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Trade: THETA/USDT/720/HILO/VWMA/2286

Strategy
THETA/USDT/720/HILO/VWMA/2286
Pair
THETA_USDT
Interval
12h
Score
346807
Daily Profit
0.172405
Profit Factor
1.797824
Profitability
45.637584
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 18:22
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 692448.8826 711590.2508 -19141.3682 246632.3597 5727922.8247 -5481290.4651
Total P&L (%) 692.4489 711.5903 -19.1414 246.6324 5727.9228 -5481.2905
Avg Daily Profit (%) 0.2934 0.3015 -0.0081 0.0527 0.1724 0
Buy And Hold Return (%) 643.8832 643.8832 643.8832 643.8832 643.8832 643.8832
Max Trade Drawdown -225476 -155563 -191746 -7069075 -2312621 -6309704
Profit Factor 1.4789 1.873 0.9697 1.0148 1.7978 0.4236
Total Trades 299 149 150 299 149 150
Winning Trades 150 68 82 150 68 82
Losing Trades 149 81 68 149 81 68
Profitability (%) 50.1672 45.6376 54.6667 50.1672 45.6376 54.6667
Ratio Avg Win / Avg Loss 1.469 2.231 0.8041 1.008 2.1415 0.3513
Largest Winning Trade 206938 206938 44376 4361644 4361644 280006
Largest Losing Trade -64211 -52028 -64211 -4666409 -695638 -4666409
Avg Bars in Trades 15 23 7 15 23 7
Avg Bars in Winners 16 26 8 16 26 8
Avg Bars in Losers 14 20 6 14 20 6
Bars Traded 4608 3475 1133 4608 3475 1133
Profit Streak 7.1405 0 7.6405 7.1405 0 7.6405
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129752 -122181 -578987 -490060 346807 -578987

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556236800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900141083,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            692448.8825578619,
            711590.2507809941,
            -19141.3682231325,
            246632.3596514323,
            5727922.824738283,
            -5481290.465086849
        ],
        [
            692.448883,
            711.590251,
            -19.141368,
            246.63236,
            5727.922825,
            -5481.290465
        ],
        [
            0.293411,
            0.301521,
            -0.008111,
            0.052687,
            0.172405,
            0
        ],
        [
            643.883189,
            643.883189,
            643.883189,
            643.883189,
            643.883189,
            643.883189
        ],
        [
            -225476,
            -155563,
            -191746,
            -7069075,
            -2312621,
            -6309704
        ],
        [
            1.478881,
            1.87298,
            0.969658,
            1.014778,
            1.797824,
            0.423636
        ],
        [
            299,
            149,
            150,
            299,
            149,
            150
        ],
        [
            150,
            68,
            82,
            150,
            68,
            82
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            50.167224,
            45.637584,
            54.666667,
            50.167224,
            45.637584,
            54.666667
        ],
        [
            1.469021,
            2.231049,
            0.804106,
            1.008012,
            2.141525,
            0.351308
        ],
        [
            206938,
            206938,
            44376,
            4361644,
            4361644,
            280006
        ],
        [
            -64211,
            -52028,
            -64211,
            -4666409,
            -695638,
            -4666409
        ],
        [
            15,
            23,
            7,
            15,
            23,
            7
        ],
        [
            16,
            26,
            8,
            16,
            26,
            8
        ],
        [
            14,
            20,
            6,
            14,
            20,
            6
        ],
        [
            4608,
            3475,
            1133,
            4608,
            3475,
            1133
        ],
        [
            7.140522,
            0,
            7.640522,
            7.140522,
            0,
            7.640522
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129752,
            -122181,
            -578987,
            -490060,
            346807,
            -578987
        ]
    ]
}
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": 1556236800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900141083,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)