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Trade: THETA/USDT/720/VWAP/SINWMA/4745

Strategy
THETA/USDT/720/VWAP/SINWMA/4745
Pair
THETA_USDT
Interval
12h
Score
460912
Daily Profit
0.186792
Profit Factor
1.894206
Profitability
61.445783
Streak
78.200524
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 07:48
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1524142.4606 91343.3622 -1615485.8228 438614.4782 8079236.5269 -7640622.0487
Total P&L (%) -1524.1425 91.3434 -1615.4858 438.6145 8079.2365 -7640.622
Avg Daily Profit (%) -0.6458 0.0387 -0.6845 0.0714 0.1868 0
Buy And Hold Return (%) 387.8996 387.8996 387.8996 387.8996 387.8996 387.8996
Max Trade Drawdown -1775455 -111499 -1780254 -11898627 -2641110 -13325304
Profit Factor 0.373 1.2615 0.2239 1.0178 1.8942 0.5103
Total Trades 166 83 83 166 83 83
Winning Trades 132 62 70 96 51 45
Losing Trades 34 21 13 70 32 38
Profitability (%) 79.5181 74.6988 84.3373 57.8313 61.4458 54.2169
Ratio Avg Win / Avg Loss 0.0961 0.4273 0.0416 0.7421 1.1885 0.431
Largest Winning Trade 29592 29592 19760 6871438 6871438 2999937
Largest Losing Trade -1443490 -66228 -1443490 -3219374 -1395050 -3219374
Avg Bars in Trades 27 30 24 27 30 24
Avg Bars in Winners 10 12 8 26 30 22
Avg Bars in Losers 92 82 109 28 30 26
Bars Traded 4558 2533 2025 4558 2533 2025
Profit Streak 55.2005 78.2005 55.2005 55.2005 78.2005 55.2005
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574060 -304684 -575261 -421727 460912 -579302

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862125287,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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": [
        [
            -1524142.4606187302,
            91343.3621992979,
            -1615485.8228180285,
            438614.4782078487,
            8079236.526869971,
            -7640622.048662121
        ],
        [
            -1524.142461,
            91.343362,
            -1615.485823,
            438.614478,
            8079.236527,
            -7640.622049
        ],
        [
            -0.645823,
            0.038705,
            -0.684528,
            0.071374,
            0.186792,
            0
        ],
        [
            387.899573,
            387.899573,
            387.899573,
            387.899573,
            387.899573,
            387.899573
        ],
        [
            -1775455,
            -111499,
            -1780254,
            -11898627,
            -2641110,
            -13325304
        ],
        [
            0.372964,
            1.261519,
            0.223858,
            1.017801,
            1.894206,
            0.510348
        ],
        [
            166,
            83,
            83,
            166,
            83,
            83
        ],
        [
            132,
            62,
            70,
            96,
            51,
            45
        ],
        [
            34,
            21,
            13,
            70,
            32,
            38
        ],
        [
            79.518072,
            74.698795,
            84.337349,
            57.831325,
            61.445783,
            54.216867
        ],
        [
            0.096067,
            0.427289,
            0.041574,
            0.742147,
            1.188521,
            0.43096
        ],
        [
            29592,
            29592,
            19760,
            6871438,
            6871438,
            2999937
        ],
        [
            -1443490,
            -66228,
            -1443490,
            -3219374,
            -1395050,
            -3219374
        ],
        [
            27,
            30,
            24,
            27,
            30,
            24
        ],
        [
            10,
            12,
            8,
            26,
            30,
            22
        ],
        [
            92,
            82,
            109,
            28,
            30,
            26
        ],
        [
            4558,
            2533,
            2025,
            4558,
            2533,
            2025
        ],
        [
            55.200524,
            78.200524,
            55.200524,
            55.200524,
            78.200524,
            55.200524
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574060,
            -304684,
            -575261,
            -421727,
            460912,
            -579302
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862125287,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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)