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Trade: THETA/USDT/720/VWMA/SSF/4907

Strategy
THETA/USDT/720/VWMA/SSF/4907
Pair
THETA_USDT
Interval
12h
Score
509138
Daily Profit
0.172077
Profit Factor
2.821934
Profitability
57.575758
Streak
0.000000
Best Strategy
Training Data Length
2374.500000
Evaluation Time
2025-10-09 05:04
Expiration Time
2025-12-19 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -841262.8141 112752.2492 -954015.0632 524195.7687 5829143.3676 -5304947.599
Total P&L (%) -841.2628 112.7522 -954.0151 524.1958 5829.1434 -5304.9476
Avg Daily Profit (%) -0.3543 0.0475 -0.4018 0.0772 0.1721 0
Buy And Hold Return (%) 406.7002 406.7002 406.7002 406.7002 406.7002 406.7002
Max Trade Drawdown -996123 -88456 -1073145 -8685210 -920969 -10461694
Profit Factor 0.4959 1.4158 0.3175 1.0273 2.8219 0.6688
Total Trades 66 33 33 66 33 33
Winning Trades 39 18 21 37 19 18
Losing Trades 27 15 12 29 14 15
Profitability (%) 59.0909 54.5455 63.6364 56.0606 57.5758 54.5455
Ratio Avg Win / Avg Loss 0.3433 1.1798 0.1814 0.8052 2.0793 0.5574
Largest Winning Trade 69308 69308 45980 3427709 2121584 3427709
Largest Losing Trade -582353 -56111 -582353 -8497762 -920969 -8497762
Avg Bars in Trades 69 45 93 69 45 93
Avg Bars in Winners 55 27 78 67 46 89
Avg Bars in Losers 89 65 118 71 43 97
Bars Traded 4569 1491 3078 4569 1491 3078
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 -708099 -293914 -579035 -485322 509138 -580213
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975448373,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
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            112752.2491598413,
            -954015.0632366464,
            524195.7686851477,
            5829143.367639126,
            -5304947.598953976
        ],
        [
            -841.262814,
            112.752249,
            -954.015063,
            524.195769,
            5829.143368,
            -5304.947599
        ],
        [
            -0.354291,
            0.047485,
            -0.401775,
            0.077153,
            0.172077,
            0
        ],
        [
            406.700168,
            406.700168,
            406.700168,
            406.700168,
            406.700168,
            406.700168
        ],
        [
            -996123,
            -88456,
            -1073145,
            -8685210,
            -920969,
            -10461694
        ],
        [
            0.495927,
            1.415779,
            0.317463,
            1.027275,
            2.821934,
            0.668845
        ],
        [
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            33,
            33,
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            33,
            33
        ],
        [
            39,
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            21,
            37,
            19,
            18
        ],
        [
            27,
            15,
            12,
            29,
            14,
            15
        ],
        [
            59.090909,
            54.545455,
            63.636364,
            56.060606,
            57.575758,
            54.545455
        ],
        [
            0.343334,
            1.179816,
            0.181407,
            0.805161,
            2.07932,
            0.557371
        ],
        [
            69308,
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            45980,
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            2121584,
            3427709
        ],
        [
            -582353,
            -56111,
            -582353,
            -8497762,
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        ],
        [
            69,
            45,
            93,
            69,
            45,
            93
        ],
        [
            55,
            27,
            78,
            67,
            46,
            89
        ],
        [
            89,
            65,
            118,
            71,
            43,
            97
        ],
        [
            4569,
            1491,
            3078,
            4569,
            1491,
            3078
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            -708099,
            -293914,
            -579035,
            -485322,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975448373,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    }
}

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)