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Trade: THETA/USDT/240/VWMA/LINREG/4442

Strategy
THETA/USDT/240/VWMA/LINREG/4442
Pair
THETA_USDT
Interval
4h
Score
503265
Daily Profit
0.414828
Profit Factor
5.406013
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-10-11 20:26
Expiration Time
2025-12-22 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1169075.7699 985631.8555 183443.9144 24806304.0632 10867967.4628 13938336.6005
Total P&L (%) 1169.0758 985.6319 183.4439 24806.3041 10867.9675 13938.3366
Avg Daily Profit (%) 0.492 0.4148 0.0772 0.2325 0.1979 0.2083
Buy And Hold Return (%) 320.3558 320.3558 320.3558 320.3558 320.3558 320.3558
Max Trade Drawdown -78969 -68496 -73099 -11695438 -9983657 -11102767
Profit Factor 3.4826 5.406 1.7421 1.5027 1.5526 1.4696
Total Trades 80 40 40 80 40 40
Winning Trades 39 19 20 39 19 20
Losing Trades 41 21 20 41 21 20
Profitability (%) 48.75 47.5 50 48.75 47.5 50
Ratio Avg Win / Avg Loss 3.6612 5.9751 1.7421 1.5798 1.7161 1.4696
Largest Winning Trade 284612 284612 66720 9867728 6669054 9867728
Largest Losing Trade -44319 -23792 -44319 -7503592 -3043033 -7503592
Avg Bars in Trades 174 141 208 174 141 208
Avg Bars in Winners 248 217 278 248 217 278
Avg Bars in Losers 104 72 137 104 72 137
Bars Traded 13968 5648 8320 13968 5648 8320
Profit Streak 16.7265 0 25.2265 16.7265 0 25.2265
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9029 503265 -251767 -12941 353325 352807
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14256,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203572105,
    "expiration_time": 1766356992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "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": [
        [
            1169075.7699391854,
            985631.8555406181,
            183443.9143985669,
            24806304.06324538,
            10867967.462750815,
            13938336.600494564
        ],
        [
            1169.07577,
            985.631856,
            183.443914,
            24806.304063,
            10867.967463,
            13938.3366
        ],
        [
            0.492035,
            0.414828,
            0.077207,
            0.232497,
            0.197904,
            0.208313
        ],
        [
            320.355813,
            320.355813,
            320.355813,
            320.355813,
            320.355813,
            320.355813
        ],
        [
            -78969,
            -68496,
            -73099,
            -11695438,
            -9983657,
            -11102767
        ],
        [
            3.482613,
            5.406013,
            1.742075,
            1.502697,
            1.55263,
            1.469613
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            48.75,
            47.5,
            50,
            48.75,
            47.5,
            50
        ],
        [
            3.661208,
            5.975067,
            1.742075,
            1.579759,
            1.716065,
            1.469613
        ],
        [
            284612,
            284612,
            66720,
            9867728,
            6669054,
            9867728
        ],
        [
            -44319,
            -23792,
            -44319,
            -7503592,
            -3043033,
            -7503592
        ],
        [
            174,
            141,
            208,
            174,
            141,
            208
        ],
        [
            248,
            217,
            278,
            248,
            217,
            278
        ],
        [
            104,
            72,
            137,
            104,
            72,
            137
        ],
        [
            13968,
            5648,
            8320,
            13968,
            5648,
            8320
        ],
        [
            16.726529,
            0,
            25.226529,
            16.726529,
            0,
            25.226529
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9029,
            503265,
            -251767,
            -12941,
            353325,
            352807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14256,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760203572105,
    "expiration_time": 1766356992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "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)