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Trade: THETA/USDT/720/VWAP/DCM/1757

Strategy
THETA/USDT/720/VWAP/DCM/1757
Pair
THETA_USDT
Interval
12h
Score
465297
Daily Profit
0.174950
Profit Factor
2.308997
Profitability
63.265306
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 07:48
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 -1980552.6202 46406.0039 -2026958.6241 -375104.0643 -6463176.0118 6088071.9475
Total P&L (%) -1980.5526 46.406 -2026.9586 -375.1041 -6463.176 6088.0719
Avg Daily Profit (%) -0.8392 0.0197 -0.8589 0 0 0.175
Buy And Hold Return (%) 553.3229 553.3229 553.3229 553.3229 553.3229 553.3229
Max Trade Drawdown -2134995 -107830 -2125032 -13163139 -10727097 -3695392
Profit Factor 0.2069 1.208 0.1087 0.9776 0.4666 2.309
Total Trades 97 48 49 97 48 49
Winning Trades 84 42 42 62 31 31
Losing Trades 13 6 7 35 17 18
Profitability (%) 86.5979 87.5 85.7143 63.9175 64.5833 63.2653
Ratio Avg Win / Avg Loss 0.032 0.1726 0.0181 0.5519 0.2559 1.3407
Largest Winning Trade 29592 29592 23455 4143479 1562725 4143479
Largest Losing Trade -1901043 -83671 -1901043 -10629107 -10629107 -2796867
Avg Bars in Trades 46 60 31 46 60 31
Avg Bars in Winners 14 18 10 32 35 30
Avg Bars in Losers 252 361 158 69 108 33
Bars Traded 4466 2925 1541 4466 2925 1541
Profit Streak 74.2005 74.2005 280.2005 0 0 0
Trades During Streak 13 6 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574017 -328282 -574735 -578715 -578798 465297

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1565352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862125340,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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": [
        [
            -1980552.6201951685,
            46406.0039009354,
            -2026958.624096104,
            -375104.0643120765,
            -6463176.011767109,
            6088071.947455031
        ],
        [
            -1980.55262,
            46.406004,
            -2026.958624,
            -375.104064,
            -6463.176012,
            6088.071947
        ],
        [
            -0.839217,
            0.019664,
            -0.858881,
            0,
            0,
            0.17495
        ],
        [
            553.322936,
            553.322936,
            553.322936,
            553.322936,
            553.322936,
            553.322936
        ],
        [
            -2134995,
            -107830,
            -2125032,
            -13163139,
            -10727097,
            -3695392
        ],
        [
            0.206944,
            1.207983,
            0.108733,
            0.977629,
            0.466581,
            2.308997
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            84,
            42,
            42,
            62,
            31,
            31
        ],
        [
            13,
            6,
            7,
            35,
            17,
            18
        ],
        [
            86.597938,
            87.5,
            85.714286,
            63.917526,
            64.583333,
            63.265306
        ],
        [
            0.032027,
            0.172569,
            0.018122,
            0.551887,
            0.255867,
            1.340708
        ],
        [
            29592,
            29592,
            23455,
            4143479,
            1562725,
            4143479
        ],
        [
            -1901043,
            -83671,
            -1901043,
            -10629107,
            -10629107,
            -2796867
        ],
        [
            46,
            60,
            31,
            46,
            60,
            31
        ],
        [
            14,
            18,
            10,
            32,
            35,
            30
        ],
        [
            252,
            361,
            158,
            69,
            108,
            33
        ],
        [
            4466,
            2925,
            1541,
            4466,
            2925,
            1541
        ],
        [
            74.200525,
            74.200525,
            280.200525,
            0,
            0,
            0
        ],
        [
            13,
            6,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574017,
            -328282,
            -574735,
            -578715,
            -578798,
            465297
        ]
    ]
}
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": 1565352000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862125340,
    "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": "dcm",
        "factors": {
            "length": 244,
            "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)