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Trade: THETA/USDT/480/SMA/VWMA/8307

Strategy
THETA/USDT/480/SMA/VWMA/8307
Pair
THETA_USDT
Interval
8h
Score
483235
Daily Profit
0.656998
Profit Factor
6.782060
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2367.670000
Evaluation Time
2025-10-02 19:25
Expiration Time
2025-12-12 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1636168.4019 1555554.7233 80613.6786 4858531.7068 2142480.6923 2716051.0145
Total P&L (%) 1636.1684 1555.5547 80.6137 4858.5317 2142.4807 2716.051
Avg Daily Profit (%) 0.691 0.657 0.034 0.165 0.1314 0.1411
Buy And Hold Return (%) 526.2383 526.2383 526.2383 526.2383 526.2383 526.2383
Max Trade Drawdown -120796 -118791 -59886 -3775196 -3929932 -2033898
Profit Factor 4.274 6.7821 1.3494 1.3262 1.2331 1.4761
Total Trades 69 35 34 69 35 34
Winning Trades 29 14 15 29 14 15
Losing Trades 40 21 19 40 21 19
Profitability (%) 42.029 40 44.1176 42.029 40 44.1176
Ratio Avg Win / Avg Loss 5.8952 10.1731 1.7093 1.8292 1.8496 1.8698
Largest Winning Trade 1188896 1188896 64426 4318409 4318409 2829133
Largest Losing Trade -30320 -30320 -28839 -1389166 -1389166 -1378664
Avg Bars in Trades 100 101 99 100 101 99
Avg Bars in Winners 147 163 132 147 163 132
Avg Bars in Losers 67 60 74 67 60 74
Bars Traded 6962 3563 3399 6962 3563 3399
Profit Streak 0 0 83.6841 0 0 83.6841
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92894 483235 -313436 -100283 -22399 -4985
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 2367.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759422310141,
    "expiration_time": 1765528992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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": [
        [
            1636168.4018706072,
            1555554.7232544415,
            80613.6786161656,
            4858531.706796585,
            2142480.692292846,
            2716051.0145037374
        ],
        [
            1636.168402,
            1555.554723,
            80.613679,
            4858.531707,
            2142.480692,
            2716.051015
        ],
        [
            0.691046,
            0.656998,
            0.034048,
            0.165011,
            0.131446,
            0.141079
        ],
        [
            526.238263,
            526.238263,
            526.238263,
            526.238263,
            526.238263,
            526.238263
        ],
        [
            -120796,
            -118791,
            -59886,
            -3775196,
            -3929932,
            -2033898
        ],
        [
            4.274,
            6.78206,
            1.349409,
            1.326151,
            1.233076,
            1.476135
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            42.028986,
            40,
            44.117647,
            42.028986,
            40,
            44.117647
        ],
        [
            5.895173,
            10.17309,
            1.709251,
            1.829174,
            1.849614,
            1.869771
        ],
        [
            1188896,
            1188896,
            64426,
            4318409,
            4318409,
            2829133
        ],
        [
            -30320,
            -30320,
            -28839,
            -1389166,
            -1389166,
            -1378664
        ],
        [
            100,
            101,
            99,
            100,
            101,
            99
        ],
        [
            147,
            163,
            132,
            147,
            163,
            132
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            6962,
            3563,
            3399,
            6962,
            3563,
            3399
        ],
        [
            0,
            0,
            83.684145,
            0,
            0,
            83.684145
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92894,
            483235,
            -313436,
            -100283,
            -22399,
            -4985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 2367.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557964800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759422310141,
    "expiration_time": 1765528992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "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)