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Trade: THETA/USDT/480/VWMA/ALMA/1895

Strategy
THETA/USDT/480/VWMA/ALMA/1895
Pair
THETA_USDT
Interval
8h
Score
543718
Daily Profit
0.731797
Profit Factor
3.152724
Profitability
43.548387
Streak
0.000000
Best Strategy
Training Data Length
2366.000000
Evaluation Time
2025-09-30 20:01
Expiration Time
2025-12-10 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1731431.6203 1746565.3046 -15133.6842 520090.4108 1218275.1282 -698184.7174
Total P&L (%) 1731.4316 1746.5653 -15.1337 520.0904 1218.2751 -698.1847
Avg Daily Profit (%) 0.7318 0.7382 -0.0064 0.0772 0.1091 0
Buy And Hold Return (%) 345.363 345.363 345.363 345.363 345.363 345.363
Max Trade Drawdown -148198 -141712 -89998 -4224978 -3193458 -2892092
Profit Factor 3.1527 5.5061 0.9637 1.043 1.2212 0.8939
Total Trades 124 62 62 124 62 62
Winning Trades 54 24 30 54 24 30
Losing Trades 70 38 32 70 38 32
Profitability (%) 43.5484 38.7097 48.3871 43.5484 38.7097 48.3871
Ratio Avg Win / Avg Loss 4.0869 8.7179 1.0279 1.3521 1.9336 0.9535
Largest Winning Trade 1476609 1476609 66846 3688713 3688713 1793563
Largest Losing Trade -46313 -27580 -46313 -1925304 -1052923 -1925304
Avg Bars in Trades 55 44 65 55 44 65
Avg Bars in Winners 71 72 69 71 72 69
Avg Bars in Losers 42 27 61 42 27 61
Bars Traded 6834 2781 4053 6834 2781 4053
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 543718 -139340 -733918 -275084 -207756 -735585
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7098,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559174400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251668453,
    "expiration_time": 1765380672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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": [
        [
            1731431.6203264266,
            1746565.304564452,
            -15133.6842380247,
            520090.4108157542,
            1218275.1282246362,
            -698184.7174088843
        ],
        [
            1731.43162,
            1746.565305,
            -15.133684,
            520.090411,
            1218.275128,
            -698.184717
        ],
        [
            0.731797,
            0.738193,
            -0.006396,
            0.077151,
            0.109058,
            0
        ],
        [
            345.363024,
            345.363024,
            345.363024,
            345.363024,
            345.363024,
            345.363024
        ],
        [
            -148198,
            -141712,
            -89998,
            -4224978,
            -3193458,
            -2892092
        ],
        [
            3.152724,
            5.50605,
            0.963681,
            1.043025,
            1.221227,
            0.893912
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            43.548387,
            38.709677,
            48.387097,
            43.548387,
            38.709677,
            48.387097
        ],
        [
            4.086865,
            8.717913,
            1.027927,
            1.35207,
            1.933609,
            0.953506
        ],
        [
            1476609,
            1476609,
            66846,
            3688713,
            3688713,
            1793563
        ],
        [
            -46313,
            -27580,
            -46313,
            -1925304,
            -1052923,
            -1925304
        ],
        [
            55,
            44,
            65,
            55,
            44,
            65
        ],
        [
            71,
            72,
            69,
            71,
            72,
            69
        ],
        [
            42,
            27,
            61,
            42,
            27,
            61
        ],
        [
            6834,
            2781,
            4053,
            6834,
            2781,
            4053
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543718,
            -139340,
            -733918,
            -275084,
            -207756,
            -735585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7098,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559174400000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759251668453,
    "expiration_time": 1765380672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 17,
            "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)