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Trade: THETA/USDT/240/VWMA/BBM/8904

Strategy
THETA/USDT/240/VWMA/BBM/8904
Pair
THETA_USDT
Interval
4h
Score
478368
Daily Profit
0.683009
Profit Factor
6.246147
Profitability
38.461538
Streak
0.000000
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-09-29 19:53
Expiration Time
2025-12-09 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1713430.2897 1614633.0186 98797.2712 7534409.4315 3426573.1847 4107836.2467
Total P&L (%) 1713.4303 1614.633 98.7973 7534.4094 3426.5732 4107.8362
Avg Daily Profit (%) 0.7248 0.683 0.0418 0.1836 0.1508 0.1583
Buy And Hold Return (%) 505.7133 505.7133 505.7133 505.7133 505.7133 505.7133
Max Trade Drawdown -135815 -154943 -44635 -9846158 -10333159 -3321142
Profit Factor 4.2633 6.2461 1.4547 1.2345 1.1629 1.3702
Total Trades 77 39 38 77 39 38
Winning Trades 33 15 18 33 15 18
Losing Trades 44 24 20 44 24 20
Profitability (%) 42.8571 38.4615 47.3684 42.8571 38.4615 47.3684
Ratio Avg Win / Avg Loss 5.6843 9.9938 1.6163 1.6459 1.8606 1.5225
Largest Winning Trade 1221302 1221302 66176 10346280 10346280 5037258
Largest Losing Trade -29551 -29551 -25051 -3501825 -3501825 -1561081
Avg Bars in Trades 180 156 205 180 156 205
Avg Bars in Winners 275 264 284 275 264 284
Avg Bars in Losers 109 88 133 109 88 133
Bars Traded 13909 6109 7800 13909 6109 7800
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 -32043 478368 -301731 -40363 -37272 298630
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14184,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558036800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164784376,
    "expiration_time": 1765289088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 4.65342
        }
    }
}
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": [
        [
            1713430.2897058965,
            1614633.0185528614,
            98797.271153035,
            7534409.431476757,
            3426573.184734012,
            4107836.246742742
        ],
        [
            1713.43029,
            1614.633019,
            98.797271,
            7534.409431,
            3426.573185,
            4107.836247
        ],
        [
            0.724801,
            0.683009,
            0.041792,
            0.183554,
            0.150829,
            0.158312
        ],
        [
            505.713278,
            505.713278,
            505.713278,
            505.713278,
            505.713278,
            505.713278
        ],
        [
            -135815,
            -154943,
            -44635,
            -9846158,
            -10333159,
            -3321142
        ],
        [
            4.263252,
            6.246147,
            1.454672,
            1.234459,
            1.162857,
            1.370243
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            42.857143,
            38.461538,
            47.368421,
            42.857143,
            38.461538,
            47.368421
        ],
        [
            5.684335,
            9.993836,
            1.616302,
            1.645945,
            1.860571,
            1.522492
        ],
        [
            1221302,
            1221302,
            66176,
            10346280,
            10346280,
            5037258
        ],
        [
            -29551,
            -29551,
            -25051,
            -3501825,
            -3501825,
            -1561081
        ],
        [
            180,
            156,
            205,
            180,
            156,
            205
        ],
        [
            275,
            264,
            284,
            275,
            264,
            284
        ],
        [
            109,
            88,
            133,
            109,
            88,
            133
        ],
        [
            13909,
            6109,
            7800,
            13909,
            6109,
            7800
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32043,
            478368,
            -301731,
            -40363,
            -37272,
            298630
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14184,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558036800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164784376,
    "expiration_time": 1765289088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 155,
            "offset": 0,
            "std": 4.65342
        }
    }
}

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)