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Trade: THETA/USDT/720/T3/HILO/1026

Strategy
THETA/USDT/720/T3/HILO/1026
Pair
THETA_USDT
Interval
12h
Score
585587
Daily Profit
0.560140
Profit Factor
5.885031
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-11 05:51
Expiration Time
2025-12-21 09:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1287177.7282 1331172.5783 -43994.85 -207862.081 -45889.3086 -161972.7724
Total P&L (%) 1287.1777 1331.1726 -43.9949 -207.8621 -45.8893 -161.9728
Avg Daily Profit (%) 0.5416 0.5601 -0.0185 0 -0.0258 0
Buy And Hold Return (%) 241.2893 241.2893 241.2893 241.2893 241.2893 241.2893
Max Trade Drawdown -226917 -123411 -219509 -239904 -109467 -181643
Profit Factor 3.0094 5.885 0.8805 0.5757 0.7888 0.4059
Total Trades 68 34 34 68 34 34
Winning Trades 30 15 15 31 15 16
Losing Trades 38 19 19 37 19 18
Profitability (%) 44.1176 44.1176 44.1176 45.5882 44.1176 47.0588
Ratio Avg Win / Avg Loss 3.8119 7.4544 1.1153 0.6871 0.9991 0.4567
Largest Winning Trade 1139387 1139387 64036 23652 23652 22731
Largest Losing Trade -108382 -47693 -108382 -44852 -43112 -44852
Avg Bars in Trades 66 67 66 66 67 66
Avg Bars in Winners 86 86 86 52 51 53
Avg Bars in Losers 51 52 50 78 79 77
Bars Traded 4543 2289 2254 4543 2289 2254
Profit Streak 0 0 0 33.1194 33.1194 163.1194
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100469 585587 -581416 -695275 -582541 -581360
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4753,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760151118955,
    "expiration_time": 1766300688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.77494
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1287177.7282441542,
            1331172.5782504664,
            -43994.8500063115,
            -207862.0810163903,
            -45889.3086199555,
            -161972.7723964347
        ],
        [
            1287.177728,
            1331.172578,
            -43.99485,
            -207.862081,
            -45.889309,
            -161.972772
        ],
        [
            0.541627,
            0.56014,
            -0.018512,
            0,
            -0.025839,
            0
        ],
        [
            241.289315,
            241.289315,
            241.289315,
            241.289315,
            241.289315,
            241.289315
        ],
        [
            -226917,
            -123411,
            -219509,
            -239904,
            -109467,
            -181643
        ],
        [
            3.009411,
            5.885031,
            0.880473,
            0.57569,
            0.788762,
            0.405917
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            15,
            15,
            31,
            15,
            16
        ],
        [
            38,
            19,
            19,
            37,
            19,
            18
        ],
        [
            44.117647,
            44.117647,
            44.117647,
            45.588235,
            44.117647,
            47.058824
        ],
        [
            3.811921,
            7.454373,
            1.115266,
            0.687114,
            0.999098,
            0.456656
        ],
        [
            1139387,
            1139387,
            64036,
            23652,
            23652,
            22731
        ],
        [
            -108382,
            -47693,
            -108382,
            -44852,
            -43112,
            -44852
        ],
        [
            66,
            67,
            66,
            66,
            67,
            66
        ],
        [
            86,
            86,
            86,
            52,
            51,
            53
        ],
        [
            51,
            52,
            50,
            78,
            79,
            77
        ],
        [
            4543,
            2289,
            2254,
            4543,
            2289,
            2254
        ],
        [
            0,
            0,
            0,
            33.119432,
            33.119432,
            163.119432
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100469,
            585587,
            -581416,
            -695275,
            -582541,
            -581360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4753,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760151118955,
    "expiration_time": 1766300688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 109,
            "offset": 0,
            "a": 0.77494
        }
    },
    "second_band": {
        "type": "hilo",
        "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)