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Trade: THETA/USDT/720/FWMA/KCL/3205

Strategy
THETA/USDT/720/FWMA/KCL/3205
Pair
THETA_USDT
Interval
12h
Score
571110
Daily Profit
0.261358
Profit Factor
2.839590
Profitability
51.612903
Streak
209.805852
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 10:20
Expiration Time
2025-12-18 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7133579.754 66822.4759 -7200402.2299 185455776.4325 48941388.9993 136514387.4332
Total P&L (%) -7133.5798 66.8225 -7200.4022 185455.7764 48941.389 136514.3874
Avg Daily Profit (%) -3.0055 0.0282 -3.0337 0.3176 0.2614 0.3046
Buy And Hold Return (%) 563.6967 563.6967 563.6967 563.6967 563.6967 563.6967
Max Trade Drawdown -7350206 -23410 -7340721 -63075082 -9092579 -57858528
Profit Factor 0.0661 2.0657 0.0495 2.4695 2.8396 2.3706
Total Trades 61 31 30 61 31 30
Winning Trades 46 22 24 32 16 16
Losing Trades 15 9 6 29 15 14
Profitability (%) 75.4098 70.9677 80 52.459 51.6129 53.3333
Ratio Avg Win / Avg Loss 0.0215 0.845 0.0124 2.238 2.6621 2.0743
Largest Winning Trade 38458 12332 38458 107450466 18853218 107450466
Largest Losing Trade -7333177 -23410 -7333177 -28238031 -5110300 -28238031
Avg Bars in Trades 71 5 140 71 5 140
Avg Bars in Winners 42 4 77 61 5 117
Avg Bars in Losers 163 9 393 83 5 167
Bars Traded 4391 175 4216 4391 175 4216
Profit Streak 12.8059 209.8059 12.8059 12.8059 209.8059 12.8059
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -741977 -315505 -576325 -150425 571110 519966
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556020800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908025650,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "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": [
        [
            -7133579.753980881,
            66822.475905202,
            -7200402.229886078,
            185455776.43245906,
            48941388.999278486,
            136514387.4331806
        ],
        [
            -7133.579754,
            66.822476,
            -7200.40223,
            185455.776432,
            48941.388999,
            136514.387433
        ],
        [
            -3.005511,
            0.028154,
            -3.033664,
            0.317585,
            0.261358,
            0.304645
        ],
        [
            563.6967,
            563.6967,
            563.6967,
            563.6967,
            563.6967,
            563.6967
        ],
        [
            -7350206,
            -23410,
            -7340721,
            -63075082,
            -9092579,
            -57858528
        ],
        [
            0.066066,
            2.065662,
            0.049515,
            2.469464,
            2.83959,
            2.3706
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            46,
            22,
            24,
            32,
            16,
            16
        ],
        [
            15,
            9,
            6,
            29,
            15,
            14
        ],
        [
            75.409836,
            70.967742,
            80,
            52.459016,
            51.612903,
            53.333333
        ],
        [
            0.021543,
            0.845043,
            0.012379,
            2.237952,
            2.662116,
            2.074275
        ],
        [
            38458,
            12332,
            38458,
            107450466,
            18853218,
            107450466
        ],
        [
            -7333177,
            -23410,
            -7333177,
            -28238031,
            -5110300,
            -28238031
        ],
        [
            71,
            5,
            140,
            71,
            5,
            140
        ],
        [
            42,
            4,
            77,
            61,
            5,
            117
        ],
        [
            163,
            9,
            393,
            83,
            5,
            167
        ],
        [
            4391,
            175,
            4216,
            4391,
            175,
            4216
        ],
        [
            12.805852,
            209.805852,
            12.805852,
            12.805852,
            209.805852,
            12.805852
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -741977,
            -315505,
            -576325,
            -150425,
            571110,
            519966
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556020800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908025650,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "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)