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Trade: THETA/USDT/360/VWAP/SINWMA/6667

Strategy
THETA/USDT/360/VWAP/SINWMA/6667
Pair
THETA_USDT
Interval
6h
Score
463726
Daily Profit
0.197990
Profit Factor
1.933475
Profitability
50.515464
Streak
77.901193
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-25 18:37
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1842419.6911 -3643.4796 -1838776.2115 111028.5124 10537449.5611 -10426421.0487
Total P&L (%) -1842.4197 -3.6435 -1838.7762 111.0285 10537.4496 -10426.421
Avg Daily Profit (%) -0.7809 -0.0015 -0.7793 0.0317 0.198 0
Buy And Hold Return (%) 507.8194 507.8194 507.8194 507.8194 507.8194 507.8194
Max Trade Drawdown -1939758 -140566 -1923549 -16737486 -3307524 -18214178
Profit Factor 0.3017 0.9899 0.1932 1.0033 1.9335 0.5274
Total Trades 194 97 97 194 97 97
Winning Trades 150 71 79 96 49 47
Losing Trades 44 26 18 98 48 50
Profitability (%) 77.3196 73.1959 81.4433 49.4845 50.5155 48.4536
Ratio Avg Win / Avg Loss 0.0885 0.3625 0.044 1.0242 1.894 0.5611
Largest Winning Trade 17261 16104 17261 9895349 9895349 4686394
Largest Losing Trade -1567783 -66429 -1567783 -3579463 -1629419 -3579463
Avg Bars in Trades 46 51 42 46 51 42
Avg Bars in Winners 15 16 14 50 55 44
Avg Bars in Losers 155 149 164 43 48 39
Bars Traded 9116 5031 4085 9116 5031 4085
Profit Streak 41.1512 77.9012 41.1512 41.1512 77.9012 41.1512
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574652 -576371 -575341 -530856 463726 -580249

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558872000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814663086,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "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": [
        [
            -1842419.6910830871,
            -3643.479618094,
            -1838776.2114649932,
            111028.5123987506,
            10537449.56111567,
            -10426421.048716923
        ],
        [
            -1842.419691,
            -3.64348,
            -1838.776211,
            111.028512,
            10537.449561,
            -10426.421049
        ],
        [
            -0.780852,
            -0.001544,
            -0.779308,
            0.031657,
            0.19799,
            0
        ],
        [
            507.819428,
            507.819428,
            507.819428,
            507.819428,
            507.819428,
            507.819428
        ],
        [
            -1939758,
            -140566,
            -1923549,
            -16737486,
            -3307524,
            -18214178
        ],
        [
            0.301681,
            0.989858,
            0.193202,
            1.003329,
            1.933475,
            0.527387
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            150,
            71,
            79,
            96,
            49,
            47
        ],
        [
            44,
            26,
            18,
            98,
            48,
            50
        ],
        [
            77.319588,
            73.195876,
            81.443299,
            49.484536,
            50.515464,
            48.453608
        ],
        [
            0.088493,
            0.362483,
            0.044021,
            1.024232,
            1.894016,
            0.56105
        ],
        [
            17261,
            16104,
            17261,
            9895349,
            9895349,
            4686394
        ],
        [
            -1567783,
            -66429,
            -1567783,
            -3579463,
            -1629419,
            -3579463
        ],
        [
            46,
            51,
            42,
            46,
            51,
            42
        ],
        [
            15,
            16,
            14,
            50,
            55,
            44
        ],
        [
            155,
            149,
            164,
            43,
            48,
            39
        ],
        [
            9116,
            5031,
            4085,
            9116,
            5031,
            4085
        ],
        [
            41.151193,
            77.901193,
            41.151193,
            41.151193,
            77.901193,
            41.151193
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574652,
            -576371,
            -575341,
            -530856,
            463726,
            -580249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558872000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814663086,
    "expiration_time": 1764831024000,
    "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": 186,
            "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)