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Trade: THETA/USDT/720/VWMA/HILO/8427

Strategy
THETA/USDT/720/VWMA/HILO/8427
Pair
THETA_USDT
Interval
12h
Score
300405
Daily Profit
0.404457
Profit Factor
2.304784
Profitability
48.550725
Streak
18.214907
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-13 08:09
Expiration Time
2025-12-23 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 962001.8988 839428.3571 122573.5417 6588965.2356 2872514.7613 3716450.4743
Total P&L (%) 962.0019 839.4284 122.5735 6588.9652 2872.5148 3716.4505
Avg Daily Profit (%) 0.4045 0.3529 0.0515 0.1769 0.1427 0.1532
Buy And Hold Return (%) 457.1905 457.1905 457.1905 457.1905 457.1905 457.1905
Max Trade Drawdown -81141 -74468 -88650 -6037259 -5498254 -5716783
Profit Factor 2.3048 3.4836 1.307 1.1873 1.1598 1.2159
Total Trades 138 69 69 138 69 69
Winning Trades 67 32 35 67 32 35
Losing Trades 71 37 34 71 37 34
Profitability (%) 48.5507 46.3768 50.7246 48.5507 46.3768 50.7246
Ratio Avg Win / Avg Loss 2.4424 4.0279 1.2696 1.2581 1.341 1.1812
Largest Winning Trade 252781 252781 66274 3345481 3176176 3345481
Largest Losing Trade -35505 -25772 -35505 -2006321 -1700932 -2006321
Avg Bars in Trades 33 24 42 33 24 42
Avg Bars in Winners 43 34 52 43 34 52
Avg Bars in Losers 24 15 33 24 15 33
Bars Traded 4660 1696 2964 4660 1696 2964
Profit Streak 18.2149 0 26.2149 18.2149 0 26.2149
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300405 -95063 -390790 -6331 -150393 -93836
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557835200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332167950,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            962001.8987848591,
            839428.3570583976,
            122573.5417264613,
            6588965.235578077,
            2872514.761321726,
            3716450.4742563525
        ],
        [
            962.001899,
            839.428357,
            122.573542,
            6588.965236,
            2872.514761,
            3716.450474
        ],
        [
            0.404457,
            0.352923,
            0.051534,
            0.176866,
            0.142712,
            0.153235
        ],
        [
            457.190504,
            457.190504,
            457.190504,
            457.190504,
            457.190504,
            457.190504
        ],
        [
            -81141,
            -74468,
            -88650,
            -6037259,
            -5498254,
            -5716783
        ],
        [
            2.304784,
            3.483566,
            1.306975,
            1.187264,
            1.159826,
            1.215912
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            48.550725,
            46.376812,
            50.724638,
            48.550725,
            46.376812,
            50.724638
        ],
        [
            2.442383,
            4.027873,
            1.269633,
            1.258145,
            1.341049,
            1.181172
        ],
        [
            252781,
            252781,
            66274,
            3345481,
            3176176,
            3345481
        ],
        [
            -35505,
            -25772,
            -35505,
            -2006321,
            -1700932,
            -2006321
        ],
        [
            33,
            24,
            42,
            33,
            24,
            42
        ],
        [
            43,
            34,
            52,
            43,
            34,
            52
        ],
        [
            24,
            15,
            33,
            24,
            15,
            33
        ],
        [
            4660,
            1696,
            2964,
            4660,
            1696,
            2964
        ],
        [
            18.214907,
            0,
            26.214907,
            18.214907,
            0,
            26.214907
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300405,
            -95063,
            -390790,
            -6331,
            -150393,
            -93836
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557835200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332167950,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)