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Trade: THETA/USDT/480/WMA/SWMA/5112

Strategy
THETA/USDT/480/WMA/SWMA/5112
Pair
THETA_USDT
Interval
8h
Score
431903
Daily Profit
0.688882
Profit Factor
7.566803
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2365.330000
Evaluation Time
2025-09-30 09:04
Expiration Time
2025-12-10 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1660277.9646 1629433.2618 30844.7028 769407.0359 67198.0883 702208.9477
Total P&L (%) 1660.278 1629.4333 30.8447 769.407 67.1981 702.2089
Avg Daily Profit (%) 0.7019 0.6889 0.013 0.0915 0.0217 0.0881
Buy And Hold Return (%) 409.5119 409.5119 409.5119 409.5119 409.5119 409.5119
Max Trade Drawdown -144224 -88874 -108066 -1388994 -1004380 -395981
Profit Factor 4.0891 7.5668 1.1066 1.1951 1.0308 1.3983
Total Trades 66 33 33 66 33 33
Winning Trades 24 11 13 24 11 13
Losing Trades 42 22 20 42 22 20
Profitability (%) 36.3636 33.3333 39.3939 36.3636 33.3333 39.3939
Ratio Avg Win / Avg Loss 7.156 15.1336 1.7025 2.0914 2.0616 2.1512
Largest Winning Trade 1386505 1386505 60180 765343 658057 765343
Largest Losing Trade -81138 -40309 -81138 -632258 -632258 -326010
Avg Bars in Trades 103 89 116 103 89 116
Avg Bars in Winners 170 155 183 170 155 183
Avg Bars in Losers 65 57 73 65 57 73
Bars Traded 6827 2969 3858 6827 2969 3858
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116799 431903 -447493 -217010 -521632 -86108
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7096,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212288645,
    "expiration_time": 1765321344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "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": [
        [
            1660277.9646052073,
            1629433.261797656,
            30844.702807551,
            769407.0359462148,
            67198.0882950779,
            702208.947651137
        ],
        [
            1660.277965,
            1629.433262,
            30.844703,
            769.407036,
            67.198088,
            702.208948
        ],
        [
            0.701922,
            0.688882,
            0.01304,
            0.091473,
            0.021733,
            0.088069
        ],
        [
            409.511871,
            409.511871,
            409.511871,
            409.511871,
            409.511871,
            409.511871
        ],
        [
            -144224,
            -88874,
            -108066,
            -1388994,
            -1004380,
            -395981
        ],
        [
            4.089137,
            7.566803,
            1.106609,
            1.195099,
            1.030815,
            1.398304
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            36.363636,
            33.333333,
            39.393939,
            36.363636,
            33.333333,
            39.393939
        ],
        [
            7.155989,
            15.133607,
            1.702476,
            2.091423,
            2.06163,
            2.151237
        ],
        [
            1386505,
            1386505,
            60180,
            765343,
            658057,
            765343
        ],
        [
            -81138,
            -40309,
            -81138,
            -632258,
            -632258,
            -326010
        ],
        [
            103,
            89,
            116,
            103,
            89,
            116
        ],
        [
            170,
            155,
            183,
            170,
            155,
            183
        ],
        [
            65,
            57,
            73,
            65,
            57,
            73
        ],
        [
            6827,
            2969,
            3858,
            6827,
            2969,
            3858
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -116799,
            431903,
            -447493,
            -217010,
            -521632,
            -86108
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7096,
    "evaluation_days": 2365.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759212288645,
    "expiration_time": 1765321344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 39,
            "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)