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Trade: THETA/USDT/60/RMA/VWMA/2300

Strategy
THETA/USDT/60/RMA/VWMA/2300
Pair
THETA_USDT
Interval
1h
Score
475318
Daily Profit
0.326685
Profit Factor
2.109897
Profitability
47.727273
Streak
7.789870
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-03 09:57
Expiration Time
2025-12-17 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 340297.8443 252819.9381 87477.9062 486371.7388 56738.4091 429633.3297
Total P&L (%) 340.2978 252.8199 87.4779 486.3717 56.7384 429.6333
Avg Daily Profit (%) 0.3267 0.2427 0.084 0.1699 0.0432 0.1602
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107205 -66355 -54443 -395747 -298577 -166785
Profit Factor 2.1099 2.6271 1.5785 1.4768 1.0932 2.0445
Total Trades 88 44 44 88 44 44
Winning Trades 42 21 21 42 21 21
Losing Trades 46 23 23 46 23 23
Profitability (%) 47.7273 47.7273 47.7273 47.7273 47.7273 47.7273
Ratio Avg Win / Avg Loss 2.3108 2.8773 1.7288 1.6174 1.1973 2.2392
Largest Winning Trade 173385 173385 54128 235193 167685 235193
Largest Losing Trade -24515 -22234 -24515 -111721 -111721 -79564
Avg Bars in Trades 278 288 268 278 288 268
Avg Bars in Winners 391 374 407 391 374 407
Avg Bars in Losers 175 209 142 175 209 142
Bars Traded 24522 12688 11834 24522 12688 11834
Profit Streak 7.7899 7.7899 18.2482 7.7899 7.7899 18.2482
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475318 462512 -78199 364556 -254316 392571
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669471200000,
    "first_datapoint_time": 1670349600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474644752,
    "expiration_time": 1765951200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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": [
        [
            340297.8443228704,
            252819.93812156,
            87477.9062013105,
            486371.7387676092,
            56738.4090508159,
            429633.3297167934
        ],
        [
            340.297844,
            252.819938,
            87.477906,
            486.371739,
            56.738409,
            429.63333
        ],
        [
            0.326685,
            0.242706,
            0.083979,
            0.169947,
            0.043152,
            0.160161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107205,
            -66355,
            -54443,
            -395747,
            -298577,
            -166785
        ],
        [
            2.109897,
            2.627108,
            1.578469,
            1.47677,
            1.093195,
            2.044514
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            47.727273,
            47.727273,
            47.727273,
            47.727273,
            47.727273,
            47.727273
        ],
        [
            2.31084,
            2.877309,
            1.7288,
            1.617415,
            1.197309,
            2.23923
        ],
        [
            173385,
            173385,
            54128,
            235193,
            167685,
            235193
        ],
        [
            -24515,
            -22234,
            -24515,
            -111721,
            -111721,
            -79564
        ],
        [
            278,
            288,
            268,
            278,
            288,
            268
        ],
        [
            391,
            374,
            407,
            391,
            374,
            407
        ],
        [
            175,
            209,
            142,
            175,
            209,
            142
        ],
        [
            24522,
            12688,
            11834,
            24522,
            12688,
            11834
        ],
        [
            7.78987,
            7.78987,
            18.248203,
            7.78987,
            7.78987,
            18.248203
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475318,
            462512,
            -78199,
            364556,
            -254316,
            392571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669471200000,
    "first_datapoint_time": 1670349600000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759474644752,
    "expiration_time": 1765951200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 245,
            "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)