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Trade: THETA/USDT/720/KCL/ALMA/4220

Strategy
THETA/USDT/720/KCL/ALMA/4220
Pair
THETA_USDT
Interval
12h
Score
551960
Daily Profit
2.485699
Profit Factor
17.868465
Profitability
30.000000
Streak
0.000000
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 5795815.0656 5899806.2489 -103991.1833 -46950.5 -49040.2276 2089.7276
Total P&L (%) 5795.8151 5899.8062 -103.9912 -46.9505 -49.0402 2.0897
Avg Daily Profit (%) 2.4419 2.4857 -0.0438 -0.0267 -0.0284 0.0009
Buy And Hold Return (%) 508.232 508.232 508.232 508.232 508.232 508.232
Max Trade Drawdown -187841 -146168 -123538 -484736 -510588 -200581
Profit Factor 9.7753 17.8685 0.6653 0.9598 0.9359 1.0052
Total Trades 60 30 30 60 30 30
Winning Trades 25 9 16 25 9 16
Losing Trades 35 21 14 35 21 14
Profitability (%) 41.6667 30 53.3333 41.6667 30 53.3333
Ratio Avg Win / Avg Loss 13.6854 41.6931 0.5822 1.3437 2.1837 0.8795
Largest Winning Trade 6079337 6079337 35276 480031 480031 82259
Largest Losing Trade -58066 -40803 -58066 -148663 -148663 -96182
Avg Bars in Trades 75 90 60 75 90 60
Avg Bars in Winners 94 138 70 94 138 70
Avg Bars in Losers 61 69 49 61 69 49
Bars Traded 4526 2709 1817 4526 2709 1817
Profit Streak 0 0 74.8058 0 0 74.8058
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153898 551960 -579835 -756129 -585825 -572965
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": 1561852800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908025386,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 36,
            "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": [
        [
            5795815.065620623,
            5899806.248916372,
            -103991.1832957493,
            -46950.5000164118,
            -49040.2275830838,
            2089.727566672
        ],
        [
            5795.815066,
            5899.806249,
            -103.991183,
            -46.9505,
            -49.040228,
            2.089728
        ],
        [
            2.441885,
            2.485699,
            -0.043813,
            -0.026706,
            -0.028398,
            0.000871
        ],
        [
            508.231961,
            508.231961,
            508.231961,
            508.231961,
            508.231961,
            508.231961
        ],
        [
            -187841,
            -146168,
            -123538,
            -484736,
            -510588,
            -200581
        ],
        [
            9.775267,
            17.868465,
            0.66532,
            0.95979,
            0.935892,
            1.00519
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            25,
            9,
            16,
            25,
            9,
            16
        ],
        [
            35,
            21,
            14,
            35,
            21,
            14
        ],
        [
            41.666667,
            30,
            53.333333,
            41.666667,
            30,
            53.333333
        ],
        [
            13.685374,
            41.693085,
            0.582155,
            1.343707,
            2.183748,
            0.879541
        ],
        [
            6079337,
            6079337,
            35276,
            480031,
            480031,
            82259
        ],
        [
            -58066,
            -40803,
            -58066,
            -148663,
            -148663,
            -96182
        ],
        [
            75,
            90,
            60,
            75,
            90,
            60
        ],
        [
            94,
            138,
            70,
            94,
            138,
            70
        ],
        [
            61,
            69,
            49,
            61,
            69,
            49
        ],
        [
            4526,
            2709,
            1817,
            4526,
            2709,
            1817
        ],
        [
            0,
            0,
            74.805849,
            0,
            0,
            74.805849
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153898,
            551960,
            -579835,
            -756129,
            -585825,
            -572965
        ]
    ]
}
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": 1561852800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908025386,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 163,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 36,
            "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)