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Trade: THETA/USDT/720/VWMA/SUPERTREND/7436

Strategy
THETA/USDT/720/VWMA/SUPERTREND/7436
Pair
THETA_USDT
Interval
12h
Score
471241
Daily Profit
0.563199
Profit Factor
4.095548
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 14:58
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1209961.0109 1329149.4618 -119188.4509 -57456.1808 933420.7395 -990876.9204
Total P&L (%) 1209.961 1329.1495 -119.1885 -57.4562 933.4207 -990.8769
Avg Daily Profit (%) 0.5127 0.5632 -0.0505 -0.0362 0.099 0
Buy And Hold Return (%) 476.0122 476.0122 476.0122 476.0122 476.0122 476.0122
Max Trade Drawdown -284769 -222967 -182611 -2575331 -1677100 -1009941
Profit Factor 2.2297 4.0955 0.7851 0.9849 1.4818 0.4699
Total Trades 98 49 49 98 49 49
Winning Trades 44 22 22 44 22 22
Losing Trades 54 27 27 54 27 27
Profitability (%) 44.898 44.898 44.898 44.898 44.898 44.898
Ratio Avg Win / Avg Loss 2.7365 5.0264 0.9635 1.2087 1.8186 0.5767
Largest Winning Trade 1184565 1184565 62863 2407950 2407950 228735
Largest Losing Trade -63320 -40928 -63320 -619609 -432738 -619609
Avg Bars in Trades 46 44 47 46 44 47
Avg Bars in Winners 61 63 58 61 63 58
Avg Bars in Losers 34 29 38 34 29 38
Bars Traded 4529 2196 2333 4529 2196 2333
Profit Streak 45.4992 0 67.9992 45.4992 0 67.9992
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369680 471241 -582107 -580278 -67108 -582107
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974328783,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 161,
            "offset": 0,
            "multiplier": 3.11698
        }
    }
}
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": [
        [
            1209961.0108549295,
            1329149.4617689066,
            -119188.4509139775,
            -57456.1808259619,
            933420.7395401747,
            -990876.9203661364
        ],
        [
            1209.961011,
            1329.149462,
            -119.188451,
            -57.456181,
            933.42074,
            -990.87692
        ],
        [
            0.512695,
            0.563199,
            -0.050504,
            -0.036207,
            0.099009,
            0
        ],
        [
            476.012223,
            476.012223,
            476.012223,
            476.012223,
            476.012223,
            476.012223
        ],
        [
            -284769,
            -222967,
            -182611,
            -2575331,
            -1677100,
            -1009941
        ],
        [
            2.229733,
            4.095548,
            0.785071,
            0.984906,
            1.481828,
            0.469907
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            44.897959,
            44.897959,
            44.897959,
            44.897959,
            44.897959,
            44.897959
        ],
        [
            2.736491,
            5.026354,
            0.963496,
            1.208748,
            1.818607,
            0.576704
        ],
        [
            1184565,
            1184565,
            62863,
            2407950,
            2407950,
            228735
        ],
        [
            -63320,
            -40928,
            -63320,
            -619609,
            -432738,
            -619609
        ],
        [
            46,
            44,
            47,
            46,
            44,
            47
        ],
        [
            61,
            63,
            58,
            61,
            63,
            58
        ],
        [
            34,
            29,
            38,
            34,
            29,
            38
        ],
        [
            4529,
            2196,
            2333,
            4529,
            2196,
            2333
        ],
        [
            45.499176,
            0,
            67.999176,
            45.499176,
            0,
            67.999176
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369680,
            471241,
            -582107,
            -580278,
            -67108,
            -582107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974328783,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 161,
            "offset": 0,
            "multiplier": 3.11698
        }
    }
}

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)