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Trade: THETA/USDT/720/OHLC4/VWMA/1241

Strategy
THETA/USDT/720/OHLC4/VWMA/1241
Pair
THETA_USDT
Interval
12h
Score
351942
Daily Profit
0.148586
Profit Factor
2.059350
Profitability
58.620690
Streak
22.851519
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 -1641453.4177 -22635.9981 -1618817.4196 -86588.2366 3269600.2268 -3356188.4634
Total P&L (%) -1641.4534 -22.636 -1618.8174 -86.5882 3269.6002 -3356.1885
Avg Daily Profit (%) -0.6929 -0.0096 -0.6833 -0.0848 0.1486 0
Buy And Hold Return (%) 476.8498 476.8498 476.8498 476.8498 476.8498 476.8498
Max Trade Drawdown -1776458 -158676 -1711945 -4251292 -1092043 -5047464
Profit Factor 0.3039 0.9406 0.1812 0.9902 2.0594 0.4122
Total Trades 174 87 87 174 87 87
Winning Trades 132 63 69 98 51 47
Losing Trades 42 24 18 76 36 40
Profitability (%) 75.8621 72.4138 79.3103 56.3218 58.6207 54.023
Ratio Avg Win / Avg Loss 0.0967 0.3583 0.0473 0.7679 1.4537 0.3508
Largest Winning Trade 15504 15504 13618 2083134 2083134 1102187
Largest Losing Trade -1321725 -65860 -1321725 -1346478 -448258 -1346478
Avg Bars in Trades 26 31 21 26 31 21
Avg Bars in Winners 10 12 8 28 33 22
Avg Bars in Losers 75 80 69 23 28 19
Bars Traded 4557 2716 1841 4557 2716 1841
Profit Streak 22.8515 22.8515 41.3515 22.8515 22.8515 41.3515
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574770 -577369 -575757 -577303 351942 -579312
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": 1759523171263,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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": [
        [
            -1641453.4177166775,
            -22635.9981475371,
            -1618817.4195691405,
            -86588.2366017209,
            3269600.226786319,
            -3356188.4633880393
        ],
        [
            -1641.453418,
            -22.635998,
            -1618.81742,
            -86.588237,
            3269.600227,
            -3356.188463
        ],
        [
            -0.692889,
            -0.009555,
            -0.683334,
            -0.084769,
            0.148586,
            0
        ],
        [
            476.849806,
            476.849806,
            476.849806,
            476.849806,
            476.849806,
            476.849806
        ],
        [
            -1776458,
            -158676,
            -1711945,
            -4251292,
            -1092043,
            -5047464
        ],
        [
            0.303903,
            0.940601,
            0.181172,
            0.990156,
            2.05935,
            0.412183
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            132,
            63,
            69,
            98,
            51,
            47
        ],
        [
            42,
            24,
            18,
            76,
            36,
            40
        ],
        [
            75.862069,
            72.413793,
            79.310345,
            56.321839,
            58.62069,
            54.022989
        ],
        [
            0.096696,
            0.358324,
            0.047262,
            0.767876,
            1.453659,
            0.350794
        ],
        [
            15504,
            15504,
            13618,
            2083134,
            2083134,
            1102187
        ],
        [
            -1321725,
            -65860,
            -1321725,
            -1346478,
            -448258,
            -1346478
        ],
        [
            26,
            31,
            21,
            26,
            31,
            21
        ],
        [
            10,
            12,
            8,
            28,
            33,
            22
        ],
        [
            75,
            80,
            69,
            23,
            28,
            19
        ],
        [
            4557,
            2716,
            1841,
            4557,
            2716,
            1841
        ],
        [
            22.851519,
            22.851519,
            41.351519,
            22.851519,
            22.851519,
            41.351519
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574770,
            -577369,
            -575757,
            -577303,
            351942,
            -579312
        ]
    ]
}
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": 1759523171263,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "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)