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Trade: THETA/USDT/480/LINREG/KCL/1408

Strategy
THETA/USDT/480/LINREG/KCL/1408
Pair
THETA_USDT
Interval
8h
Score
456580
Daily Profit
0.254528
Profit Factor
2.013832
Profitability
48.484848
Streak
325.942607
Best Strategy
Training Data Length
2367.330000
Evaluation Time
2025-10-02 09:37
Expiration Time
2025-12-12 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -8902484.5598 22349.4487 -8924834.0085 -261890.978 40970201.0008 -41232091.9787
Total P&L (%) -8902.4846 22.3494 -8924.834 -261.891 40970.201 -41232.092
Avg Daily Profit (%) -3.7606 0.0094 -3.77 0 0.2545 0
Buy And Hold Return (%) 534.2513 534.2513 534.2513 534.2513 534.2513 534.2513
Max Trade Drawdown -9066945 -75482 -9048822 -81903014 -13812469 -85004171
Profit Factor 0.0597 1.1044 0.0355 0.9981 2.0138 0.5823
Total Trades 66 33 33 66 33 33
Winning Trades 45 21 24 27 16 11
Losing Trades 21 12 9 39 17 22
Profitability (%) 68.1818 63.6364 72.7273 40.9091 48.4848 33.3333
Ratio Avg Win / Avg Loss 0.0278 0.6311 0.0133 1.4417 2.1397 1.1646
Largest Winning Trade 40584 40584 31945 42901077 42901077 25079201
Largest Losing Trade -9034009 -59699 -9034009 -21422123 -8597867 -21422123
Avg Bars in Trades 100 60 140 100 60 140
Avg Bars in Winners 55 30 76 129 96 178
Avg Bars in Losers 196 111 310 80 26 121
Bars Traded 6628 1988 4640 6628 1988 4640
Profit Streak 0 0 0 116.2759 325.9426 116.2759
Trades During Streak 0 0 0 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706920 -451647 -577856 -710466 456580 -585053
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7102,
    "evaluation_days": 2367.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558281600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759387041276,
    "expiration_time": 1765499328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -8902484.559836056,
            22349.4487045543,
            -8924834.008540606,
            -261890.977966495,
            40970201.00076236,
            -41232091.978728846
        ],
        [
            -8902.48456,
            22.349449,
            -8924.834009,
            -261.890978,
            40970.201001,
            -41232.091979
        ],
        [
            -3.760559,
            0.009441,
            -3.77,
            0,
            0.254528,
            0
        ],
        [
            534.251291,
            534.251291,
            534.251291,
            534.251291,
            534.251291,
            534.251291
        ],
        [
            -9066945,
            -75482,
            -9048822,
            -81903014,
            -13812469,
            -85004171
        ],
        [
            0.059671,
            1.104363,
            0.035493,
            0.998118,
            2.013832,
            0.582318
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            45,
            21,
            24,
            27,
            16,
            11
        ],
        [
            21,
            12,
            9,
            39,
            17,
            22
        ],
        [
            68.181818,
            63.636364,
            72.727273,
            40.909091,
            48.484848,
            33.333333
        ],
        [
            0.027846,
            0.631065,
            0.01331,
            1.441725,
            2.139696,
            1.164637
        ],
        [
            40584,
            40584,
            31945,
            42901077,
            42901077,
            25079201
        ],
        [
            -9034009,
            -59699,
            -9034009,
            -21422123,
            -8597867,
            -21422123
        ],
        [
            100,
            60,
            140,
            100,
            60,
            140
        ],
        [
            55,
            30,
            76,
            129,
            96,
            178
        ],
        [
            196,
            111,
            310,
            80,
            26,
            121
        ],
        [
            6628,
            1988,
            4640,
            6628,
            1988,
            4640
        ],
        [
            0,
            0,
            0,
            116.275941,
            325.942607,
            116.275941
        ],
        [
            0,
            0,
            0,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706920,
            -451647,
            -577856,
            -710466,
            456580,
            -585053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7102,
    "evaluation_days": 2367.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558281600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759387041276,
    "expiration_time": 1765499328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)