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Trade: THETA/USDT/720/VWAP/DCM/5990

Strategy
THETA/USDT/720/VWAP/DCM/5990
Pair
THETA_USDT
Interval
12h
Score
498614
Daily Profit
0.169038
Profit Factor
2.376085
Profitability
61.224490
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 14:58
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 -2009559.7462 31956.4344 -2041516.1805 -304503.9345 -5588062.7879 5283558.8534
Total P&L (%) -2009.5597 31.9564 -2041.5162 -304.5039 -5588.0628 5283.5589
Avg Daily Profit (%) -0.8515 0.0135 -0.865 0 0 0.169
Buy And Hold Return (%) 534.1997 534.1997 534.1997 534.1997 534.1997 534.1997
Max Trade Drawdown -2164003 -111140 -2139589 -10700444 -8751609 -2919373
Profit Factor 0.1987 1.1375 0.1028 0.9783 0.4522 2.3761
Total Trades 97 48 49 97 48 49
Winning Trades 82 41 41 60 30 30
Losing Trades 15 7 8 37 18 19
Profitability (%) 84.5361 85.4167 83.6735 61.8557 62.5 61.2245
Ratio Avg Win / Avg Loss 0.0364 0.1942 0.0201 0.6033 0.2713 1.5049
Largest Winning Trade 29592 29592 18120 4143479 1271957 4143479
Largest Losing Trade -1901043 -83671 -1901043 -8651405 -8651405 -2217569
Avg Bars in Trades 46 60 31 46 60 31
Avg Bars in Winners 13 16 10 32 34 31
Avg Bars in Losers 222 318 139 67 105 32
Bars Traded 4466 2924 1542 4466 2924 1542
Profit Streak 75.4991 75.4991 281.4991 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 -574219 -405456 -574934 -578982 -579068 498614
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1565179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974325291,
    "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": 240,
            "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": [
        [
            -2009559.7461615906,
            31956.4343782338,
            -2041516.1805398245,
            -304503.9345005922,
            -5588062.7878748765,
            5283558.853374281
        ],
        [
            -2009.559746,
            31.956434,
            -2041.516181,
            -304.503935,
            -5588.062788,
            5283.558853
        ],
        [
            -0.851508,
            0.013541,
            -0.865049,
            0,
            0,
            0.169038
        ],
        [
            534.19968,
            534.19968,
            534.19968,
            534.19968,
            534.19968,
            534.19968
        ],
        [
            -2164003,
            -111140,
            -2139589,
            -10700444,
            -8751609,
            -2919373
        ],
        [
            0.198732,
            1.137495,
            0.102849,
            0.978313,
            0.452203,
            2.376085
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            82,
            41,
            41,
            60,
            30,
            30
        ],
        [
            15,
            7,
            8,
            37,
            18,
            19
        ],
        [
            84.536082,
            85.416667,
            83.673469,
            61.85567,
            62.5,
            61.22449
        ],
        [
            0.036353,
            0.194206,
            0.020068,
            0.603293,
            0.271322,
            1.504854
        ],
        [
            29592,
            29592,
            18120,
            4143479,
            1271957,
            4143479
        ],
        [
            -1901043,
            -83671,
            -1901043,
            -8651405,
            -8651405,
            -2217569
        ],
        [
            46,
            60,
            31,
            46,
            60,
            31
        ],
        [
            13,
            16,
            10,
            32,
            34,
            31
        ],
        [
            222,
            318,
            139,
            67,
            105,
            32
        ],
        [
            4466,
            2924,
            1542,
            4466,
            2924,
            1542
        ],
        [
            75.499135,
            75.499135,
            281.499135,
            0,
            0,
            0
        ],
        [
            13,
            6,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574219,
            -405456,
            -574934,
            -578982,
            -579068,
            498614
        ]
    ]
}
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": 1565179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974325291,
    "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": 240,
            "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)