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Trade: THETA/USDT/360/VWAP/JMA/6226

Strategy
THETA/USDT/360/VWAP/JMA/6226
Pair
THETA_USDT
Interval
6h
Score
367081
Daily Profit
0.627421
Profit Factor
2.532714
Profitability
39.843750
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-09-29 00:54
Expiration Time
2025-12-08 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1483065.7179 1683450.0803 -200384.3624 -92848.8549 316668.4612 -409517.316
Total P&L (%) 1483.0657 1683.4501 -200.3844 -92.8489 316.6685 -409.5173
Avg Daily Profit (%) 0.6274 0.7122 -0.0848 -0.1115 0.0604 0
Buy And Hold Return (%) 430.022 430.022 430.022 430.022 430.022 430.022
Max Trade Drawdown -335986 -222918 -266697 -1280224 -475225 -899154
Profit Factor 2.5327 4.8499 0.6222 0.9433 1.5479 0.6131
Total Trades 128 64 64 128 64 64
Winning Trades 51 26 25 51 26 25
Losing Trades 77 38 39 77 38 39
Profitability (%) 39.8438 40.625 39.0625 39.8438 40.625 39.0625
Ratio Avg Win / Avg Loss 3.8239 7.0884 0.9706 1.4241 2.2622 0.9564
Largest Winning Trade 1618483 1618483 62754 800560 800560 436822
Largest Losing Trade -63474 -35709 -63474 -649403 -144835 -649403
Avg Bars in Trades 72 69 74 72 69 74
Avg Bars in Winners 92 87 97 92 87 97
Avg Bars in Losers 58 57 59 58 57 59
Bars Traded 9220 4452 4768 9220 4452 4768
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 367081 -125301 -724489 -582721 -418453 -724489
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559390400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759096457091,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 210,
            "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": [
        [
            1483065.717881965,
            1683450.0803005334,
            -200384.3624185682,
            -92848.8548532182,
            316668.4611601259,
            -409517.316013344
        ],
        [
            1483.065718,
            1683.45008,
            -200.384362,
            -92.848855,
            316.668461,
            -409.517316
        ],
        [
            0.627421,
            0.712195,
            -0.084774,
            -0.111536,
            0.060394,
            0
        ],
        [
            430.021958,
            430.021958,
            430.021958,
            430.021958,
            430.021958,
            430.021958
        ],
        [
            -335986,
            -222918,
            -266697,
            -1280224,
            -475225,
            -899154
        ],
        [
            2.532714,
            4.84994,
            0.62216,
            0.943259,
            1.54785,
            0.613059
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            39.84375,
            40.625,
            39.0625,
            39.84375,
            40.625,
            39.0625
        ],
        [
            3.823901,
            7.088373,
            0.970569,
            1.424136,
            2.262243,
            0.956371
        ],
        [
            1618483,
            1618483,
            62754,
            800560,
            800560,
            436822
        ],
        [
            -63474,
            -35709,
            -63474,
            -649403,
            -144835,
            -649403
        ],
        [
            72,
            69,
            74,
            72,
            69,
            74
        ],
        [
            92,
            87,
            97,
            92,
            87,
            97
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            9220,
            4452,
            4768,
            9220,
            4452,
            4768
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            367081,
            -125301,
            -724489,
            -582721,
            -418453,
            -724489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559390400000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759096457091,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 210,
            "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)