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Trade: THETA/USDT/480/RMA/VWMA/9705

Strategy
THETA/USDT/480/RMA/VWMA/9705
Pair
THETA_USDT
Interval
8h
Score
449658
Daily Profit
0.917708
Profit Factor
9.308428
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2360.330000
Evaluation Time
2025-09-25 10:46
Expiration Time
2025-12-04 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2225623.7715 2166093.4672 59530.3043 2923279.5153 2343768.6674 579510.8479
Total P&L (%) 2225.6238 2166.0935 59.5303 2923.2795 2343.7687 579.5108
Avg Daily Profit (%) 0.9429 0.9177 0.0252 0.1445 0.1355 0.0812
Buy And Hold Return (%) 641.6218 641.6218 641.6218 641.6218 641.6218 641.6218
Max Trade Drawdown -129839 -157638 -48637 -5247259 -4673264 -1265010
Profit Factor 5.8601 9.3084 1.3018 1.2425 1.3165 1.1247
Total Trades 60 30 30 60 30 30
Winning Trades 20 10 10 20 10 10
Losing Trades 40 20 20 40 20 20
Profitability (%) 33.3333 33.3333 33.3333 33.3333 33.3333 33.3333
Ratio Avg Win / Avg Loss 11.7201 18.6169 2.6037 2.4851 2.6329 2.2494
Largest Winning Trade 1689824 1689824 52242 5772218 5772218 1781941
Largest Losing Trade -40933 -37633 -40933 -2288470 -2288470 -1230516
Avg Bars in Trades 115 112 119 115 112 119
Avg Bars in Winners 225 228 222 225 228 222
Avg Bars in Losers 60 54 67 60 54 67
Bars Traded 6937 3364 3573 6937 3364 3573
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 -161237 449658 -330278 -180826 -19484 -338631

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758786396440,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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": [
        [
            2225623.771488752,
            2166093.4672114286,
            59530.3042773234,
            2923279.5152738853,
            2343768.6674051043,
            579510.8478687806
        ],
        [
            2225.623771,
            2166.093467,
            59.530304,
            2923.279515,
            2343.768667,
            579.510848
        ],
        [
            0.942929,
            0.917708,
            0.025221,
            0.14453,
            0.135502,
            0.081217
        ],
        [
            641.621845,
            641.621845,
            641.621845,
            641.621845,
            641.621845,
            641.621845
        ],
        [
            -129839,
            -157638,
            -48637,
            -5247259,
            -4673264,
            -1265010
        ],
        [
            5.860066,
            9.308428,
            1.301831,
            1.24254,
            1.316457,
            1.12472
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            33.333333,
            33.333333,
            33.333333,
            33.333333,
            33.333333,
            33.333333
        ],
        [
            11.720133,
            18.616856,
            2.603662,
            2.485079,
            2.632914,
            2.249439
        ],
        [
            1689824,
            1689824,
            52242,
            5772218,
            5772218,
            1781941
        ],
        [
            -40933,
            -37633,
            -40933,
            -2288470,
            -2288470,
            -1230516
        ],
        [
            115,
            112,
            119,
            115,
            112,
            119
        ],
        [
            225,
            228,
            222,
            225,
            228,
            222
        ],
        [
            60,
            54,
            67,
            60,
            54,
            67
        ],
        [
            6937,
            3364,
            3573,
            6937,
            3364,
            3573
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161237,
            449658,
            -330278,
            -180826,
            -19484,
            -338631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556899200000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758786396440,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 40,
            "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)