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Trade: THETA/USDT/60/VWAP/HMA/9677

Strategy
THETA/USDT/60/VWAP/HMA/9677
Pair
THETA_USDT
Interval
1h
Score
323728
Daily Profit
0.283752
Profit Factor
1.498346
Profitability
42.213115
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-28 17:51
Expiration Time
2025-12-12 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 295575.775 255562.0274 40013.7476 117967.3241 81574.4978 36392.8263
Total P&L (%) 295.5758 255.562 40.0137 117.9673 81.5745 36.3928
Avg Daily Profit (%) 0.2838 0.2453 0.0384 0.0748 0.0573 0.0298
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85172 -81860 -64813 -219800 -252554 -157574
Profit Factor 1.4983 1.7993 1.1464 1.1093 1.1407 1.0729
Total Trades 244 122 122 244 122 122
Winning Trades 103 49 54 103 49 54
Losing Trades 141 73 68 141 73 68
Profitability (%) 42.2131 40.1639 44.2623 42.2131 40.1639 44.2623
Ratio Avg Win / Avg Loss 2.0511 2.6806 1.4436 1.5186 1.6994 1.351
Largest Winning Trade 209241 209241 35487 235357 235357 82230
Largest Losing Trade -20097 -20097 -18003 -76859 -60193 -76859
Avg Bars in Trades 100 93 107 100 93 107
Avg Bars in Winners 169 157 180 169 157 180
Avg Bars in Losers 50 51 49 50 51 49
Bars Traded 24520 11428 13092 24520 11428 13092
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 323728 265180 -205789 -193936 -185111 -298426
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669068000000,
    "first_datapoint_time": 1669752000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759071081772,
    "expiration_time": 1765548000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 190
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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": [
        [
            295575.7750097259,
            255562.0274423099,
            40013.747567416,
            117967.32405834,
            81574.4977977462,
            36392.8262605935
        ],
        [
            295.575775,
            255.562027,
            40.013748,
            117.967324,
            81.574498,
            36.392826
        ],
        [
            0.283752,
            0.245339,
            0.038413,
            0.074829,
            0.05728,
            0.0298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85172,
            -81860,
            -64813,
            -219800,
            -252554,
            -157574
        ],
        [
            1.498346,
            1.799275,
            1.146372,
            1.109332,
            1.140721,
            1.072889
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            141,
            73,
            68,
            141,
            73,
            68
        ],
        [
            42.213115,
            40.163934,
            44.262295,
            42.213115,
            40.163934,
            44.262295
        ],
        [
            2.051134,
            2.680553,
            1.443579,
            1.5186,
            1.699441,
            1.351046
        ],
        [
            209241,
            209241,
            35487,
            235357,
            235357,
            82230
        ],
        [
            -20097,
            -20097,
            -18003,
            -76859,
            -60193,
            -76859
        ],
        [
            100,
            93,
            107,
            100,
            93,
            107
        ],
        [
            169,
            157,
            180,
            169,
            157,
            180
        ],
        [
            50,
            51,
            49,
            50,
            51,
            49
        ],
        [
            24520,
            11428,
            13092,
            24520,
            11428,
            13092
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323728,
            265180,
            -205789,
            -193936,
            -185111,
            -298426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669068000000,
    "first_datapoint_time": 1669752000000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759071081772,
    "expiration_time": 1765548000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 190
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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)