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Trade: THETA/USDT/480/VWAP/VWMA/1666

Strategy
THETA/USDT/480/VWAP/VWMA/1666
Pair
THETA_USDT
Interval
8h
Score
307758
Daily Profit
0.146881
Profit Factor
1.920715
Profitability
60.227273
Streak
166.396226
Best Strategy
Training Data Length
2378.000000
Evaluation Time
2025-10-12 20:30
Expiration Time
2025-12-23 02:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1290080.9462 32133.2672 -1322214.2134 -71347.6625 3179497.2776 -3250844.9401
Total P&L (%) -1290.0809 32.1333 -1322.2142 -71.3477 3179.4973 -3250.8449
Avg Daily Profit (%) -0.5425 0.0135 -0.556 -0.0525 0.1469 0
Buy And Hold Return (%) 292.5931 292.5931 292.5931 292.5931 292.5931 292.5931
Max Trade Drawdown -1490019 -148758 -1454088 -4959442 -1057093 -4837783
Profit Factor 0.3789 1.0879 0.2273 0.9921 1.9207 0.4215
Total Trades 176 88 88 176 88 88
Winning Trades 145 70 75 101 53 48
Losing Trades 31 18 13 75 35 40
Profitability (%) 82.3864 79.5455 85.2273 57.3864 60.2273 54.5455
Ratio Avg Win / Avg Loss 0.081 0.2797 0.0394 0.7367 1.2684 0.3513
Largest Winning Trade 28377 28377 15001 2476507 2476507 1009279
Largest Losing Trade -1082030 -64674 -1082030 -1173897 -439821 -1173897
Avg Bars in Trades 38 46 31 38 46 31
Avg Bars in Winners 16 20 12 41 50 31
Avg Bars in Losers 144 148 139 34 39 30
Bars Traded 6837 4075 2762 6837 4075 2762
Profit Streak 58.0629 166.3962 58.0629 58.0629 166.3962 58.0629
Trades During Streak 12 10 6 12 10 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573755 -460770 -574852 -577196 307758 -578938
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7134,
    "evaluation_days": 2378,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760290233961,
    "expiration_time": 1766448576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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": [
        [
            -1290080.9462421723,
            32133.2671668006,
            -1322214.2134089724,
            -71347.6624684596,
            3179497.2776321964,
            -3250844.9401006564
        ],
        [
            -1290.080946,
            32.133267,
            -1322.214213,
            -71.347662,
            3179.497278,
            -3250.84494
        ],
        [
            -0.542507,
            0.013513,
            -0.556019,
            -0.052549,
            0.146881,
            0
        ],
        [
            292.593124,
            292.593124,
            292.593124,
            292.593124,
            292.593124,
            292.593124
        ],
        [
            -1490019,
            -148758,
            -1454088,
            -4959442,
            -1057093,
            -4837783
        ],
        [
            0.378867,
            1.087861,
            0.227342,
            0.992136,
            1.920715,
            0.421533
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            145,
            70,
            75,
            101,
            53,
            48
        ],
        [
            31,
            18,
            13,
            75,
            35,
            40
        ],
        [
            82.386364,
            79.545455,
            85.227273,
            57.386364,
            60.227273,
            54.545455
        ],
        [
            0.080999,
            0.279736,
            0.039406,
            0.736735,
            1.268397,
            0.351278
        ],
        [
            28377,
            28377,
            15001,
            2476507,
            2476507,
            1009279
        ],
        [
            -1082030,
            -64674,
            -1082030,
            -1173897,
            -439821,
            -1173897
        ],
        [
            38,
            46,
            31,
            38,
            46,
            31
        ],
        [
            16,
            20,
            12,
            41,
            50,
            31
        ],
        [
            144,
            148,
            139,
            34,
            39,
            30
        ],
        [
            6837,
            4075,
            2762,
            6837,
            4075,
            2762
        ],
        [
            58.062893,
            166.396226,
            58.062893,
            58.062893,
            166.396226,
            58.062893
        ],
        [
            12,
            10,
            6,
            12,
            10,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573755,
            -460770,
            -574852,
            -577196,
            307758,
            -578938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7134,
    "evaluation_days": 2378,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760290233961,
    "expiration_time": 1766448576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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)