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Trade: THETA/USDT/240/VWMA/DEMA/5416

Strategy
THETA/USDT/240/VWMA/DEMA/5416
Pair
THETA_USDT
Interval
4h
Score
504151
Daily Profit
0.773108
Profit Factor
8.420024
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2367.000000
Evaluation Time
2025-10-02 23:38
Expiration Time
2025-12-12 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1997833.6185 1829947.0587 167886.5598 27001399.1652 12178130.897 14823268.2682
Total P&L (%) 1997.8336 1829.9471 167.8866 27001.3992 12178.1309 14823.2683
Avg Daily Profit (%) 0.844 0.7731 0.0709 0.237 0.2034 0.2117
Buy And Hold Return (%) 771.1944 771.1944 771.1944 771.1944 771.1944 771.1944
Max Trade Drawdown -97521 -142103 -45318 -9758133 -10106532 -5339861
Profit Factor 5.9917 8.42 2.0929 1.6407 1.4356 2.0448
Total Trades 75 38 37 75 38 37
Winning Trades 35 16 19 35 16 19
Losing Trades 40 22 18 40 22 18
Profitability (%) 46.6667 42.1053 51.3514 46.6667 42.1053 51.3514
Ratio Avg Win / Avg Loss 6.8476 11.5775 1.9828 1.875 1.9739 1.9372
Largest Winning Trade 1458160 1458160 64980 13877844 11195571 13877844
Largest Losing Trade -32024 -32024 -19016 -5339861 -4063443 -5339861
Avg Bars in Trades 185 159 212 185 159 212
Avg Bars in Winners 287 275 298 287 275 298
Avg Bars in Losers 96 74 122 96 74 122
Bars Traded 13915 6049 7866 13915 6049 7866
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 -44322 504151 -259853 -51113 253201 439383
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14202,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557259200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437500584,
    "expiration_time": 1765556064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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": [
        [
            1997833.618477535,
            1829947.0586899917,
            167886.5597875428,
            27001399.165205378,
            12178130.896955587,
            14823268.268249776
        ],
        [
            1997.833618,
            1829.947059,
            167.88656,
            27001.399165,
            12178.130897,
            14823.268268
        ],
        [
            0.844036,
            0.773108,
            0.070928,
            0.236958,
            0.203435,
            0.211694
        ],
        [
            771.194379,
            771.194379,
            771.194379,
            771.194379,
            771.194379,
            771.194379
        ],
        [
            -97521,
            -142103,
            -45318,
            -9758133,
            -10106532,
            -5339861
        ],
        [
            5.991684,
            8.420024,
            2.092943,
            1.640653,
            1.435563,
            2.044838
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            46.666667,
            42.105263,
            51.351351,
            46.666667,
            42.105263,
            51.351351
        ],
        [
            6.847638,
            11.577533,
            1.982788,
            1.875032,
            1.973899,
            1.937215
        ],
        [
            1458160,
            1458160,
            64980,
            13877844,
            11195571,
            13877844
        ],
        [
            -32024,
            -32024,
            -19016,
            -5339861,
            -4063443,
            -5339861
        ],
        [
            185,
            159,
            212,
            185,
            159,
            212
        ],
        [
            287,
            275,
            298,
            287,
            275,
            298
        ],
        [
            96,
            74,
            122,
            96,
            74,
            122
        ],
        [
            13915,
            6049,
            7866,
            13915,
            6049,
            7866
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44322,
            504151,
            -259853,
            -51113,
            253201,
            439383
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14202,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557259200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437500584,
    "expiration_time": 1765556064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 110,
            "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)