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Trade: THETA/USDT/240/DCM/VWMA/3134

Strategy
THETA/USDT/240/DCM/VWMA/3134
Pair
THETA_USDT
Interval
4h
Score
420406
Daily Profit
0.767651
Profit Factor
3.656840
Profitability
36.585366
Streak
0.000000
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-28 09:37
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1810758.9788 1728966.4425 81792.5362 6362203.2713 4272550.8953 2089652.376
Total P&L (%) 1810.759 1728.9664 81.7925 6362.2033 4272.5509 2089.6524
Avg Daily Profit (%) 0.7677 0.733 0.0347 0.1769 0.1603 0.1309
Buy And Hold Return (%) 608.1142 608.1142 608.1142 608.1142 608.1142 608.1142
Max Trade Drawdown -83826 -96446 -98552 -3645423 -3130891 -2439875
Profit Factor 3.6568 6.0529 1.241 1.3447 1.4478 1.2344
Total Trades 123 62 61 123 62 61
Winning Trades 45 20 25 45 20 25
Losing Trades 78 42 36 78 42 36
Profitability (%) 36.5854 32.2581 40.9836 36.5854 32.2581 40.9836
Ratio Avg Win / Avg Loss 6.3385 12.7111 1.7871 2.3308 3.0404 1.7775
Largest Winning Trade 1308989 1308989 65325 3834662 3834662 3705034
Largest Losing Trade -26260 -20040 -26260 -1380880 -1191564 -1380880
Avg Bars in Trades 113 94 132 113 94 132
Avg Bars in Winners 231 212 246 231 212 246
Avg Bars in Losers 44 37 53 44 37 53
Bars Traded 13920 5832 8088 13920 5832 8088
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420406 -143486 -476980 159038 -151561 -185214
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759041438384,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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": [
        [
            1810758.978769665,
            1728966.4425278122,
            81792.5362418533,
            6362203.271286149,
            4272550.895325869,
            2089652.375960277
        ],
        [
            1810.758979,
            1728.966443,
            81.792536,
            6362.203271,
            4272.550895,
            2089.652376
        ],
        [
            0.767651,
            0.732976,
            0.034675,
            0.176878,
            0.16029,
            0.130927
        ],
        [
            608.1142,
            608.1142,
            608.1142,
            608.1142,
            608.1142,
            608.1142
        ],
        [
            -83826,
            -96446,
            -98552,
            -3645423,
            -3130891,
            -2439875
        ],
        [
            3.65684,
            6.052906,
            1.24101,
            1.344702,
            1.447789,
            1.234379
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            36.585366,
            32.258065,
            40.983607,
            36.585366,
            32.258065,
            40.983607
        ],
        [
            6.338522,
            12.711103,
            1.787055,
            2.330817,
            3.040358,
            1.777506
        ],
        [
            1308989,
            1308989,
            65325,
            3834662,
            3834662,
            3705034
        ],
        [
            -26260,
            -20040,
            -26260,
            -1380880,
            -1191564,
            -1380880
        ],
        [
            113,
            94,
            132,
            113,
            94,
            132
        ],
        [
            231,
            212,
            246,
            231,
            212,
            246
        ],
        [
            44,
            37,
            53,
            44,
            37,
            53
        ],
        [
            13920,
            5832,
            8088,
            13920,
            5832,
            8088
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420406,
            -143486,
            -476980,
            159038,
            -151561,
            -185214
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759041438384,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 16,
            "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)