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Trade: THETA/USDT/720/LINREG/HMA/8285

Strategy
THETA/USDT/720/LINREG/HMA/8285
Pair
THETA_USDT
Interval
12h
Score
581502
Daily Profit
0.432358
Profit Factor
5.160701
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 02:18
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1190371.883 1027715.1529 162656.73 14222123.4415 3315497.5001 10906625.9414
Total P&L (%) 1190.3719 1027.7152 162.6567 14222.1234 3315.4975 10906.6259
Avg Daily Profit (%) 0.5008 0.4324 0.0684 0.2091 0.1487 0.198
Buy And Hold Return (%) 284.0319 284.0319 284.0319 284.0319 284.0319 284.0319
Max Trade Drawdown -86146 -65133 -130420 -9064366 -8833322 -3420756
Profit Factor 3.3585 5.1607 1.6312 1.6066 1.1951 2.6905
Total Trades 64 32 32 64 32 32
Winning Trades 38 18 20 38 18 20
Losing Trades 26 14 12 26 14 12
Profitability (%) 59.375 56.25 62.5 59.375 56.25 62.5
Ratio Avg Win / Avg Loss 2.2979 4.0139 0.9787 1.0993 0.9295 1.6143
Largest Winning Trade 303770 303770 62986 8329872 8329872 7551045
Largest Losing Trade -69212 -39607 -69212 -5791761 -5791761 -1918414
Avg Bars in Trades 71 78 65 71 78 65
Avg Bars in Winners 81 84 79 81 84 79
Avg Bars in Losers 56 70 40 56 70 40
Bars Traded 4581 2497 2084 4581 2497 2084
Profit Streak 0 0 92.4715 0 0 92.4715
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -127306 581502 -264887 -132239 -974 550800
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561118400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224737457,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "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": [
        [
            1190371.8829548657,
            1027715.1529436167,
            162656.730011249,
            14222123.441474115,
            3315497.500123663,
            10906625.941350453
        ],
        [
            1190.371883,
            1027.715153,
            162.65673,
            14222.123441,
            3315.4975,
            10906.625941
        ],
        [
            0.500787,
            0.432358,
            0.068429,
            0.209069,
            0.148655,
            0.197969
        ],
        [
            284.031936,
            284.031936,
            284.031936,
            284.031936,
            284.031936,
            284.031936
        ],
        [
            -86146,
            -65133,
            -130420,
            -9064366,
            -8833322,
            -3420756
        ],
        [
            3.358526,
            5.160701,
            1.631174,
            1.606628,
            1.195113,
            2.690462
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            59.375,
            56.25,
            62.5,
            59.375,
            56.25,
            62.5
        ],
        [
            2.297939,
            4.013879,
            0.978705,
            1.099272,
            0.929532,
            1.614277
        ],
        [
            303770,
            303770,
            62986,
            8329872,
            8329872,
            7551045
        ],
        [
            -69212,
            -39607,
            -69212,
            -5791761,
            -5791761,
            -1918414
        ],
        [
            71,
            78,
            65,
            71,
            78,
            65
        ],
        [
            81,
            84,
            79,
            81,
            84,
            79
        ],
        [
            56,
            70,
            40,
            56,
            70,
            40
        ],
        [
            4581,
            2497,
            2084,
            4581,
            2497,
            2084
        ],
        [
            0,
            0,
            92.471498,
            0,
            0,
            92.471498
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -127306,
            581502,
            -264887,
            -132239,
            -974,
            550800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561118400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224737457,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 98,
            "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)