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Trade: THETA/USDT/120/VWMA/BBU/4287

Strategy
THETA/USDT/120/VWMA/BBU/4287
Pair
THETA_USDT
Interval
2h
Score
467928
Daily Profit
0.778859
Profit Factor
2.108647
Profitability
42.694064
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 22:24
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1621973.6445 1684847.0603 -62873.4158 53575.4013 1551653.7505 -1498078.3491
Total P&L (%) 1621.9736 1684.8471 -62.8734 53.5754 1551.6538 -1498.0783
Avg Daily Profit (%) 0.7789 0.8091 -0.0302 0.0206 0.1348 0
Buy And Hold Return (%) 618.0952 618.0952 618.0952 618.0952 618.0952 618.0952
Max Trade Drawdown -246160 -154089 -102776 -3582723 -2253672 -1655015
Profit Factor 2.1086 3.0187 0.8999 1.0036 1.1871 0.7658
Total Trades 438 219 219 438 219 219
Winning Trades 187 83 104 187 83 104
Losing Trades 251 136 115 251 136 115
Profitability (%) 42.6941 37.8995 47.4886 42.6941 37.8995 47.4886
Ratio Avg Win / Avg Loss 2.8303 4.9463 0.9951 1.3471 1.9452 0.8468
Largest Winning Trade 1403571 1403571 20263 2492186 2492186 309604
Largest Losing Trade -42525 -42525 -36772 -647504 -586143 -647504
Avg Bars in Trades 55 83 27 55 83 27
Avg Bars in Winners 75 138 25 75 138 25
Avg Bars in Losers 41 50 29 41 50 29
Bars Traded 24465 18388 6077 24465 18388 6077
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467928 412923 -580886 -548180 -33967 -580886

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758828294214,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 4.75976
        }
    }
}
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": [
        [
            1621973.6444785323,
            1684847.0603216933,
            -62873.415843161,
            53575.4013442856,
            1551653.750461715,
            -1498078.3491174288
        ],
        [
            1621.973644,
            1684.84706,
            -62.873416,
            53.575401,
            1551.65375,
            -1498.078349
        ],
        [
            0.778859,
            0.80905,
            -0.030191,
            0.020603,
            0.134754,
            0
        ],
        [
            618.095238,
            618.095238,
            618.095238,
            618.095238,
            618.095238,
            618.095238
        ],
        [
            -246160,
            -154089,
            -102776,
            -3582723,
            -2253672,
            -1655015
        ],
        [
            2.108647,
            3.018688,
            0.899946,
            1.003647,
            1.187116,
            0.765806
        ],
        [
            438,
            219,
            219,
            438,
            219,
            219
        ],
        [
            187,
            83,
            104,
            187,
            83,
            104
        ],
        [
            251,
            136,
            115,
            251,
            136,
            115
        ],
        [
            42.694064,
            37.899543,
            47.488584,
            42.694064,
            37.899543,
            47.488584
        ],
        [
            2.830323,
            4.946284,
            0.995133,
            1.347142,
            1.945155,
            0.846805
        ],
        [
            1403571,
            1403571,
            20263,
            2492186,
            2492186,
            309604
        ],
        [
            -42525,
            -42525,
            -36772,
            -647504,
            -586143,
            -647504
        ],
        [
            55,
            83,
            27,
            55,
            83,
            27
        ],
        [
            75,
            138,
            25,
            75,
            138,
            25
        ],
        [
            41,
            50,
            29,
            41,
            50,
            29
        ],
        [
            24465,
            18388,
            6077,
            24465,
            18388,
            6077
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467928,
            412923,
            -580886,
            -548180,
            -33967,
            -580886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758828294214,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 4.75976
        }
    }
}

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)