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Trade: THETA/USDT/720/VWAP/SMA/1165

Strategy
THETA/USDT/720/VWAP/SMA/1165
Pair
THETA_USDT
Interval
12h
Score
475925
Daily Profit
0.222437
Profit Factor
1.928399
Profitability
57.731959
Streak
83.895760
Best Strategy
Training Data Length
2366.500000
Evaluation Time
2025-10-01 12:29
Expiration Time
2025-12-11 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1722285.4313 79024.1026 -1801309.534 902224.3112 19112156.2844 -18209931.9732
Total P&L (%) -1722.2854 79.0241 -1801.3095 902.2243 19112.1563 -18209.932
Avg Daily Profit (%) -0.7278 0.0334 -0.7612 0.0974 0.2224 0
Buy And Hold Return (%) 531.8584 531.8584 531.8584 531.8584 531.8584 531.8584
Max Trade Drawdown -1921903 -130734 -1930321 -28540969 -7289192 -30239899
Profit Factor 0.351 1.2222 0.2161 1.016 1.9284 0.4892
Total Trades 194 97 97 194 97 97
Winning Trades 155 76 79 109 56 53
Losing Trades 39 21 18 85 41 44
Profitability (%) 79.8969 78.3505 81.4433 56.1856 57.732 54.6392
Ratio Avg Win / Avg Loss 0.0883 0.3377 0.0492 0.7923 1.4119 0.4062
Largest Winning Trade 23303 23303 19760 16352316 16352316 4225471
Largest Losing Trade -1602697 -65934 -1602697 -5471512 -2985421 -5471512
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 8 10 7 21 24 18
Avg Bars in Losers 83 81 85 27 27 26
Bars Traded 4626 2505 2121 4626 2505 2121
Profit Streak 46.8958 83.8958 46.8958 46.8958 83.8958 46.8958
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573982 -310728 -574999 -272205 475925 -578704
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310993645,
    "expiration_time": 1765410768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 82,
            "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": [
        [
            -1722285.43133391,
            79024.1026243418,
            -1801309.533958252,
            902224.3112138029,
            19112156.28439083,
            -18209931.97317701
        ],
        [
            -1722.285431,
            79.024103,
            -1801.309534,
            902.224311,
            19112.156284,
            -18209.931973
        ],
        [
            -0.727777,
            0.033393,
            -0.76117,
            0.097441,
            0.222437,
            0
        ],
        [
            531.858407,
            531.858407,
            531.858407,
            531.858407,
            531.858407,
            531.858407
        ],
        [
            -1921903,
            -130734,
            -1930321,
            -28540969,
            -7289192,
            -30239899
        ],
        [
            0.350957,
            1.222203,
            0.216119,
            1.016043,
            1.928399,
            0.489235
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            155,
            76,
            79,
            109,
            56,
            53
        ],
        [
            39,
            21,
            18,
            85,
            41,
            44
        ],
        [
            79.896907,
            78.350515,
            81.443299,
            56.185567,
            57.731959,
            54.639175
        ],
        [
            0.088305,
            0.337714,
            0.049242,
            0.792327,
            1.411863,
            0.406157
        ],
        [
            23303,
            23303,
            19760,
            16352316,
            16352316,
            4225471
        ],
        [
            -1602697,
            -65934,
            -1602697,
            -5471512,
            -2985421,
            -5471512
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            8,
            10,
            7,
            21,
            24,
            18
        ],
        [
            83,
            81,
            85,
            27,
            27,
            26
        ],
        [
            4626,
            2505,
            2121,
            4626,
            2505,
            2121
        ],
        [
            46.89576,
            83.89576,
            46.89576,
            46.89576,
            83.89576,
            46.89576
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573982,
            -310728,
            -574999,
            -272205,
            475925,
            -578704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310993645,
    "expiration_time": 1765410768000,
    "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": 82,
            "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)