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Trade: THETA/USDT/360/VWMA/PSAR/2692

Strategy
THETA/USDT/360/VWMA/PSAR/2692
Pair
THETA_USDT
Interval
6h
Score
501650
Daily Profit
0.630710
Profit Factor
3.825398
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-09-29 03:13
Expiration Time
2025-12-08 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1455151.2739 1490841.2735 -35689.9996 266648.6865 297159.9307 -30511.2442
Total P&L (%) 1455.1513 1490.8413 -35.69 266.6487 297.1599 -30.5112
Avg Daily Profit (%) 0.6156 0.6307 -0.0151 0.055 0.0584 -0.0154
Buy And Hold Return (%) 409.0465 409.0465 409.0465 409.0465 409.0465 409.0465
Max Trade Drawdown -104549 -159816 -120028 -1154724 -1280399 -376591
Profit Factor 2.4692 3.8254 0.9229 1.0545 1.1052 0.9853
Total Trades 240 120 120 240 120 120
Winning Trades 106 54 52 106 54 52
Losing Trades 134 66 68 134 66 68
Profitability (%) 44.1667 45 43.3333 44.1667 45 43.3333
Ratio Avg Win / Avg Loss 3.1214 4.6755 1.2068 1.333 1.3508 1.2884
Largest Winning Trade 1360015 1360015 55172 1358169 1358169 264257
Largest Losing Trade -27587 -27587 -18442 -333187 -333187 -218044
Avg Bars in Trades 38 31 44 38 31 44
Avg Bars in Winners 54 44 65 54 44 65
Avg Bars in Losers 24 21 28 24 21 28
Bars Traded 9156 3805 5351 9156 3805 5351
Profit Streak 0 0 14.7591 0 0 14.7591
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456023 501650 -581350 -446888 -387753 -581350
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560232800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759104785806,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1455151.273851923,
            1490841.2734929102,
            -35689.9996409866,
            266648.6864591654,
            297159.930693024,
            -30511.2442338585
        ],
        [
            1455.151274,
            1490.841273,
            -35.69,
            266.648686,
            297.159931,
            -30.511244
        ],
        [
            0.615611,
            0.63071,
            -0.015099,
            0.05498,
            0.058364,
            -0.015398
        ],
        [
            409.046525,
            409.046525,
            409.046525,
            409.046525,
            409.046525,
            409.046525
        ],
        [
            -104549,
            -159816,
            -120028,
            -1154724,
            -1280399,
            -376591
        ],
        [
            2.469163,
            3.825398,
            0.922883,
            1.054481,
            1.105199,
            0.985257
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            134,
            66,
            68,
            134,
            66,
            68
        ],
        [
            44.166667,
            45,
            43.333333,
            44.166667,
            45,
            43.333333
        ],
        [
            3.121394,
            4.675487,
            1.206848,
            1.333024,
            1.350798,
            1.288413
        ],
        [
            1360015,
            1360015,
            55172,
            1358169,
            1358169,
            264257
        ],
        [
            -27587,
            -27587,
            -18442,
            -333187,
            -333187,
            -218044
        ],
        [
            38,
            31,
            44,
            38,
            31,
            44
        ],
        [
            54,
            44,
            65,
            54,
            44,
            65
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            9156,
            3805,
            5351,
            9156,
            3805,
            5351
        ],
        [
            0,
            0,
            14.759095,
            0,
            0,
            14.759095
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456023,
            501650,
            -581350,
            -446888,
            -387753,
            -581350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560232800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759104785806,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)