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Trade: THETA/USDT/720/VWMA/HILO/3360

Strategy
THETA/USDT/720/VWMA/HILO/3360
Pair
THETA_USDT
Interval
12h
Score
621879
Daily Profit
0.938366
Profit Factor
4.448216
Profitability
44.628099
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-03 23:26
Expiration Time
2025-12-13 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2222988.9848 2062864.6041 160124.3806 20675503.7322 -11427266.9588 32102770.6909
Total P&L (%) 2222.989 2062.8646 160.1244 20675.5037 -11427.267 32102.7707
Avg Daily Profit (%) 0.9384 0.8708 0.0676 0.2255 0 0.2441
Buy And Hold Return (%) 476.8498 476.8498 476.8498 476.8498 476.8498 476.8498
Max Trade Drawdown -127989 -125862 -92649 -181639542 -135232723 -95249174
Profit Factor 4.4482 7.6971 1.4756 1.0498 0.9424 1.1481
Total Trades 121 61 60 121 61 60
Winning Trades 54 24 30 54 24 30
Losing Trades 67 37 30 67 37 30
Profitability (%) 44.6281 39.3443 50 44.6281 39.3443 50
Ratio Avg Win / Avg Loss 5.5191 11.8664 1.4756 1.3026 1.4528 1.1481
Largest Winning Trade 1616056 1616056 67753 67759147 67759147 63372729
Largest Losing Trade -43470 -25772 -43470 -68927418 -37394762 -68927418
Avg Bars in Trades 38 28 47 38 28 47
Avg Bars in Winners 47 41 52 47 41 52
Avg Bars in Losers 30 20 42 30 20 42
Bars Traded 4613 1760 2853 4613 1760 2853
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 621879 -146000 -436484 -159237 -744935 -218360
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559217600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759523178310,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            2222988.984754355,
            2062864.604125217,
            160124.3806291383,
            20675503.732158765,
            -11427266.958773449,
            32102770.69093218
        ],
        [
            2222.988985,
            2062.864604,
            160.124381,
            20675.503732,
            -11427.266959,
            32102.770691
        ],
        [
            0.938366,
            0.870774,
            0.067592,
            0.225512,
            0,
            0.244056
        ],
        [
            476.849806,
            476.849806,
            476.849806,
            476.849806,
            476.849806,
            476.849806
        ],
        [
            -127989,
            -125862,
            -92649,
            -181639542,
            -135232723,
            -95249174
        ],
        [
            4.448216,
            7.697126,
            1.475632,
            1.04982,
            0.942366,
            1.148121
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            44.628099,
            39.344262,
            50,
            44.628099,
            39.344262,
            50
        ],
        [
            5.519082,
            11.866403,
            1.475632,
            1.302554,
            1.452813,
            1.148121
        ],
        [
            1616056,
            1616056,
            67753,
            67759147,
            67759147,
            63372729
        ],
        [
            -43470,
            -25772,
            -43470,
            -68927418,
            -37394762,
            -68927418
        ],
        [
            38,
            28,
            47,
            38,
            28,
            47
        ],
        [
            47,
            41,
            52,
            47,
            41,
            52
        ],
        [
            30,
            20,
            42,
            30,
            20,
            42
        ],
        [
            4613,
            1760,
            2853,
            4613,
            1760,
            2853
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            621879,
            -146000,
            -436484,
            -159237,
            -744935,
            -218360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559217600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759523178310,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)