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Trade: THETA/USDT/240/VWAP/VWMA/4245

Strategy
THETA/USDT/240/VWAP/VWMA/4245
Pair
THETA_USDT
Interval
4h
Score
359542
Daily Profit
0.679579
Profit Factor
2.971775
Profitability
35.294118
Streak
0.000000
Best Strategy
Training Data Length
2368.500000
Evaluation Time
2025-10-04 10:57
Expiration Time
2025-12-14 07:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1609582.983 1645955.7011 -36372.7181 307990.1242 59832.6115 248157.5127
Total P&L (%) 1609.583 1645.9557 -36.3727 307.9901 59.8326 248.1575
Avg Daily Profit (%) 0.6796 0.6949 -0.0154 0.0594 0.0198 0.0527
Buy And Hold Return (%) 531.3732 531.3732 531.3732 531.3732 531.3732 531.3732
Max Trade Drawdown -249792 -221607 -135801 -1264281 -1023483 -322115
Profit Factor 2.9718 4.8576 0.9066 1.1202 1.0396 1.2361
Total Trades 187 94 93 187 94 93
Winning Trades 66 30 36 66 30 36
Losing Trades 121 64 57 121 64 57
Profitability (%) 35.2941 31.9149 38.7097 35.2941 31.9149 38.7097
Ratio Avg Win / Avg Loss 5.4483 10.3629 1.4355 2.0538 2.2179 1.9571
Largest Winning Trade 1461200 1461200 46047 991695 991695 365447
Largest Losing Trade -42308 -31269 -42308 -277238 -277238 -210841
Avg Bars in Trades 74 71 76 74 71 76
Avg Bars in Winners 125 132 118 125 132 118
Avg Bars in Losers 46 43 50 46 43 50
Bars Traded 13882 6737 7146 13882 6737 7146
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 359542 345521 -583807 -371290 -515349 -292231
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558180800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759564656195,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 228
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            1609582.982965742,
            1645955.7010639787,
            -36372.7180982372,
            307990.124157267,
            59832.6115021036,
            248157.5126551639
        ],
        [
            1609.582983,
            1645.955701,
            -36.372718,
            307.990124,
            59.832612,
            248.157513
        ],
        [
            0.679579,
            0.694936,
            -0.015357,
            0.059383,
            0.019802,
            0.052684
        ],
        [
            531.373215,
            531.373215,
            531.373215,
            531.373215,
            531.373215,
            531.373215
        ],
        [
            -249792,
            -221607,
            -135801,
            -1264281,
            -1023483,
            -322115
        ],
        [
            2.971775,
            4.857599,
            0.906649,
            1.120247,
            1.039622,
            1.236063
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            66,
            30,
            36,
            66,
            30,
            36
        ],
        [
            121,
            64,
            57,
            121,
            64,
            57
        ],
        [
            35.294118,
            31.914894,
            38.709677,
            35.294118,
            31.914894,
            38.709677
        ],
        [
            5.448254,
            10.362877,
            1.435527,
            2.053787,
            2.217861,
            1.957099
        ],
        [
            1461200,
            1461200,
            46047,
            991695,
            991695,
            365447
        ],
        [
            -42308,
            -31269,
            -42308,
            -277238,
            -277238,
            -210841
        ],
        [
            74,
            71,
            76,
            74,
            71,
            76
        ],
        [
            125,
            132,
            118,
            125,
            132,
            118
        ],
        [
            46,
            43,
            50,
            46,
            43,
            50
        ],
        [
            13882,
            6737,
            7146,
            13882,
            6737,
            7146
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359542,
            345521,
            -583807,
            -371290,
            -515349,
            -292231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558180800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759564656195,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 228
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)