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Trade: THETA/USDT/720/MIDPRICE/FWMA/9389

Strategy
THETA/USDT/720/MIDPRICE/FWMA/9389
Pair
THETA_USDT
Interval
12h
Score
494938
Daily Profit
0.859715
Profit Factor
3.757565
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
2371.000000
Evaluation Time
2025-10-05 18:04
Expiration Time
2025-12-15 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2038383.2326 1950500.0124 87883.2202 5671671.9133 3382986.2955 2288685.6178
Total P&L (%) 2038.3832 1950.5 87.8832 5671.6719 3382.9863 2288.6856
Avg Daily Profit (%) 0.8597 0.8226 0.0371 0.1712 0.1499 0.1339
Buy And Hold Return (%) 459.1494 459.1494 459.1494 459.1494 459.1494 459.1494
Max Trade Drawdown -96148 -124846 -104599 -2438441 -2048447 -1589694
Profit Factor 3.7576 6.0411 1.2495 1.4667 1.4819 1.446
Total Trades 128 64 64 128 64 64
Winning Trades 48 21 27 48 21 27
Losing Trades 80 43 37 80 43 37
Profitability (%) 37.5 32.8125 42.1875 37.5 32.8125 42.1875
Ratio Avg Win / Avg Loss 6.2626 12.3699 1.7122 2.4446 3.0343 1.9816
Largest Winning Trade 1544581 1544581 62938 3056547 3056547 2536943
Largest Losing Trade -32007 -32007 -24840 -1134766 -739897 -1134766
Avg Bars in Trades 35 29 41 35 29 41
Avg Bars in Winners 74 66 80 74 66 80
Avg Bars in Losers 12 11 13 12 11 13
Bars Traded 4581 1903 2678 4581 1903 2678
Profit Streak 0 0 53.6278 0 0 53.6278
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494938 -126152 -450210 197414 -136136 -155010
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759676642275,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "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": [
        [
            2038383.232647112,
            1950500.0124170126,
            87883.2202300989,
            5671671.913332962,
            3382986.295502507,
            2288685.617830457
        ],
        [
            2038.383233,
            1950.500012,
            87.88322,
            5671.671913,
            3382.986296,
            2288.685618
        ],
        [
            0.859715,
            0.822649,
            0.037066,
            0.171194,
            0.149858,
            0.133929
        ],
        [
            459.149379,
            459.149379,
            459.149379,
            459.149379,
            459.149379,
            459.149379
        ],
        [
            -96148,
            -124846,
            -104599,
            -2438441,
            -2048447,
            -1589694
        ],
        [
            3.757565,
            6.041113,
            1.249471,
            1.466747,
            1.481888,
            1.446032
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            80,
            43,
            37,
            80,
            43,
            37
        ],
        [
            37.5,
            32.8125,
            42.1875,
            37.5,
            32.8125,
            42.1875
        ],
        [
            6.262608,
            12.369899,
            1.712238,
            2.444579,
            3.034343,
            1.9816
        ],
        [
            1544581,
            1544581,
            62938,
            3056547,
            3056547,
            2536943
        ],
        [
            -32007,
            -32007,
            -24840,
            -1134766,
            -739897,
            -1134766
        ],
        [
            35,
            29,
            41,
            35,
            29,
            41
        ],
        [
            74,
            66,
            80,
            74,
            66,
            80
        ],
        [
            12,
            11,
            13,
            12,
            11,
            13
        ],
        [
            4581,
            1903,
            2678,
            4581,
            1903,
            2678
        ],
        [
            0,
            0,
            53.627804,
            0,
            0,
            53.627804
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494938,
            -126152,
            -450210,
            197414,
            -136136,
            -155010
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759676642275,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "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)