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Trade: THETA/USDT/480/VWAP/T3/4319

Strategy
THETA/USDT/480/VWAP/T3/4319
Pair
THETA_USDT
Interval
8h
Score
517423
Daily Profit
0.241035
Profit Factor
2.059758
Profitability
54.545455
Streak
75.306560
Best Strategy
Training Data Length
2366.000000
Evaluation Time
2025-10-01 02:21
Expiration Time
2025-12-10 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6634716.297 -26744.4656 -6607971.8314 -11290.248 29668500.436 -29679790.6841
Total P&L (%) -6634.7163 -26.7445 -6607.9718 -11.2902 29668.5004 -29679.7907
Avg Daily Profit (%) -2.8042 -0.0113 -2.7929 -0.0051 0.241 0
Buy And Hold Return (%) 419.1071 419.1071 419.1071 419.1071 419.1071 419.1071
Max Trade Drawdown -6764307 -165871 -6705894 -57979929 -21897868 -44655208
Profit Factor 0.0646 0.8942 0.0339 0.9998 2.0598 0.3358
Total Trades 88 44 44 88 44 44
Winning Trades 73 35 38 45 24 21
Losing Trades 15 9 6 43 20 23
Profitability (%) 82.9545 79.5455 86.3636 51.1364 54.5455 47.7273
Ratio Avg Win / Avg Loss 0.0133 0.2299 0.0054 0.9554 1.7165 0.3677
Largest Winning Trade 27713 27713 15801 27082835 27082835 9139630
Largest Losing Trade -6665560 -66225 -6665560 -12178689 -3377803 -12178689
Avg Bars in Trades 77 87 66 77 87 66
Avg Bars in Winners 18 17 18 69 94 40
Avg Bars in Losers 363 360 367 85 79 89
Bars Traded 6795 3871 2924 6795 3871 2924
Profit Streak 75.3066 75.3066 246.9732 75.3066 75.3066 246.9732
Trades During Streak 9 4 8 9 4 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574464 -575468 -574743 -578771 517423 -580134
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7098,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559289600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759274486785,
    "expiration_time": 1765380672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 155,
            "offset": 0,
            "a": 0.07351
        }
    }
}
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": [
        [
            -6634716.296979335,
            -26744.4655701302,
            -6607971.831409203,
            -11290.2480471775,
            29668500.436033316,
            -29679790.684080493
        ],
        [
            -6634.716297,
            -26.744466,
            -6607.971831,
            -11.290248,
            29668.500436,
            -29679.790684
        ],
        [
            -2.804191,
            -0.011304,
            -2.792888,
            -0.005063,
            0.241035,
            0
        ],
        [
            419.107075,
            419.107075,
            419.107075,
            419.107075,
            419.107075,
            419.107075
        ],
        [
            -6764307,
            -165871,
            -6705894,
            -57979929,
            -21897868,
            -44655208
        ],
        [
            0.06459,
            0.894157,
            0.033946,
            0.999845,
            2.059758,
            0.335752
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            73,
            35,
            38,
            45,
            24,
            21
        ],
        [
            15,
            9,
            6,
            43,
            20,
            23
        ],
        [
            82.954545,
            79.545455,
            86.363636,
            51.136364,
            54.545455,
            47.727273
        ],
        [
            0.013272,
            0.229926,
            0.00536,
            0.955407,
            1.716465,
            0.367729
        ],
        [
            27713,
            27713,
            15801,
            27082835,
            27082835,
            9139630
        ],
        [
            -6665560,
            -66225,
            -6665560,
            -12178689,
            -3377803,
            -12178689
        ],
        [
            77,
            87,
            66,
            77,
            87,
            66
        ],
        [
            18,
            17,
            18,
            69,
            94,
            40
        ],
        [
            363,
            360,
            367,
            85,
            79,
            89
        ],
        [
            6795,
            3871,
            2924,
            6795,
            3871,
            2924
        ],
        [
            75.30656,
            75.30656,
            246.973227,
            75.30656,
            75.30656,
            246.973227
        ],
        [
            9,
            4,
            8,
            9,
            4,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574464,
            -575468,
            -574743,
            -578771,
            517423,
            -580134
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7098,
    "evaluation_days": 2366,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559289600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759274486785,
    "expiration_time": 1765380672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 155,
            "offset": 0,
            "a": 0.07351
        }
    }
}

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)