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Trade: THETA/USDT/480/VWMA/KCB/7952

Strategy
THETA/USDT/480/VWMA/KCB/7952
Pair
THETA_USDT
Interval
8h
Score
496805
Daily Profit
0.725297
Profit Factor
6.221408
Profitability
37.142857
Streak
0.000000
Best Strategy
Training Data Length
2368.000000
Evaluation Time
2025-10-02 23:32
Expiration Time
2025-12-12 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1495042.3062 1717503.0968 -222460.7906 -256030.9254 2326186.2897 -2582217.2152
Total P&L (%) 1495.0423 1717.5031 -222.4608 -256.0309 2326.1863 -2582.2172
Avg Daily Profit (%) 0.6314 0.7253 -0.0939 0 0.1348 0
Buy And Hold Return (%) 432.2569 432.2569 432.2569 432.2569 432.2569 432.2569
Max Trade Drawdown -423412 -160073 -308574 -7442702 -3704441 -5975915
Profit Factor 2.7206 6.2214 0.588 0.9794 1.5064 0.6708
Total Trades 69 35 34 69 35 34
Winning Trades 26 13 13 37 19 18
Losing Trades 43 22 21 32 16 16
Profitability (%) 37.6812 37.1429 38.2353 53.6232 54.2857 52.9412
Ratio Avg Win / Avg Loss 4.4994 10.5285 0.9499 0.8471 1.2686 0.5963
Largest Winning Trade 1636878 1636878 70710 4096132 4096132 2138367
Largest Losing Trade -206332 -38898 -206332 -3480982 -1490952 -3480982
Avg Bars in Trades 99 77 122 99 77 122
Avg Bars in Winners 134 106 162 108 95 122
Avg Bars in Losers 79 60 98 90 56 123
Bars Traded 6896 2717 4179 6896 2717 4179
Profit Streak 0 0 0 158.8559 306.5226 158.8559
Trades During Streak 0 0 0 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96856 496805 -585370 -684896 -10533 -579448
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7104,
    "evaluation_days": 2368,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559462400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437152251,
    "expiration_time": 1765558656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1495042.3062262882,
            1717503.096806858,
            -222460.7905805691,
            -256030.9254279188,
            2326186.2897387506,
            -2582217.2151666693
        ],
        [
            1495.042306,
            1717.503097,
            -222.460791,
            -256.030925,
            2326.18629,
            -2582.217215
        ],
        [
            0.631352,
            0.725297,
            -0.093945,
            0,
            0.134757,
            0
        ],
        [
            432.256912,
            432.256912,
            432.256912,
            432.256912,
            432.256912,
            432.256912
        ],
        [
            -423412,
            -160073,
            -308574,
            -7442702,
            -3704441,
            -5975915
        ],
        [
            2.720585,
            6.221408,
            0.588021,
            0.979415,
            1.506406,
            0.670801
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            26,
            13,
            13,
            37,
            19,
            18
        ],
        [
            43,
            22,
            21,
            32,
            16,
            16
        ],
        [
            37.681159,
            37.142857,
            38.235294,
            53.623188,
            54.285714,
            52.941176
        ],
        [
            4.499428,
            10.528536,
            0.949879,
            0.847061,
            1.268553,
            0.596267
        ],
        [
            1636878,
            1636878,
            70710,
            4096132,
            4096132,
            2138367
        ],
        [
            -206332,
            -38898,
            -206332,
            -3480982,
            -1490952,
            -3480982
        ],
        [
            99,
            77,
            122,
            99,
            77,
            122
        ],
        [
            134,
            106,
            162,
            108,
            95,
            122
        ],
        [
            79,
            60,
            98,
            90,
            56,
            123
        ],
        [
            6896,
            2717,
            4179,
            6896,
            2717,
            4179
        ],
        [
            0,
            0,
            0,
            158.855929,
            306.522595,
            158.855929
        ],
        [
            0,
            0,
            0,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96856,
            496805,
            -585370,
            -684896,
            -10533,
            -579448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7104,
    "evaluation_days": 2368,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559462400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437152251,
    "expiration_time": 1765558656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)