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Trade: THETA/USDT/360/VWAP/SMA/9336

Strategy
THETA/USDT/360/VWAP/SMA/9336
Pair
THETA_USDT
Interval
6h
Score
436892
Daily Profit
0.167446
Profit Factor
1.775214
Profitability
49.532710
Streak
80.177561
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-28 07:15
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1378306.517 63628.7573 -1441935.2743 50914.5736 5081055.0482 -5030140.4745
Total P&L (%) -1378.3065 63.6288 -1441.9353 50.9146 5081.055 -5030.1405
Avg Daily Profit (%) -0.5842 0.027 -0.6111 0.0174 0.1674 0
Buy And Hold Return (%) 454.4525 454.4525 454.4525 454.4525 454.4525 454.4525
Max Trade Drawdown -1479741 -118342 -1531373 -8023309 -1488180 -9107267
Profit Factor 0.3858 1.1828 0.2394 1.0028 1.7752 0.5629
Total Trades 214 107 107 214 107 107
Winning Trades 174 84 90 106 53 53
Losing Trades 40 23 17 108 54 54
Profitability (%) 81.3084 78.5047 84.1122 49.5327 49.5327 49.5327
Ratio Avg Win / Avg Loss 0.0887 0.3239 0.0452 1.0217 1.8087 0.5735
Largest Winning Trade 30273 30273 15012 4413315 4413315 2611271
Largest Losing Trade -1247288 -66429 -1247288 -1683728 -594049 -1683728
Avg Bars in Trades 42 47 37 42 47 37
Avg Bars in Winners 15 16 13 42 45 39
Avg Bars in Losers 161 158 165 42 49 36
Bars Traded 9113 5057 4056 9113 5057 4056
Profit Streak 41.1776 80.1776 41.1776 41.1776 80.1776 41.1776
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574016 -338595 -574976 -550187 436892 -579724
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558764000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032941268,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 181,
            "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": [
        [
            -1378306.5170181766,
            63628.757300954,
            -1441935.2743191316,
            50914.5736273807,
            5081055.048162712,
            -5030140.474535334
        ],
        [
            -1378.306517,
            63.628757,
            -1441.935274,
            50.914574,
            5081.055048,
            -5030.140475
        ],
        [
            -0.584152,
            0.026967,
            -0.611119,
            0.017444,
            0.167446,
            0
        ],
        [
            454.452533,
            454.452533,
            454.452533,
            454.452533,
            454.452533,
            454.452533
        ],
        [
            -1479741,
            -118342,
            -1531373,
            -8023309,
            -1488180,
            -9107267
        ],
        [
            0.385767,
            1.182784,
            0.239421,
            1.002819,
            1.775214,
            0.562852
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            174,
            84,
            90,
            106,
            53,
            53
        ],
        [
            40,
            23,
            17,
            108,
            54,
            54
        ],
        [
            81.308411,
            78.504673,
            84.11215,
            49.53271,
            49.53271,
            49.53271
        ],
        [
            0.088682,
            0.323857,
            0.045224,
            1.02174,
            1.808708,
            0.573472
        ],
        [
            30273,
            30273,
            15012,
            4413315,
            4413315,
            2611271
        ],
        [
            -1247288,
            -66429,
            -1247288,
            -1683728,
            -594049,
            -1683728
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            15,
            16,
            13,
            42,
            45,
            39
        ],
        [
            161,
            158,
            165,
            42,
            49,
            36
        ],
        [
            9113,
            5057,
            4056,
            9113,
            5057,
            4056
        ],
        [
            41.177561,
            80.177561,
            41.177561,
            41.177561,
            80.177561,
            41.177561
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574016,
            -338595,
            -574976,
            -550187,
            436892,
            -579724
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558764000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032941268,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 181,
            "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)