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Trade: THETA/USDT/480/MIDPRICE/VWMA/6078

Strategy
THETA/USDT/480/MIDPRICE/VWMA/6078
Pair
THETA_USDT
Interval
8h
Score
418026
Daily Profit
0.374117
Profit Factor
4.018598
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
2360.670000
Evaluation Time
2025-09-25 17:37
Expiration Time
2025-12-05 05:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 953414.6538 883166.1418 70248.5119 3096106.2536 2754422.5342 341683.7194
Total P&L (%) 953.4147 883.1661 70.2485 3096.1063 2754.4225 341.6837
Avg Daily Profit (%) 0.4039 0.3741 0.0298 0.1469 0.1421 0.0629
Buy And Hold Return (%) 400.8831 400.8831 400.8831 400.8831 400.8831 400.8831
Max Trade Drawdown -157828 -150976 -87854 -8574086 -5180493 -4931463
Profit Factor 2.7193 4.0186 1.2682 1.1855 1.284 1.0489
Total Trades 70 35 35 70 35 35
Winning Trades 40 19 21 40 19 21
Losing Trades 30 16 14 30 16 14
Profitability (%) 57.1429 54.2857 60 57.1429 54.2857 60
Ratio Avg Win / Avg Loss 2.0394 3.3841 0.8454 0.8891 1.0813 0.6992
Largest Winning Trade 362315 362315 53439 5898277 5898277 2238907
Largest Losing Trade -34884 -32269 -34884 -2596089 -2073742 -2596089
Avg Bars in Trades 95 76 115 95 76 115
Avg Bars in Winners 111 77 141 111 77 141
Avg Bars in Losers 75 74 77 75 74 77
Bars Traded 6718 2667 4051 6718 2667 4051
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 -86972 418026 -319397 -112259 -2515 -441807

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 2360.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758811039743,
    "expiration_time": 1764906048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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": [
        [
            953414.6537688614,
            883166.1418382513,
            70248.5119306104,
            3096106.2536235503,
            2754422.534233938,
            341683.7193896133
        ],
        [
            953.414654,
            883.166142,
            70.248512,
            3096.106254,
            2754.422534,
            341.683719
        ],
        [
            0.403875,
            0.374117,
            0.029758,
            0.146868,
            0.142071,
            0.062944
        ],
        [
            400.88308,
            400.88308,
            400.88308,
            400.88308,
            400.88308,
            400.88308
        ],
        [
            -157828,
            -150976,
            -87854,
            -8574086,
            -5180493,
            -4931463
        ],
        [
            2.719261,
            4.018598,
            1.26815,
            1.185522,
            1.284046,
            1.048871
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            57.142857,
            54.285714,
            60,
            57.142857,
            54.285714,
            60
        ],
        [
            2.039445,
            3.384082,
            0.845434,
            0.889141,
            1.081302,
            0.699247
        ],
        [
            362315,
            362315,
            53439,
            5898277,
            5898277,
            2238907
        ],
        [
            -34884,
            -32269,
            -34884,
            -2596089,
            -2073742,
            -2596089
        ],
        [
            95,
            76,
            115,
            95,
            76,
            115
        ],
        [
            111,
            77,
            141,
            111,
            77,
            141
        ],
        [
            75,
            74,
            77,
            75,
            74,
            77
        ],
        [
            6718,
            2667,
            4051,
            6718,
            2667,
            4051
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86972,
            418026,
            -319397,
            -112259,
            -2515,
            -441807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 2360.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560297600000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758811039743,
    "expiration_time": 1764906048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 43,
            "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)