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Trade: THETA/USDT/720/FWMA/VWAP/8322

Strategy
THETA/USDT/720/FWMA/VWAP/8322
Pair
THETA_USDT
Interval
12h
Score
576424
Daily Profit
0.229932
Profit Factor
3.834684
Profitability
56.250000
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 -6671241.23 -69811.297 -6601429.9329 -176591.5352 23256923.2252 -23433514.7604
Total P&L (%) -6671.2412 -69.8113 -6601.4299 -176.5915 23256.9232 -23433.5148
Avg Daily Profit (%) -2.8095 -0.0294 -2.7801 0 0.2299 0
Buy And Hold Return (%) 557.9663 557.9663 557.9663 557.9663 557.9663 557.9663
Max Trade Drawdown -6869867 -196119 -6676979 -27989138 -2471756 -41085186
Profit Factor 0.0567 0.7423 0.0294 0.9966 3.8347 0.4573
Total Trades 64 32 32 64 32 32
Winning Trades 37 17 20 32 18 14
Losing Trades 27 15 12 32 14 18
Profitability (%) 57.8125 53.125 62.5 50 56.25 43.75
Ratio Avg Win / Avg Loss 0.0414 0.655 0.0176 0.9966 2.9825 0.588
Largest Winning Trade 112896 112896 40313 12025880 9859353 12025880
Largest Losing Trade -6605975 -47936 -6605975 -23657090 -2162068 -23657090
Avg Bars in Trades 71 75 66 71 75 66
Avg Bars in Winners 20 12 26 93 114 66
Avg Bars in Losers 140 146 132 48 25 66
Bars Traded 4545 2418 2127 4545 2418 2127
Profit Streak 34.0862 34.0862 60.5862 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -722271 -579863 -578213 -724277 576424 -583240
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": 1562846400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975448932,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    }
}
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": [
        [
            -6671241.229957834,
            -69811.2970445302,
            -6601429.932913303,
            -176591.5352049159,
            23256923.225215524,
            -23433514.760420457
        ],
        [
            -6671.24123,
            -69.811297,
            -6601.429933,
            -176.591535,
            23256.923225,
            -23433.51476
        ],
        [
            -2.809535,
            -0.0294,
            -2.780135,
            0,
            0.229932,
            0
        ],
        [
            557.966286,
            557.966286,
            557.966286,
            557.966286,
            557.966286,
            557.966286
        ],
        [
            -6869867,
            -196119,
            -6676979,
            -27989138,
            -2471756,
            -41085186
        ],
        [
            0.056678,
            0.742345,
            0.029362,
            0.996563,
            3.834684,
            0.457296
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            17,
            20,
            32,
            18,
            14
        ],
        [
            27,
            15,
            12,
            32,
            14,
            18
        ],
        [
            57.8125,
            53.125,
            62.5,
            50,
            56.25,
            43.75
        ],
        [
            0.04136,
            0.65501,
            0.017617,
            0.996563,
            2.982532,
            0.587951
        ],
        [
            112896,
            112896,
            40313,
            12025880,
            9859353,
            12025880
        ],
        [
            -6605975,
            -47936,
            -6605975,
            -23657090,
            -2162068,
            -23657090
        ],
        [
            71,
            75,
            66,
            71,
            75,
            66
        ],
        [
            20,
            12,
            26,
            93,
            114,
            66
        ],
        [
            140,
            146,
            132,
            48,
            25,
            66
        ],
        [
            4545,
            2418,
            2127,
            4545,
            2418,
            2127
        ],
        [
            34.086214,
            34.086214,
            60.586214,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -722271,
            -579863,
            -578213,
            -724277,
            576424,
            -583240
        ]
    ]
}
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": 1562846400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975448932,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    }
}

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)