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Trade: THETA/USDT/240/SSF/RMA/4061

Strategy
THETA/USDT/240/SSF/RMA/4061
Pair
THETA_USDT
Interval
4h
Score
564115
Daily Profit
0.210757
Profit Factor
4.171180
Profitability
52.272727
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-04 22:55
Expiration Time
2025-12-14 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1914282.8311 -88983.1992 -1825299.6319 -109754.1202 -14667985.7201 14558231.5999
Total P&L (%) -1914.2828 -88.9832 -1825.2996 -109.7541 -14667.9857 14558.2316
Avg Daily Profit (%) -0.8081 -0.0376 -0.7705 0 0 0.2108
Buy And Hold Return (%) 720.9548 720.9548 720.9548 720.9548 720.9548 720.9548
Max Trade Drawdown -2066995 -181780 -1939762 -19869119 -17995646 -3040373
Profit Factor 0.2017 0.7199 0.1225 0.996 0.3521 4.1712
Total Trades 87 43 44 87 43 44
Winning Trades 59 25 34 39 16 23
Losing Trades 28 18 10 48 27 21
Profitability (%) 67.8161 58.1395 77.2727 44.8276 37.2093 52.2727
Ratio Avg Win / Avg Loss 0.0957 0.5183 0.036 1.2258 0.5941 3.8085
Largest Winning Trade 22864 22864 15903 10236949 3216296 10236949
Largest Losing Trade -1337454 -58150 -1337454 -8738377 -8738377 -1445550
Avg Bars in Trades 160 178 142 160 178 142
Avg Bars in Winners 56 46 63 122 130 117
Avg Bars in Losers 378 361 409 190 206 169
Bars Traded 13925 7677 6248 13925 7677 6248
Profit Streak 85.1638 85.1638 267.4972 0 0 0
Trades During Streak 7 3 7 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576416 -578307 -575744 -580890 -585701 564115
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14214,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557676800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607755262,
    "expiration_time": 1765734048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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": [
        [
            -1914282.8311418695,
            -88983.1992493839,
            -1825299.6318924855,
            -109754.1201544698,
            -14667985.720090784,
            14558231.59993631
        ],
        [
            -1914.282831,
            -88.983199,
            -1825.299632,
            -109.75412,
            -14667.98572,
            14558.2316
        ],
        [
            -0.808055,
            -0.037562,
            -0.770494,
            0,
            0,
            0.210757
        ],
        [
            720.954757,
            720.954757,
            720.954757,
            720.954757,
            720.954757,
            720.954757
        ],
        [
            -2066995,
            -181780,
            -1939762,
            -19869119,
            -17995646,
            -3040373
        ],
        [
            0.201685,
            0.719919,
            0.122536,
            0.995969,
            0.352059,
            4.17118
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            59,
            25,
            34,
            39,
            16,
            23
        ],
        [
            28,
            18,
            10,
            48,
            27,
            21
        ],
        [
            67.816092,
            58.139535,
            77.272727,
            44.827586,
            37.209302,
            52.272727
        ],
        [
            0.095715,
            0.518342,
            0.03604,
            1.225808,
            0.5941,
            3.808469
        ],
        [
            22864,
            22864,
            15903,
            10236949,
            3216296,
            10236949
        ],
        [
            -1337454,
            -58150,
            -1337454,
            -8738377,
            -8738377,
            -1445550
        ],
        [
            160,
            178,
            142,
            160,
            178,
            142
        ],
        [
            56,
            46,
            63,
            122,
            130,
            117
        ],
        [
            378,
            361,
            409,
            190,
            206,
            169
        ],
        [
            13925,
            7677,
            6248,
            13925,
            7677,
            6248
        ],
        [
            85.163834,
            85.163834,
            267.497167,
            0,
            0,
            0
        ],
        [
            7,
            3,
            7,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576416,
            -578307,
            -575744,
            -580890,
            -585701,
            564115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14214,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557676800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759607755262,
    "expiration_time": 1765734048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "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)