.3674689583,
            700464.656802409,
            1616529.7106665494
        ],
        [
            580.081215,
            421.858211,
            158.223004,
            2316.994367,
            700.464657,
            1616.529711
        ],
        [
            0.327544,
            0.238203,
            0.089341,
            0.18001,
            0.117518,
            0.160653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67012,
            -76843,
            -60597,
            -1653034,
            -1936527,
            -782854
        ],
        [
            1.658306,
            1.905253,
            1.381113,
            1.22021,
            1.120431,
            1.343546
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            40.101523,
            37.373737,
            42.857143,
            40.101523,
            37.373737,
            42.857143
        ],
        [
            2.476964,
            3.192586,
            1.841484,
            1.822592,
            1.877478,
            1.791394
        ],
        [
            116275,
            116275,
            66760,
            660479,
            660479,
            608443
        ],
        [
            -21382,
            -21382,
            -20995,
            -633751,
            -340947,
            -633751
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            31,
            34,
            27,
            31,
            34,
            27
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            3506,
            1850,
            1657,
            3506,
            1850,
            1657
        ],
        [
            33.660921,
            33.660921,
            35.160921,
            33.660921,
            33.660921,
            35.160921
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386018,
            258612,
            -74244,
            253018,
            -127022,
            248837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1606824000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901903604,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)