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Trade: THETA/USDT/120/VWAP/T3/8559

Strategy
THETA/USDT/120/VWAP/T3/8559
Pair
THETA_USDT
Interval
2h
Score
483781
Daily Profit
0.250176
Profit Factor
1.996738
Profitability
50.000000
Streak
80.628996
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-28 16:05
Expiration Time
2025-12-12 13:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1684069.0045 32861.9467 -1716930.9512 322969.4816 18100413.4916 -17777444.01
Total P&L (%) -1684.069 32.8619 -1716.931 322.9695 18100.4135 -17777.444
Avg Daily Profit (%) -0.8086 0.0158 -0.8244 0.0693 0.2502 0
Buy And Hold Return (%) 546.908 546.908 546.908 546.908 546.908 546.908
Max Trade Drawdown -1742430 -170570 -1770850 -26840012 -8721013 -27554403
Profit Factor 0.3266 1.0934 0.2012 1.0063 1.9967 0.4661
Total Trades 205 102 103 205 102 103
Winning Trades 169 80 89 97 51 46
Losing Trades 36 22 14 108 51 57
Profitability (%) 82.439 78.4314 86.4078 47.3171 50 44.6602
Ratio Avg Win / Avg Loss 0.0696 0.3007 0.0316 1.1204 1.9967 0.5776
Largest Winning Trade 17008 17008 15123 13547425 13547425 5614443
Largest Losing Trade -1481184 -66278 -1481184 -4096441 -2482515 -4096441
Avg Bars in Trades 120 135 105 120 135 105
Avg Bars in Winners 40 47 33 146 170 119
Avg Bars in Losers 496 455 559 96 100 93
Bars Traded 24679 13826 10853 24679 13826 10853
Profit Streak 58.5457 80.629 58.5457 58.5457 80.629 58.5457
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573914 -451811 -574753 -478159 483781 -581619
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064745250,
    "expiration_time": 1765538985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 216,
            "offset": 0,
            "a": 0.1335
        }
    }
}
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": [
        [
            -1684069.004538789,
            32861.946705681,
            -1716930.9512444695,
            322969.4816175782,
            18100413.491576917,
            -17777444.009959344
        ],
        [
            -1684.069005,
            32.861947,
            -1716.930951,
            322.969482,
            18100.413492,
            -17777.44401
        ],
        [
            -0.80858,
            0.015778,
            -0.824358,
            0.069266,
            0.250176,
            0
        ],
        [
            546.907951,
            546.907951,
            546.907951,
            546.907951,
            546.907951,
            546.907951
        ],
        [
            -1742430,
            -170570,
            -1770850,
            -26840012,
            -8721013,
            -27554403
        ],
        [
            0.326649,
            1.093444,
            0.201186,
            1.006276,
            1.996738,
            0.466101
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            169,
            80,
            89,
            97,
            51,
            46
        ],
        [
            36,
            22,
            14,
            108,
            51,
            57
        ],
        [
            82.439024,
            78.431373,
            86.407767,
            47.317073,
            50,
            44.660194
        ],
        [
            0.069582,
            0.300697,
            0.031647,
            1.12039,
            1.996738,
            0.57756
        ],
        [
            17008,
            17008,
            15123,
            13547425,
            13547425,
            5614443
        ],
        [
            -1481184,
            -66278,
            -1481184,
            -4096441,
            -2482515,
            -4096441
        ],
        [
            120,
            135,
            105,
            120,
            135,
            105
        ],
        [
            40,
            47,
            33,
            146,
            170,
            119
        ],
        [
            496,
            455,
            559,
            96,
            100,
            93
        ],
        [
            24679,
            13826,
            10853,
            24679,
            13826,
            10853
        ],
        [
            58.545662,
            80.628996,
            58.545662,
            58.545663,
            80.628996,
            58.545663
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573914,
            -451811,
            -574753,
            -478159,
            483781,
            -581619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580594400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064745250,
    "expiration_time": 1765538985600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 216,
            "offset": 0,
            "a": 0.1335
        }
    }
}

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)