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Trade: THETA/USDT/480/VWMA/HILO/7507

Strategy
THETA/USDT/480/VWMA/HILO/7507
Pair
THETA_USDT
Interval
8h
Score
501622
Daily Profit
0.664494
Profit Factor
3.539971
Profitability
43.396226
Streak
0.000000
Best Strategy
Training Data Length
2361.670000
Evaluation Time
2025-09-26 14:17
Expiration Time
2025-12-06 06:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1569314.4342 1532464.5688 36849.8654 1681646.1988 594501.9054 1087144.2935
Total P&L (%) 1569.3144 1532.4646 36.8499 1681.6462 594.5019 1087.1443
Avg Daily Profit (%) 0.6645 0.6489 0.0156 0.122 0.0821 0.1048
Buy And Hold Return (%) 427.1246 427.1246 427.1246 427.1246 427.1246 427.1246
Max Trade Drawdown -113366 -112887 -117865 -3789862 -2391451 -1541907
Profit Factor 3.54 6.1738 1.1146 1.2014 1.1337 1.2785
Total Trades 106 53 53 106 53 53
Winning Trades 46 18 28 46 18 28
Losing Trades 60 35 25 60 35 25
Profitability (%) 43.3962 33.9623 52.8302 43.3962 33.9623 52.8302
Ratio Avg Win / Avg Loss 4.6174 12.0045 0.9951 1.567 2.2044 1.1415
Largest Winning Trade 1283387 1283387 59814 1866405 1560461 1866405
Largest Losing Trade -45093 -30725 -45093 -1288154 -1288154 -1193430
Avg Bars in Trades 64 47 81 64 47 81
Avg Bars in Winners 99 95 101 99 95 101
Avg Bars in Losers 37 22 59 37 22 59
Bars Traded 6827 2501 4326 6827 2501 4326
Profit Streak 0 0 11.137 0 0 11.137
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 501622 -168755 -613001 -33659 -385712 -235246
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7085,
    "evaluation_days": 2361.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561190400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885432784,
    "expiration_time": 1764995040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1569314.4341792713,
            1532464.568753298,
            36849.8654259729,
            1681646.19884624,
            594501.9053590843,
            1087144.2934871567
        ],
        [
            1569.314434,
            1532.464569,
            36.849865,
            1681.646199,
            594.501905,
            1087.144293
        ],
        [
            0.664494,
            0.64889,
            0.015603,
            0.122027,
            0.082095,
            0.104817
        ],
        [
            427.124635,
            427.124635,
            427.124635,
            427.124635,
            427.124635,
            427.124635
        ],
        [
            -113366,
            -112887,
            -117865,
            -3789862,
            -2391451,
            -1541907
        ],
        [
            3.539971,
            6.173754,
            1.114566,
            1.201379,
            1.133696,
            1.278471
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            43.396226,
            33.962264,
            52.830189,
            43.396226,
            33.962264,
            52.830189
        ],
        [
            4.617354,
            12.004521,
            0.995148,
            1.567017,
            2.204409,
            1.141492
        ],
        [
            1283387,
            1283387,
            59814,
            1866405,
            1560461,
            1866405
        ],
        [
            -45093,
            -30725,
            -45093,
            -1288154,
            -1288154,
            -1193430
        ],
        [
            64,
            47,
            81,
            64,
            47,
            81
        ],
        [
            99,
            95,
            101,
            99,
            95,
            101
        ],
        [
            37,
            22,
            59,
            37,
            22,
            59
        ],
        [
            6827,
            2501,
            4326,
            6827,
            2501,
            4326
        ],
        [
            0,
            0,
            11.136953,
            0,
            0,
            11.136954
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501622,
            -168755,
            -613001,
            -33659,
            -385712,
            -235246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7085,
    "evaluation_days": 2361.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561190400000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758885432784,
    "expiration_time": 1764995040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)