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Trade: THETA/USDT/480/VWAP/WMA/1929

Strategy
THETA/USDT/480/VWAP/WMA/1929
Pair
THETA_USDT
Interval
8h
Score
444082
Daily Profit
0.152328
Profit Factor
1.948625
Profitability
57.000000
Streak
86.350789
Best Strategy
Training Data Length
2369.330000
Evaluation Time
2025-10-04 11:25
Expiration Time
2025-12-14 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1312910.6291 39053.973 -1351964.6022 -55499.2677 3583318.2285 -3638817.4963
Total P&L (%) -1312.9106 39.054 -1351.9646 -55.4993 3583.3182 -3638.8175
Avg Daily Profit (%) -0.5541 0.0165 -0.5706 -0.0342 0.1523 0
Buy And Hold Return (%) 474.7656 474.7656 474.7656 474.7656 474.7656 474.7656
Max Trade Drawdown -1485565 -142254 -1470645 -4836632 -1138202 -5743185
Profit Factor 0.3812 1.1076 0.2313 0.9949 1.9486 0.4836
Total Trades 200 100 100 200 100 100
Winning Trades 167 79 88 109 57 52
Losing Trades 33 21 12 91 43 48
Profitability (%) 83.5 79 88 54.5 57 52
Ratio Avg Win / Avg Loss 0.0753 0.2944 0.0315 0.8306 1.47 0.4464
Largest Winning Trade 31213 31213 13434 2091289 2091289 1419261
Largest Losing Trade -1131666 -64913 -1131666 -1867715 -531457 -1867715
Avg Bars in Trades 34 38 29 34 38 29
Avg Bars in Winners 13 14 12 34 40 29
Avg Bars in Losers 139 130 153 33 36 30
Bars Traded 6834 3852 2983 6834 3852 2983
Profit Streak 86.3508 86.3508 288.3508 86.3508 86.3508 288.3508
Trades During Streak 13 6 13 13 6 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573541 -435183 -574295 -577465 444082 -578981
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7108,
    "evaluation_days": 2369.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561190400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759566308138,
    "expiration_time": 1765677312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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": [
        [
            -1312910.629123346,
            39053.9730375269,
            -1351964.6021608738,
            -55499.2677305018,
            3583318.2285474855,
            -3638817.4962779884
        ],
        [
            -1312.910629,
            39.053973,
            -1351.964602,
            -55.499268,
            3583.318229,
            -3638.817496
        ],
        [
            -0.554127,
            0.016483,
            -0.570611,
            -0.034167,
            0.152328,
            0
        ],
        [
            474.765637,
            474.765637,
            474.765637,
            474.765637,
            474.765637,
            474.765637
        ],
        [
            -1485565,
            -142254,
            -1470645,
            -4836632,
            -1138202,
            -5743185
        ],
        [
            0.381168,
            1.107611,
            0.23126,
            0.994873,
            1.948625,
            0.4836
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            167,
            79,
            88,
            109,
            57,
            52
        ],
        [
            33,
            21,
            12,
            91,
            43,
            48
        ],
        [
            83.5,
            79,
            88,
            54.5,
            57,
            52
        ],
        [
            0.075321,
            0.294428,
            0.031535,
            0.830582,
            1.470015,
            0.4464
        ],
        [
            31213,
            31213,
            13434,
            2091289,
            2091289,
            1419261
        ],
        [
            -1131666,
            -64913,
            -1131666,
            -1867715,
            -531457,
            -1867715
        ],
        [
            34,
            38,
            29,
            34,
            38,
            29
        ],
        [
            13,
            14,
            12,
            34,
            40,
            29
        ],
        [
            139,
            130,
            153,
            33,
            36,
            30
        ],
        [
            6834,
            3852,
            2983,
            6834,
            3852,
            2983
        ],
        [
            86.350789,
            86.350789,
            288.350789,
            86.350789,
            86.350789,
            288.350789
        ],
        [
            13,
            6,
            13,
            13,
            6,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573541,
            -435183,
            -574295,
            -577465,
            444082,
            -578981
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7108,
    "evaluation_days": 2369.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561190400000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759566308138,
    "expiration_time": 1765677312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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)