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Trade: THETA/USDT/360/DCM/VWMA/5851

Strategy
THETA/USDT/360/DCM/VWMA/5851
Pair
THETA_USDT
Interval
6h
Score
513627
Daily Profit
0.571421
Profit Factor
3.260665
Profitability
50.515464
Streak
0.000000
Best Strategy
Training Data Length
2370.250000
Evaluation Time
2025-10-05 10:20
Expiration Time
2025-12-15 10:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1354411.7324 1154507.7535 199903.9789 43831276.9475 11632729.2671 32198547.6804
Total P&L (%) 1354.4117 1154.5078 199.904 43831.2769 11632.7293 32198.5477
Avg Daily Profit (%) 0.5714 0.4871 0.0843 0.2571 0.2012 0.2441
Buy And Hold Return (%) 529.2945 529.2945 529.2945 529.2945 529.2945 529.2945
Max Trade Drawdown -132247 -106905 -52291 -50016187 -43381532 -20140266
Profit Factor 3.2607 4.3264 1.7931 1.2296 1.1008 1.4269
Total Trades 97 49 48 97 49 48
Winning Trades 49 25 24 49 25 24
Losing Trades 48 24 24 48 24 24
Profitability (%) 50.5155 51.0204 50 50.5155 51.0204 50
Ratio Avg Win / Avg Loss 3.1941 4.1534 1.7931 1.2045 1.0567 1.4269
Largest Winning Trade 385992 385992 65575 30061391 27049555 30061391
Largest Losing Trade -52291 -36143 -52291 -22618688 -22618688 -19029765
Avg Bars in Trades 95 80 110 95 80 110
Avg Bars in Winners 127 109 146 127 109 146
Avg Bars in Losers 63 50 75 63 50 75
Bars Traded 9277 3951 5325 9277 3951 5325
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 513627 444249 -242642 306160 -101419 337037
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558202400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648858687,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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": [
        [
            1354411.7323537664,
            1154507.7534772812,
            199903.9788764857,
            43831276.94751267,
            11632729.26706966,
            32198547.68044301
        ],
        [
            1354.411732,
            1154.507753,
            199.903979,
            43831.276948,
            11632.729267,
            32198.54768
        ],
        [
            0.571421,
            0.487083,
            0.084339,
            0.257063,
            0.201234,
            0.244053
        ],
        [
            529.294453,
            529.294453,
            529.294453,
            529.294453,
            529.294453,
            529.294453
        ],
        [
            -132247,
            -106905,
            -52291,
            -50016187,
            -43381532,
            -20140266
        ],
        [
            3.260665,
            4.326435,
            1.793111,
            1.229622,
            1.100755,
            1.426873
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            50.515464,
            51.020408,
            50,
            50.515464,
            51.020408,
            50
        ],
        [
            3.194121,
            4.153378,
            1.793111,
            1.204528,
            1.056725,
            1.426873
        ],
        [
            385992,
            385992,
            65575,
            30061391,
            27049555,
            30061391
        ],
        [
            -52291,
            -36143,
            -52291,
            -22618688,
            -22618688,
            -19029765
        ],
        [
            95,
            80,
            110,
            95,
            80,
            110
        ],
        [
            127,
            109,
            146,
            127,
            109,
            146
        ],
        [
            63,
            50,
            75,
            63,
            50,
            75
        ],
        [
            9277,
            3951,
            5325,
            9277,
            3951,
            5325
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513627,
            444249,
            -242642,
            306160,
            -101419,
            337037
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558202400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648858687,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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)