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Trade: ROSE/USDT/720/KCB/VWMA/4541

Strategy
ROSE/USDT/720/KCB/VWMA/4541
Pair
ROSE_USDT
Interval
12h
Score
533239
Daily Profit
0.221469
Profit Factor
2.947839
Profitability
56.666667
Streak
106.930320
Best Strategy
Training Data Length
1771.000000
Evaluation Time
2025-09-27 01:19
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 452923.4868 392221.7385 60701.7483 243824.1375 411760.7193 -167936.5819
Total P&L (%) 452.9235 392.2217 60.7017 243.8241 411.7607 -167.9366
Avg Daily Profit (%) 0.2557 0.2215 0.0343 0.0698 0.0922 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127696 -55170 -95448 -498578 -186046 -421111
Profit Factor 1.9843 2.9478 1.2346 1.1813 1.7194 0.7826
Total Trades 61 30 31 61 30 31
Winning Trades 31 17 14 31 17 14
Losing Trades 30 13 17 30 13 17
Profitability (%) 50.8197 56.6667 45.1613 50.8197 56.6667 45.1613
Ratio Avg Win / Avg Loss 1.9203 2.2542 1.4991 1.1432 1.3149 0.9503
Largest Winning Trade 170861 170861 79575 325081 325081 122321
Largest Losing Trade -51625 -36262 -51625 -249389 -146013 -249389
Avg Bars in Trades 55 58 51 55 58 51
Avg Bars in Winners 74 72 76 74 72 76
Avg Bars in Losers 35 40 31 35 40 31
Bars Traded 3366 1759 1607 3366 1759 1607
Profit Streak 74.4303 106.9303 74.4303 74.4303 106.9303 74.4303
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153060 533239 -149405 -285830 -66302 -582141

Evaluation Data

{
    "trading_pair": "ROSE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3542,
    "evaluation_days": 1771,
    "actual_first_datapoint_time": 1605744000000,
    "first_datapoint_time": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925179648,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            452923.4867980871,
            392221.7385075896,
            60701.7482904978,
            243824.1374651013,
            411760.7193245467,
            -167936.5818594456
        ],
        [
            452.923487,
            392.221739,
            60.701748,
            243.824137,
            411.760719,
            -167.936582
        ],
        [
            0.255744,
            0.221469,
            0.034275,
            0.069757,
            0.092233,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127696,
            -55170,
            -95448,
            -498578,
            -186046,
            -421111
        ],
        [
            1.984317,
            2.947839,
            1.234571,
            1.181292,
            1.719449,
            0.782634
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            50.819672,
            56.666667,
            45.16129,
            50.819672,
            56.666667,
            45.16129
        ],
        [
            1.920306,
            2.25423,
            1.499122,
            1.143185,
            1.314873,
            0.950342
        ],
        [
            170861,
            170861,
            79575,
            325081,
            325081,
            122321
        ],
        [
            -51625,
            -36262,
            -51625,
            -249389,
            -146013,
            -249389
        ],
        [
            55,
            58,
            51,
            55,
            58,
            51
        ],
        [
            74,
            72,
            76,
            74,
            72,
            76
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            3366,
            1759,
            1607,
            3366,
            1759,
            1607
        ],
        [
            74.43032,
            106.93032,
            74.43032,
            74.43032,
            106.93032,
            74.43032
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153060,
            533239,
            -149405,
            -285830,
            -66302,
            -582141
        ]
    ]
}
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": 1607817600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758925179648,
    "expiration_time": 1763305632000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 49,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)