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Trade: THETA/USDT/120/WMA/BBU/2873

Strategy
THETA/USDT/120/WMA/BBU/2873
Pair
THETA_USDT
Interval
2h
Score
528747
Daily Profit
0.953968
Profit Factor
2.399616
Profitability
40.151515
Streak
7.406379
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 1987430.2325 2021951.9683 -34521.7358 196491.2222 2819737.9937 -2623246.7714
Total P&L (%) 1987.4302 2021.952 -34.5217 196.4912 2819.738 -2623.2468
Avg Daily Profit (%) 0.954 0.9705 -0.0166 0.0522 0.1621 0
Buy And Hold Return (%) 550.3299 550.3299 550.3299 550.3299 550.3299 550.3299
Max Trade Drawdown -203917 -197187 -69994 -7874970 -5499380 -3021577
Profit Factor 2.3996 3.2845 0.9355 1.0085 1.2068 0.7264
Total Trades 396 198 198 396 198 198
Winning Trades 159 74 85 159 74 85
Losing Trades 237 124 113 237 124 113
Profitability (%) 40.1515 37.3737 42.9293 40.1515 37.3737 42.9293
Ratio Avg Win / Avg Loss 3.5768 5.5038 1.2436 1.5032 2.0222 0.9657
Largest Winning Trade 1696131 1696131 28690 7655262 7655262 723040
Largest Losing Trade -37432 -37432 -25570 -2118584 -2118584 -1668464
Avg Bars in Trades 61 104 18 61 104 18
Avg Bars in Winners 84 158 19 84 158 19
Avg Bars in Losers 46 72 18 46 72 18
Bars Traded 24444 20701 3743 24444 20701 3743
Profit Streak 7.4064 7.4064 39.4897 7.4064 7.4064 39.4897
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528747 479947 -580555 -499733 120202 -582221
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": 1580443200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283111169,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 3.25764
        }
    }
}
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": [
        [
            1987430.2325295561,
            2021951.9683427215,
            -34521.7358131655,
            196491.2222360987,
            2819737.99368324,
            -2623246.77144714
        ],
        [
            1987.430233,
            2021.951968,
            -34.521736,
            196.491222,
            2819.737994,
            -2623.246771
        ],
        [
            0.953968,
            0.970538,
            -0.01657,
            0.052182,
            0.162087,
            0
        ],
        [
            550.329877,
            550.329877,
            550.329877,
            550.329877,
            550.329877,
            550.329877
        ],
        [
            -203917,
            -197187,
            -69994,
            -7874970,
            -5499380,
            -3021577
        ],
        [
            2.399616,
            3.284521,
            0.935463,
            1.008461,
            1.2068,
            0.726443
        ],
        [
            396,
            198,
            198,
            396,
            198,
            198
        ],
        [
            159,
            74,
            85,
            159,
            74,
            85
        ],
        [
            237,
            124,
            113,
            237,
            124,
            113
        ],
        [
            40.151515,
            37.373737,
            42.929293,
            40.151515,
            37.373737,
            42.929293
        ],
        [
            3.576786,
            5.503792,
            1.243616,
            1.503177,
            2.022205,
            0.965742
        ],
        [
            1696131,
            1696131,
            28690,
            7655262,
            7655262,
            723040
        ],
        [
            -37432,
            -37432,
            -25570,
            -2118584,
            -2118584,
            -1668464
        ],
        [
            61,
            104,
            18,
            61,
            104,
            18
        ],
        [
            84,
            158,
            19,
            84,
            158,
            19
        ],
        [
            46,
            72,
            18,
            46,
            72,
            18
        ],
        [
            24444,
            20701,
            3743,
            24444,
            20701,
            3743
        ],
        [
            7.406379,
            7.406379,
            39.489712,
            7.406379,
            7.406379,
            39.489713
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528747,
            479947,
            -580555,
            -499733,
            120202,
            -582221
        ]
    ]
}
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": 1580443200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759283111169,
    "expiration_time": 1765756800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 3.25764
        }
    }
}

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)