← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: THETA/USDT/360/SINWMA/VWMA/5614

Strategy
THETA/USDT/360/SINWMA/VWMA/5614
Pair
THETA_USDT
Interval
6h
Score
333049
Daily Profit
0.420008
Profit Factor
3.336201
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2375.750000
Evaluation Time
2025-10-10 22:40
Expiration Time
2025-12-21 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 939328.3138 997833.3228 -58505.009 -92364.3649 808734.7839 -901099.1488
Total P&L (%) 939.3283 997.8333 -58.505 -92.3644 808.7348 -901.0991
Avg Daily Profit (%) 0.3954 0.42 -0.0246 -0.1082 0.0929 0
Buy And Hold Return (%) 399.6283 399.6283 399.6283 399.6283 399.6283 399.6283
Max Trade Drawdown -145625 -137828 -173647 -827387 -81968 -952908
Profit Factor 2.2244 3.3362 0.828 0.9171 6.7746 0.0754
Total Trades 79 39 40 79 39 40
Winning Trades 35 16 19 35 16 19
Losing Trades 44 23 21 44 23 21
Profitability (%) 44.3038 41.0256 47.5 44.3038 41.0256 47.5
Ratio Avg Win / Avg Loss 2.7964 4.7958 0.9151 1.153 9.7385 0.0834
Largest Winning Trade 599454 599454 57498 569015 569015 21321
Largest Losing Trade -98999 -45075 -98999 -823713 -37807 -823713
Avg Bars in Trades 115 157 75 115 157 75
Avg Bars in Winners 144 202 95 144 202 95
Avg Bars in Losers 93 126 57 93 126 57
Bars Traded 9154 6149 3005 9154 6149 3005
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 -24104 333049 -581722 -612604 -70148 -581722
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9503,
    "evaluation_days": 2375.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760125253733,
    "expiration_time": 1766277144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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": [
        [
            939328.3137952628,
            997833.3228110354,
            -58505.0090157726,
            -92364.3649358509,
            808734.7838576636,
            -901099.1487935142
        ],
        [
            939.328314,
            997.833323,
            -58.505009,
            -92.364365,
            808.734784,
            -901.099149
        ],
        [
            0.395382,
            0.420008,
            -0.024626,
            -0.108216,
            0.092935,
            0
        ],
        [
            399.628253,
            399.628253,
            399.628253,
            399.628253,
            399.628253,
            399.628253
        ],
        [
            -145625,
            -137828,
            -173647,
            -827387,
            -81968,
            -952908
        ],
        [
            2.224372,
            3.336201,
            0.827964,
            0.917138,
            6.774615,
            0.075441
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            44.303797,
            41.025641,
            47.5,
            44.303797,
            41.025641,
            47.5
        ],
        [
            2.796353,
            4.795788,
            0.915118,
            1.152973,
            9.738509,
            0.083382
        ],
        [
            599454,
            599454,
            57498,
            569015,
            569015,
            21321
        ],
        [
            -98999,
            -45075,
            -98999,
            -823713,
            -37807,
            -823713
        ],
        [
            115,
            157,
            75,
            115,
            157,
            75
        ],
        [
            144,
            202,
            95,
            144,
            202,
            95
        ],
        [
            93,
            126,
            57,
            93,
            126,
            57
        ],
        [
            9154,
            6149,
            3005,
            9154,
            6149,
            3005
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24104,
            333049,
            -581722,
            -612604,
            -70148,
            -581722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9503,
    "evaluation_days": 2375.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560124800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760125253733,
    "expiration_time": 1766277144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "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)