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Trade: THETA/USDT/240/KCB/ZLMA/6754

Strategy
THETA/USDT/240/KCB/ZLMA/6754
Pair
THETA_USDT
Interval
4h
Score
472850
Daily Profit
0.700479
Profit Factor
5.733148
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
2368.500000
Evaluation Time
2025-10-04 10:57
Expiration Time
2025-12-14 07:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1528765.2741 1659084.1647 -130318.8906 -207522.2796 -427483.0455 219960.7658
Total P&L (%) 1528.7653 1659.0842 -130.3189 -207.5223 -427.483 219.9608
Avg Daily Profit (%) 0.6455 0.7005 -0.055 0 0 0.0491
Buy And Hold Return (%) 628.8601 628.8601 628.8601 628.8601 628.8601 628.8601
Max Trade Drawdown -213484 -173100 -233137 -1253556 -1133403 -125725
Profit Factor 2.9449 5.7331 0.7008 0.8801 0.6708 1.5094
Total Trades 75 38 37 75 38 37
Winning Trades 31 15 16 36 17 19
Losing Trades 44 23 21 39 21 18
Profitability (%) 41.3333 39.4737 43.2432 48 44.7368 51.3514
Ratio Avg Win / Avg Loss 4.1798 8.7908 0.9198 0.9534 0.8286 1.43
Largest Winning Trade 1562261 1562261 62612 526622 526622 356160
Largest Losing Trade -136854 -48734 -136854 -1024526 -1024526 -66721
Avg Bars in Trades 185 164 206 185 164 206
Avg Bars in Winners 252 237 266 135 106 161
Avg Bars in Losers 137 116 160 230 211 252
Bars Traded 13878 6251 7626 13878 6251 7626
Profit Streak 0 0 0 44.9983 54.3317 44.9983
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51194 472850 -583400 -641413 -581827 -290996
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557864000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759564656432,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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": [
        [
            1528765.2740723137,
            1659084.164668996,
            -130318.8905966823,
            -207522.2796341811,
            -427483.0454797147,
            219960.7658455338
        ],
        [
            1528.765274,
            1659.084165,
            -130.318891,
            -207.52228,
            -427.483045,
            219.960766
        ],
        [
            0.645457,
            0.700479,
            -0.055022,
            0,
            0,
            0.049116
        ],
        [
            628.860114,
            628.860114,
            628.860114,
            628.860114,
            628.860114,
            628.860114
        ],
        [
            -213484,
            -173100,
            -233137,
            -1253556,
            -1133403,
            -125725
        ],
        [
            2.944869,
            5.733148,
            0.700778,
            0.880058,
            0.67076,
            1.50941
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            31,
            15,
            16,
            36,
            17,
            19
        ],
        [
            44,
            23,
            21,
            39,
            21,
            18
        ],
        [
            41.333333,
            39.473684,
            43.243243,
            48,
            44.736842,
            51.351351
        ],
        [
            4.179813,
            8.790827,
            0.919772,
            0.953396,
            0.828586,
            1.429967
        ],
        [
            1562261,
            1562261,
            62612,
            526622,
            526622,
            356160
        ],
        [
            -136854,
            -48734,
            -136854,
            -1024526,
            -1024526,
            -66721
        ],
        [
            185,
            164,
            206,
            185,
            164,
            206
        ],
        [
            252,
            237,
            266,
            135,
            106,
            161
        ],
        [
            137,
            116,
            160,
            230,
            211,
            252
        ],
        [
            13878,
            6251,
            7626,
            13878,
            6251,
            7626
        ],
        [
            0,
            0,
            0,
            44.998338,
            54.331672,
            44.998338
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51194,
            472850,
            -583400,
            -641413,
            -581827,
            -290996
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557864000000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759564656432,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "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)