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Trade: THETA/USDT/720/BBM/OHLC4/2760

Strategy
THETA/USDT/720/BBM/OHLC4/2760
Pair
THETA_USDT
Interval
12h
Score
594673
Daily Profit
0.192558
Profit Factor
1.513747
Profitability
49.822380
Streak
4.634454
Best Strategy
Training Data Length
2379.000000
Evaluation Time
2025-10-13 18:13
Expiration Time
2025-12-23 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128053.5483 363785.526 -235731.9777 -94911.0529 9617953.3111 -9712864.364
Total P&L (%) 128.0535 363.7855 -235.732 -94.9111 9617.9533 -9712.8644
Avg Daily Profit (%) 0.0538 0.1529 -0.0991 -0.1251 0.1926 0
Buy And Hold Return (%) 368.2816 368.2816 368.2816 368.2816 368.2816 368.2816
Max Trade Drawdown -515096 -274033 -393891 -8934141 -3636072 -10415667
Profit Factor 1.0279 1.1735 0.9058 0.9981 1.5137 0.6894
Total Trades 2252 1126 1126 2252 1126 1126
Winning Trades 1087 561 526 1087 561 526
Losing Trades 1165 565 600 1165 565 600
Profitability (%) 48.2682 49.8224 46.714 48.2682 49.8224 46.714
Ratio Avg Win / Avg Loss 1.1016 1.1819 1.0332 1.0697 1.5245 0.7864
Largest Winning Trade 79074 79074 51932 872874 785314 872874
Largest Losing Trade -30456 -29078 -30456 -1795381 -1688859 -1795381
Avg Bars in Trades 2 1 2 2 1 2
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 1 1 2 1 1 2
Bars Traded 4751 2139 2612 4751 2139 2612
Profit Streak 0 4.6345 0 0 4.6345 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -469963 -182176 -574649 -572367 594673 -576316
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4758,
    "evaluation_days": 2379,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1554897600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760368416821,
    "expiration_time": 1766523168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.12614
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            128053.5483157931,
            363785.5260472284,
            -235731.9777314346,
            -94911.0529365353,
            9617953.311074758,
            -9712864.364011288
        ],
        [
            128.053548,
            363.785526,
            -235.731978,
            -94.911053,
            9617.953311,
            -9712.864364
        ],
        [
            0.053827,
            0.152915,
            -0.099089,
            -0.125104,
            0.192558,
            0
        ],
        [
            368.281617,
            368.281617,
            368.281617,
            368.281617,
            368.281617,
            368.281617
        ],
        [
            -515096,
            -274033,
            -393891,
            -8934141,
            -3636072,
            -10415667
        ],
        [
            1.02785,
            1.173515,
            0.905762,
            0.998101,
            1.513747,
            0.689373
        ],
        [
            2252,
            1126,
            1126,
            2252,
            1126,
            1126
        ],
        [
            1087,
            561,
            526,
            1087,
            561,
            526
        ],
        [
            1165,
            565,
            600,
            1165,
            565,
            600
        ],
        [
            48.268206,
            49.82238,
            46.714032,
            48.268206,
            49.82238,
            46.714032
        ],
        [
            1.101605,
            1.181882,
            1.033188,
            1.069722,
            1.52454,
            0.786357
        ],
        [
            79074,
            79074,
            51932,
            872874,
            785314,
            872874
        ],
        [
            -30456,
            -29078,
            -30456,
            -1795381,
            -1688859,
            -1795381
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            1,
            1,
            2,
            1,
            1,
            2
        ],
        [
            4751,
            2139,
            2612,
            4751,
            2139,
            2612
        ],
        [
            0,
            4.634453,
            0,
            0,
            4.634454,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -469963,
            -182176,
            -574649,
            -572367,
            594673,
            -576316
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4758,
    "evaluation_days": 2379,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1554897600000,
    "last_datapoint_time": 1760356800000,
    "evaluation_time": 1760368416821,
    "expiration_time": 1766523168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 1.12614
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)