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Trade: THETA/USDT/480/VWMA/SUPERTREND/7311

Strategy
THETA/USDT/480/VWMA/SUPERTREND/7311
Pair
THETA_USDT
Interval
8h
Score
461998
Daily Profit
0.656848
Profit Factor
2.970794
Profitability
40.625000
Streak
45.747833
Best Strategy
Training Data Length
2360.330000
Evaluation Time
2025-09-25 12:56
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 1550377.5998 1574779.588 -24401.9882 267385.3089 2037540.6442 -1770155.3353
Total P&L (%) 1550.3776 1574.7796 -24.402 267.3853 2037.5406 -1770.1553
Avg Daily Profit (%) 0.6568 0.6672 -0.0103 0.0551 0.1298 0
Buy And Hold Return (%) 464.6559 464.6559 464.6559 464.6559 464.6559 464.6559
Max Trade Drawdown -309783 -220259 -130052 -12204282 -7571837 -5327324
Profit Factor 2.9708 5.4981 0.9441 1.018 1.2572 0.744
Total Trades 96 48 48 96 48 48
Winning Trades 39 17 22 39 17 22
Losing Trades 57 31 26 57 31 26
Profitability (%) 40.625 35.4167 45.8333 40.625 35.4167 45.8333
Ratio Avg Win / Avg Loss 4.3419 10.026 1.1158 1.4879 2.2925 0.8793
Largest Winning Trade 1398484 1398484 54555 8963755 8963755 2740034
Largest Losing Trade -59355 -35887 -59355 -3416417 -3126206 -3416417
Avg Bars in Trades 71 64 77 71 64 77
Avg Bars in Winners 99 105 96 99 105 96
Avg Bars in Losers 51 42 62 51 42 62
Bars Traded 6836 3106 3730 6836 3106 3730
Profit Streak 45.7478 45.7478 69.4145 45.7478 45.7478 69.4145
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461998 446403 -579674 -487732 -25266 -581340

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": 1559692800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758794212754,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.84451
        }
    }
}
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": [
        [
            1550377.5998459528,
            1574779.5880328773,
            -24401.9881869249,
            267385.3088619246,
            2037540.6441808417,
            -1770155.335318921
        ],
        [
            1550.3776,
            1574.779588,
            -24.401988,
            267.385309,
            2037.540644,
            -1770.155335
        ],
        [
            0.656848,
            0.667186,
            -0.010338,
            0.055145,
            0.129822,
            0
        ],
        [
            464.655851,
            464.655851,
            464.655851,
            464.655851,
            464.655851,
            464.655851
        ],
        [
            -309783,
            -220259,
            -130052,
            -12204282,
            -7571837,
            -5327324
        ],
        [
            2.970794,
            5.498142,
            0.944107,
            1.018021,
            1.25717,
            0.743991
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            40.625,
            35.416667,
            45.833333,
            40.625,
            35.416667,
            45.833333
        ],
        [
            4.341929,
            10.026024,
            1.115762,
            1.487877,
            2.292487,
            0.879262
        ],
        [
            1398484,
            1398484,
            54555,
            8963755,
            8963755,
            2740034
        ],
        [
            -59355,
            -35887,
            -59355,
            -3416417,
            -3126206,
            -3416417
        ],
        [
            71,
            64,
            77,
            71,
            64,
            77
        ],
        [
            99,
            105,
            96,
            99,
            105,
            96
        ],
        [
            51,
            42,
            62,
            51,
            42,
            62
        ],
        [
            6836,
            3106,
            3730,
            6836,
            3106,
            3730
        ],
        [
            45.747833,
            45.747833,
            69.414499,
            45.747833,
            45.747833,
            69.414499
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461998,
            446403,
            -579674,
            -487732,
            -25266,
            -581340
        ]
    ]
}
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": 1559692800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758794212754,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 34,
            "offset": 0,
            "multiplier": 3.84451
        }
    }
}

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)