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Trade: THETA/USDT/120/PWMA/KCL/2632

Strategy
THETA/USDT/120/PWMA/KCL/2632
Pair
THETA_USDT
Interval
2h
Score
647656
Daily Profit
0.250323
Profit Factor
3.707427
Profitability
77.142857
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 22:10
Expiration Time
2025-12-27 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7749112.1355 15476.8567 -7764588.9922 79670521.0831 18182497.555 61488023.5281
Total P&L (%) -7749.1121 15.4769 -7764.589 79670.5211 18182.4976 61488.0235
Avg Daily Profit (%) -3.7196 0.0074 -3.727 0.3212 0.2503 0.3088
Buy And Hold Return (%) 351.6967 351.6967 351.6967 351.6967 351.6967 351.6967
Max Trade Drawdown -7922339 -56821 -294808 -13958482 -1832952 -12284541
Profit Factor 0.0593 1.2004 0.0485 2.4691 3.7074 2.2941
Total Trades 69 35 34 69 35 34
Winning Trades 37 16 21 45 27 18
Losing Trades 32 19 13 24 8 16
Profitability (%) 53.6232 45.7143 61.7647 65.2174 77.1429 52.9412
Ratio Avg Win / Avg Loss 0.0513 1.4254 0.03 1.3169 1.0985 2.0392
Largest Winning Trade 39378 25488 39378 33242573 6250066 33242573
Largest Losing Trade -7702630 -10689 -7702630 -12284541 -1673940 -12284541
Avg Bars in Trades 352 24 689 352 24 689
Avg Bars in Winners 291 25 493 210 23 490
Avg Bars in Losers 423 24 1006 619 31 913
Bars Traded 24329 870 23459 24329 870 23459
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 -686308 -350602 -579270 -91358 647656 493176
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580313600000,
    "first_datapoint_time": 1581897600000,
    "last_datapoint_time": 1760378400000,
    "evaluation_time": 1760382657292,
    "expiration_time": 1766858400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -7749112.135529078,
            15476.8566737008,
            -7764588.992202781,
            79670521.08310603,
            18182497.55499902,
            61488023.528107
        ],
        [
            -7749.112136,
            15.476857,
            -7764.588992,
            79670.521083,
            18182.497555,
            61488.023528
        ],
        [
            -3.71958,
            0.007429,
            -3.727009,
            0.321239,
            0.250323,
            0.308783
        ],
        [
            351.696729,
            351.696729,
            351.696729,
            351.696729,
            351.696729,
            351.696729
        ],
        [
            -7922339,
            -56821,
            -294808,
            -13958482,
            -1832952,
            -12284541
        ],
        [
            0.059329,
            1.200365,
            0.048529,
            2.469149,
            3.707427,
            2.294124
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            37,
            16,
            21,
            45,
            27,
            18
        ],
        [
            32,
            19,
            13,
            24,
            8,
            16
        ],
        [
            53.623188,
            45.714286,
            61.764706,
            65.217391,
            77.142857,
            52.941176
        ],
        [
            0.051312,
            1.425433,
            0.030042,
            1.31688,
            1.098497,
            2.039221
        ],
        [
            39378,
            25488,
            39378,
            33242573,
            6250066,
            33242573
        ],
        [
            -7702630,
            -10689,
            -7702630,
            -12284541,
            -1673940,
            -12284541
        ],
        [
            352,
            24,
            689,
            352,
            24,
            689
        ],
        [
            291,
            25,
            493,
            210,
            23,
            490
        ],
        [
            423,
            24,
            1006,
            619,
            31,
            913
        ],
        [
            24329,
            870,
            23459,
            24329,
            870,
            23459
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -686308,
            -350602,
            -579270,
            -91358,
            647656,
            493176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580313600000,
    "first_datapoint_time": 1581897600000,
    "last_datapoint_time": 1760378400000,
    "evaluation_time": 1760382657292,
    "expiration_time": 1766858400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)