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Trade: THETA/USDT/720/VWAP/BBL/8016

Strategy
THETA/USDT/720/VWAP/BBL/8016
Pair
THETA_USDT
Interval
12h
Score
309015
Daily Profit
0.212208
Profit Factor
1.224843
Profitability
44.767442
Streak
54.723053
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 20:21
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 -1680257.8955 -11724.1353 -1668533.7602 14782913.1356 -2301567.7612 17084480.8969
Total P&L (%) -1680.2579 -11.7241 -1668.5338 14782.9131 -2301.5678 17084.4809
Avg Daily Profit (%) -0.712 -0.005 -0.707 0.2122 0 0.2183
Buy And Hold Return (%) 682.5636 682.5636 682.5636 682.5636 682.5636 682.5636
Max Trade Drawdown -1897596 -75827 -1827615 -22717287 -8011232 -21779548
Profit Factor 0.333 0.9574 0.2565 1.2248 0.8869 1.3763
Total Trades 172 86 86 172 86 86
Winning Trades 121 53 68 77 39 38
Losing Trades 51 33 18 95 47 48
Profitability (%) 70.3488 61.6279 79.0698 44.7674 45.3488 44.186
Ratio Avg Win / Avg Loss 0.1404 0.5961 0.0679 1.5112 1.0688 1.7384
Largest Winning Trade 31768 20032 31768 29222850 2193622 29222850
Largest Losing Trade -1045783 -48312 -1045783 -21779548 -3227031 -21779548
Avg Bars in Trades 26 5 47 26 5 47
Avg Bars in Winners 14 3 22 28 5 51
Avg Bars in Losers 55 9 141 25 5 44
Bars Traded 4558 485 4073 4558 485 4073
Profit Streak 54.7231 0 57.2231 54.7231 0 57.2231
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576399 -579039 -576494 309015 -580966 281927
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556712000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993671792,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 1.61296
        }
    }
}
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": [
        [
            -1680257.8954720567,
            -11724.1353178815,
            -1668533.7601541756,
            14782913.135626327,
            -2301567.7612395394,
            17084480.896865875
        ],
        [
            -1680.257895,
            -11.724135,
            -1668.53376,
            14782.913136,
            -2301.567761,
            17084.480897
        ],
        [
            -0.711974,
            -0.004968,
            -0.707006,
            0.212208,
            0,
            0.218314
        ],
        [
            682.56357,
            682.56357,
            682.56357,
            682.56357,
            682.56357,
            682.56357
        ],
        [
            -1897596,
            -75827,
            -1827615,
            -22717287,
            -8011232,
            -21779548
        ],
        [
            0.33304,
            0.957383,
            0.256505,
            1.224843,
            0.886853,
            1.376257
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            121,
            53,
            68,
            77,
            39,
            38
        ],
        [
            51,
            33,
            18,
            95,
            47,
            48
        ],
        [
            70.348837,
            61.627907,
            79.069767,
            44.767442,
            45.348837,
            44.186047
        ],
        [
            0.140372,
            0.596106,
            0.067898,
            1.51117,
            1.068772,
            1.73843
        ],
        [
            31768,
            20032,
            31768,
            29222850,
            2193622,
            29222850
        ],
        [
            -1045783,
            -48312,
            -1045783,
            -21779548,
            -3227031,
            -21779548
        ],
        [
            26,
            5,
            47,
            26,
            5,
            47
        ],
        [
            14,
            3,
            22,
            28,
            5,
            51
        ],
        [
            55,
            9,
            141,
            25,
            5,
            44
        ],
        [
            4558,
            485,
            4073,
            4558,
            485,
            4073
        ],
        [
            54.723053,
            0,
            57.223053,
            54.723053,
            0,
            57.223053
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576399,
            -579039,
            -576494,
            309015,
            -580966,
            281927
        ]
    ]
}
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": 1556712000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993671792,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 1.61296
        }
    }
}

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)