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Trade: THETA/USDT/240/VWAP/KCU/1355

Strategy
THETA/USDT/240/VWAP/KCU/1355
Pair
THETA_USDT
Interval
4h
Score
387642
Daily Profit
0.149860
Profit Factor
1.639570
Profitability
72.277228
Streak
0.000000
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-25 15:01
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 171863.9668 372043.613 -200179.6462 -106087.1902 3320203.3382 -3426290.5284
Total P&L (%) 171.864 372.0436 -200.1796 -106.0872 3320.2033 -3426.2905
Avg Daily Profit (%) 0.0729 0.1577 -0.0849 0 0.1499 0
Buy And Hold Return (%) 515.46 515.46 515.46 515.46 515.46 515.46
Max Trade Drawdown -360107 -190114 -294708 -2991656 -2352615 -4102595
Profit Factor 1.1139 1.455 0.7105 0.9912 1.6396 0.4983
Total Trades 405 202 203 405 202 203
Winning Trades 292 155 137 282 146 136
Losing Trades 113 47 66 123 56 67
Profitability (%) 72.0988 76.7327 67.4877 69.6296 72.2772 66.9951
Ratio Avg Win / Avg Loss 0.4311 0.4412 0.3423 0.4323 0.6289 0.2455
Largest Winning Trade 30905 30905 14994 411724 411724 211164
Largest Losing Trade -114198 -66889 -114198 -1494341 -1181835 -1494341
Avg Bars in Trades 34 57 11 34 57 11
Avg Bars in Winners 13 20 5 22 37 7
Avg Bars in Losers 87 178 21 60 110 18
Bars Traded 13885 11640 2245 13885 11640 2245
Profit Streak 16.1675 16.1675 65.1675 0 0 0
Trades During Streak 5 2 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -351791 -154116 -576177 -576116 387642 -577789

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1555646400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801669540,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            171863.9667763501,
            372043.6129914817,
            -200179.6462151311,
            -106087.1901658771,
            3320203.338200278,
            -3426290.5283661536
        ],
        [
            171.863967,
            372.043613,
            -200.179646,
            -106.08719,
            3320.203338,
            -3426.290528
        ],
        [
            0.07286,
            0.157724,
            -0.084864,
            0,
            0.14986,
            0
        ],
        [
            515.459962,
            515.459962,
            515.459962,
            515.459962,
            515.459962,
            515.459962
        ],
        [
            -360107,
            -190114,
            -294708,
            -2991656,
            -2352615,
            -4102595
        ],
        [
            1.113881,
            1.45503,
            0.710527,
            0.991175,
            1.63957,
            0.49834
        ],
        [
            405,
            202,
            203,
            405,
            202,
            203
        ],
        [
            292,
            155,
            137,
            282,
            146,
            136
        ],
        [
            113,
            47,
            66,
            123,
            56,
            67
        ],
        [
            72.098765,
            76.732673,
            67.487685,
            69.62963,
            72.277228,
            66.995074
        ],
        [
            0.431057,
            0.441203,
            0.342298,
            0.432321,
            0.628876,
            0.245506
        ],
        [
            30905,
            30905,
            14994,
            411724,
            411724,
            211164
        ],
        [
            -114198,
            -66889,
            -114198,
            -1494341,
            -1181835,
            -1494341
        ],
        [
            34,
            57,
            11,
            34,
            57,
            11
        ],
        [
            13,
            20,
            5,
            22,
            37,
            7
        ],
        [
            87,
            178,
            21,
            60,
            110,
            18
        ],
        [
            13885,
            11640,
            2245,
            13885,
            11640,
            2245
        ],
        [
            16.167471,
            16.167471,
            65.167471,
            0,
            0,
            0
        ],
        [
            5,
            2,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -351791,
            -154116,
            -576177,
            -576116,
            387642,
            -577789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1555646400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758801669540,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)