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Trade: THETA/USDT/120/OHLC4/BBL/5814

Strategy
THETA/USDT/120/OHLC4/BBL/5814
Pair
THETA_USDT
Interval
2h
Score
559469
Daily Profit
0.267488
Profit Factor
2.443277
Profitability
69.047619
Streak
217.573007
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 04:45
Expiration Time
2025-12-15 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3802117.1626 82935.9119 -3885053.0745 -7524347.7764 26018038.1712 -33542385.9477
Total P&L (%) -3802.1172 82.9359 -3885.0531 -7524.3478 26018.0382 -33542.3859
Avg Daily Profit (%) -1.825 0.0398 -1.8648 0 0.2675 0
Buy And Hold Return (%) 563.0153 563.0153 563.0153 563.0153 563.0153 563.0153
Max Trade Drawdown -4051890 -20835 -4053942 -190870468 -13746180 -189276452
Profit Factor 0.1386 2.7857 0.1104 0.9743 2.4433 0.8781
Total Trades 83 42 41 83 42 41
Winning Trades 62 31 31 53 29 24
Losing Trades 21 11 10 30 13 17
Profitability (%) 74.6988 73.8095 75.6098 63.8554 69.0476 58.5366
Ratio Avg Win / Avg Loss 0.0469 0.9885 0.0356 0.5515 1.0953 0.622
Largest Winning Trade 54004 21008 54004 28085397 7672192 28085397
Largest Losing Trade -3729535 -19793 -3729535 -108648564 -12834156 -108648564
Avg Bars in Trades 291 3 587 291 3 587
Avg Bars in Winners 204 2 405 212 3 465
Avg Bars in Losers 551 4 1152 432 3 760
Bars Traded 24234 141 24093 24234 141 24093
Profit Streak 0 0 294.4063 8.823 217.573 0
Trades During Streak 0 0 6 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578576 -299559 -576010 -579312 559469 -579635
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579212000000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283107846,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 3.09828
        }
    }
}
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": [
        [
            -3802117.162578056,
            82935.911933079,
            -3885053.074511135,
            -7524347.776442758,
            26018038.171207678,
            -33542385.947650377
        ],
        [
            -3802.117163,
            82.935912,
            -3885.053075,
            -7524.347776,
            26018.038171,
            -33542.385948
        ],
        [
            -1.825019,
            0.039809,
            -1.864828,
            0,
            0.267488,
            0
        ],
        [
            563.015278,
            563.015278,
            563.015278,
            563.015278,
            563.015278,
            563.015278
        ],
        [
            -4051890,
            -20835,
            -4053942,
            -190870468,
            -13746180,
            -189276452
        ],
        [
            0.138584,
            2.785744,
            0.110434,
            0.974329,
            2.443277,
            0.878065
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            62,
            31,
            31,
            53,
            29,
            24
        ],
        [
            21,
            11,
            10,
            30,
            13,
            17
        ],
        [
            74.698795,
            73.809524,
            75.609756,
            63.855422,
            69.047619,
            58.536585
        ],
        [
            0.04694,
            0.98849,
            0.035624,
            0.551507,
            1.095262,
            0.621963
        ],
        [
            54004,
            21008,
            54004,
            28085397,
            7672192,
            28085397
        ],
        [
            -3729535,
            -19793,
            -3729535,
            -108648564,
            -12834156,
            -108648564
        ],
        [
            291,
            3,
            587,
            291,
            3,
            587
        ],
        [
            204,
            2,
            405,
            212,
            3,
            465
        ],
        [
            551,
            4,
            1152,
            432,
            3,
            760
        ],
        [
            24234,
            141,
            24093,
            24234,
            141,
            24093
        ],
        [
            0,
            0,
            294.406341,
            8.823007,
            217.573007,
            0
        ],
        [
            0,
            0,
            6,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578576,
            -299559,
            -576010,
            -579312,
            559469,
            -579635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579212000000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283107846,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 231,
            "offset": 0,
            "std": 3.09828
        }
    }
}

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)