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Trade: THETA/USDT/120/DCM/BBU/8033

Strategy
THETA/USDT/120/DCM/BBU/8033
Pair
THETA_USDT
Interval
2h
Score
386504
Daily Profit
0.762841
Profit Factor
2.988469
Profitability
37.086093
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 07:04
Expiration Time
2025-12-21 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1451362.8618 1589248.948 -137886.0862 -64998.4639 856076.8472 -921075.3111
Total P&L (%) 1451.3629 1589.2489 -137.8861 -64.9985 856.0768 -921.0753
Avg Daily Profit (%) 0.6967 0.7628 -0.0662 -0.0504 0.1084 0
Buy And Hold Return (%) 514.7835 514.7835 514.7835 514.7835 514.7835 514.7835
Max Trade Drawdown -239888 -210283 -143301 -2914431 -2101073 -928830
Profit Factor 2.0773 2.9885 0.7484 0.99 1.2203 0.6505
Total Trades 303 151 152 303 151 152
Winning Trades 121 56 65 121 56 65
Losing Trades 182 95 87 182 95 87
Profitability (%) 39.934 37.0861 42.7632 39.934 37.0861 42.7632
Ratio Avg Win / Avg Loss 3.1246 5.0697 1.0017 1.4891 2.0701 0.8707
Largest Winning Trade 1349418 1349418 21773 2745560 2745560 295615
Largest Losing Trade -52189 -52189 -24983 -985903 -985903 -411578
Avg Bars in Trades 81 131 30 81 131 30
Avg Bars in Winners 115 213 32 115 213 32
Avg Bars in Losers 57 83 29 57 83 29
Bars Traded 24568 19878 4690 24568 19878 4690
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382699 386504 -581684 -581441 -61034 -583351
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579737600000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759809897024,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.55678
        }
    }
}
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": [
        [
            1451362.8617856621,
            1589248.9479850926,
            -137886.0861994302,
            -64998.463869614,
            856076.847221423,
            -921075.3110910378
        ],
        [
            1451.362862,
            1589.248948,
            -137.886086,
            -64.998464,
            856.076847,
            -921.075311
        ],
        [
            0.696655,
            0.762841,
            -0.066185,
            -0.050377,
            0.108427,
            0
        ],
        [
            514.78351,
            514.78351,
            514.78351,
            514.78351,
            514.78351,
            514.78351
        ],
        [
            -239888,
            -210283,
            -143301,
            -2914431,
            -2101073,
            -928830
        ],
        [
            2.077317,
            2.988469,
            0.748369,
            0.990035,
            1.220252,
            0.650531
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            121,
            56,
            65,
            121,
            56,
            65
        ],
        [
            182,
            95,
            87,
            182,
            95,
            87
        ],
        [
            39.933993,
            37.086093,
            42.763158,
            39.933993,
            37.086093,
            42.763158
        ],
        [
            3.124559,
            5.069723,
            1.001663,
            1.489143,
            2.070071,
            0.87071
        ],
        [
            1349418,
            1349418,
            21773,
            2745560,
            2745560,
            295615
        ],
        [
            -52189,
            -52189,
            -24983,
            -985903,
            -985903,
            -411578
        ],
        [
            81,
            131,
            30,
            81,
            131,
            30
        ],
        [
            115,
            213,
            32,
            115,
            213,
            32
        ],
        [
            57,
            83,
            29,
            57,
            83,
            29
        ],
        [
            24568,
            19878,
            4690,
            24568,
            19878,
            4690
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382699,
            386504,
            -581684,
            -581441,
            -61034,
            -583351
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579737600000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759809897024,
    "expiration_time": 1766282400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.55678
        }
    }
}

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)