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Trade: THETA/USDT/120/SWMA/KCU/4226

Strategy
THETA/USDT/120/SWMA/KCU/4226
Pair
THETA_USDT
Interval
2h
Score
394723
Daily Profit
0.795834
Profit Factor
2.380285
Profitability
30.555556
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 03:37
Expiration Time
2025-12-27 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1657985.7018 1709675.3263 -51689.6245 78018.3117 1748335.1072 -1670316.7955
Total P&L (%) 1657.9857 1709.6753 -51.6896 78.0183 1748.3351 -1670.3168
Avg Daily Profit (%) 0.7958 0.8206 -0.0248 0.0277 0.1401 0
Buy And Hold Return (%) 288.2759 288.2759 288.2759 288.2759 288.2759 288.2759
Max Trade Drawdown -218501 -153614 -96610 -3935700 -3077360 -1710347
Profit Factor 2.3803 3.2494 0.8828 1.0055 1.1958 0.682
Total Trades 324 162 162 324 162 162
Winning Trades 99 46 53 99 46 53
Losing Trades 225 116 109 225 116 109
Profitability (%) 30.5556 28.3951 32.716 30.5556 28.3951 32.716
Ratio Avg Win / Avg Loss 5.4097 8.1941 1.8156 2.2852 3.0155 1.4025
Largest Winning Trade 1477429 1477429 54233 3852932 3852932 572575
Largest Losing Trade -31905 -31905 -18936 -939664 -939664 -618367
Avg Bars in Trades 75 111 40 75 111 40
Avg Bars in Winners 154 251 69 154 251 69
Avg Bars in Losers 41 55 26 41 55 26
Bars Traded 24603 18019 6584 24603 18019 6584
Profit Streak 0 0 51.443 0 0 51.443
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394723 148468 -583864 -540900 -24786 -584975
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580248800000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760315879090,
    "expiration_time": 1766793600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1657985.7017845826,
            1709675.3262725188,
            -51689.6244879358,
            78018.3117015506,
            1748335.1072002912,
            -1670316.7954987392
        ],
        [
            1657.985702,
            1709.675326,
            -51.689624,
            78.018312,
            1748.335107,
            -1670.316795
        ],
        [
            0.795834,
            0.820645,
            -0.024811,
            0.027686,
            0.140108,
            0
        ],
        [
            288.275862,
            288.275862,
            288.275862,
            288.275862,
            288.275862,
            288.275862
        ],
        [
            -218501,
            -153614,
            -96610,
            -3935700,
            -3077360,
            -1710347
        ],
        [
            2.380285,
            3.249386,
            0.882824,
            1.005502,
            1.195809,
            0.681962
        ],
        [
            324,
            162,
            162,
            324,
            162,
            162
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            225,
            116,
            109,
            225,
            116,
            109
        ],
        [
            30.555556,
            28.395062,
            32.716049,
            30.555556,
            28.395062,
            32.716049
        ],
        [
            5.409738,
            8.194104,
            1.815619,
            2.285231,
            3.015518,
            1.402526
        ],
        [
            1477429,
            1477429,
            54233,
            3852932,
            3852932,
            572575
        ],
        [
            -31905,
            -31905,
            -18936,
            -939664,
            -939664,
            -618367
        ],
        [
            75,
            111,
            40,
            75,
            111,
            40
        ],
        [
            154,
            251,
            69,
            154,
            251,
            69
        ],
        [
            41,
            55,
            26,
            41,
            55,
            26
        ],
        [
            24603,
            18019,
            6584,
            24603,
            18019,
            6584
        ],
        [
            0,
            0,
            51.443045,
            0,
            0,
            51.443045
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394723,
            148468,
            -583864,
            -540900,
            -24786,
            -584975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580248800000,
    "first_datapoint_time": 1581847200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760315879090,
    "expiration_time": 1766793600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 14,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)