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Trade: THETA/USDT/360/ALMA/ZLMA/3236

Strategy
THETA/USDT/360/ALMA/ZLMA/3236
Pair
THETA_USDT
Interval
6h
Score
553661
Daily Profit
0.708937
Profit Factor
3.349602
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
2363.500000
Evaluation Time
2025-09-28 15:40
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1675573.2915 1595346.3491 80226.9425 3359850.3297 1124140.3744 2235709.9553
Total P&L (%) 1675.5733 1595.3463 80.2269 3359.8503 1124.1404 2235.71
Avg Daily Profit (%) 0.7089 0.675 0.0339 0.1501 0.106 0.1334
Buy And Hold Return (%) 423.6005 423.6005 423.6005 423.6005 423.6005 423.6005
Max Trade Drawdown -133999 -139790 -113690 -1944050 -1670285 -1207874
Profit Factor 3.3496 5.4873 1.2243 1.3975 1.2487 1.5685
Total Trades 130 65 65 130 65 65
Winning Trades 60 29 31 60 29 31
Losing Trades 70 36 34 70 36 34
Profitability (%) 46.1538 44.6154 47.6923 46.1538 44.6154 47.6923
Ratio Avg Win / Avg Loss 3.9079 6.8119 1.3428 1.6304 1.5501 1.7203
Largest Winning Trade 1271231 1271231 51713 1433353 1433353 1363177
Largest Losing Trade -51996 -51996 -47299 -995301 -534639 -995301
Avg Bars in Trades 69 64 74 69 64 74
Avg Bars in Winners 105 103 106 105 103 106
Avg Bars in Losers 39 33 45 39 33 45
Bars Traded 9076 4215 4861 9076 4215 4861
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 553661 -116232 -446281 297023 -187597 -145407
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560081600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063206896,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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": [
        [
            1675573.2915407205,
            1595346.349083374,
            80226.9424573467,
            3359850.3296978716,
            1124140.3743538149,
            2235709.9553440586
        ],
        [
            1675.573292,
            1595.346349,
            80.226942,
            3359.85033,
            1124.140374,
            2235.709955
        ],
        [
            0.708937,
            0.674993,
            0.033944,
            0.150052,
            0.106036,
            0.133404
        ],
        [
            423.600524,
            423.600524,
            423.600524,
            423.600524,
            423.600524,
            423.600524
        ],
        [
            -133999,
            -139790,
            -113690,
            -1944050,
            -1670285,
            -1207874
        ],
        [
            3.349602,
            5.487341,
            1.224342,
            1.397527,
            1.248728,
            1.568547
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            46.153846,
            44.615385,
            47.692308,
            46.153846,
            44.615385,
            47.692308
        ],
        [
            3.907869,
            6.811872,
            1.342827,
            1.630448,
            1.550145,
            1.720342
        ],
        [
            1271231,
            1271231,
            51713,
            1433353,
            1433353,
            1363177
        ],
        [
            -51996,
            -51996,
            -47299,
            -995301,
            -534639,
            -995301
        ],
        [
            69,
            64,
            74,
            69,
            64,
            74
        ],
        [
            105,
            103,
            106,
            105,
            103,
            106
        ],
        [
            39,
            33,
            45,
            39,
            33,
            45
        ],
        [
            9076,
            4215,
            4861,
            9076,
            4215,
            4861
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553661,
            -116232,
            -446281,
            297023,
            -187597,
            -145407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560081600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759063206896,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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)