← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: THETA/USDT/360/VWMA/SUPERTREND/6256

Strategy
THETA/USDT/360/VWMA/SUPERTREND/6256
Pair
THETA_USDT
Interval
6h
Score
384334
Daily Profit
0.654412
Profit Factor
2.968899
Profitability
38.636364
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 04:30
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1544085.6066 1551812.0384 -7726.4318 748049.3809 1543410.7431 -795361.3621
Total P&L (%) 1544.0856 1551.812 -7.7264 748.0494 1543.4107 -795.3614
Avg Daily Profit (%) 0.6544 0.6577 -0.0033 0.0906 0.1187 0
Buy And Hold Return (%) 468.1989 468.1989 468.1989 468.1989 468.1989 468.1989
Max Trade Drawdown -185353 -166605 -90479 -4460806 -3195589 -1769665
Profit Factor 2.9689 5.0418 0.9807 1.0746 1.2946 0.834
Total Trades 132 66 66 132 66 66
Winning Trades 51 25 26 51 25 26
Losing Trades 81 41 40 81 41 40
Profitability (%) 38.6364 37.8788 39.3939 38.6364 37.8788 39.3939
Ratio Avg Win / Avg Loss 4.7153 8.2686 1.5088 1.7067 2.1232 1.2831
Largest Winning Trade 1331094 1331094 66631 3854408 3854408 874881
Largest Losing Trade -32077 -29205 -32077 -1104517 -1104517 -570488
Avg Bars in Trades 68 59 77 68 59 77
Avg Bars in Winners 101 97 104 101 97 104
Avg Bars in Losers 48 36 59 48 36 59
Bars Traded 9058 3958 5100 9058 3958 5100
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 384334 -112228 -706582 -222555 -164964 -707694

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559887200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850207956,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.53781
        }
    }
}
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": [
        [
            1544085.6066138106,
            1551812.0384174406,
            -7726.4318036299,
            748049.3809456967,
            1543410.7430819236,
            -795361.3621362253
        ],
        [
            1544.085607,
            1551.812038,
            -7.726432,
            748.049381,
            1543.410743,
            -795.361362
        ],
        [
            0.654412,
            0.657687,
            -0.003275,
            0.090644,
            0.118712,
            0
        ],
        [
            468.198945,
            468.198945,
            468.198945,
            468.198945,
            468.198945,
            468.198945
        ],
        [
            -185353,
            -166605,
            -90479,
            -4460806,
            -3195589,
            -1769665
        ],
        [
            2.968899,
            5.041841,
            0.980698,
            1.074574,
            1.294626,
            0.834038
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            38.636364,
            37.878788,
            39.393939,
            38.636364,
            37.878788,
            39.393939
        ],
        [
            4.715311,
            8.268618,
            1.508767,
            1.706676,
            2.123187,
            1.283135
        ],
        [
            1331094,
            1331094,
            66631,
            3854408,
            3854408,
            874881
        ],
        [
            -32077,
            -29205,
            -32077,
            -1104517,
            -1104517,
            -570488
        ],
        [
            68,
            59,
            77,
            68,
            59,
            77
        ],
        [
            101,
            97,
            104,
            101,
            97,
            104
        ],
        [
            48,
            36,
            59,
            48,
            36,
            59
        ],
        [
            9058,
            3958,
            5100,
            9058,
            3958,
            5100
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384334,
            -112228,
            -706582,
            -222555,
            -164964,
            -707694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559887200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850207956,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 149,
            "offset": 0,
            "multiplier": 2.53781
        }
    }
}

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)