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Trade: THETA/USDT/360/HL2/SMA/1667

Strategy
THETA/USDT/360/HL2/SMA/1667
Pair
THETA_USDT
Interval
6h
Score
487566
Daily Profit
0.157898
Profit Factor
2.053313
Profitability
54.471545
Streak
64.806189
Best Strategy
Training Data Length
2370.250000
Evaluation Time
2025-10-05 10:20
Expiration Time
2025-12-15 10:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1451337.5531 7927.5154 -1459265.0686 -50535.631 4108226.3112 -4158761.9421
Total P&L (%) -1451.3376 7.9275 -1459.2651 -50.5356 4108.2263 -4158.7619
Avg Daily Profit (%) -0.6123 0.0033 -0.6157 -0.0297 0.1579 0
Buy And Hold Return (%) 468.6378 468.6378 468.6378 468.6378 468.6378 468.6378
Max Trade Drawdown -1612214 -175754 -1558961 -5455813 -1432398 -5821040
Profit Factor 0.3433 1.0205 0.1996 0.9952 2.0533 0.3722
Total Trades 246 123 123 246 123 123
Winning Trades 187 87 100 129 67 62
Losing Trades 59 36 23 117 56 61
Profitability (%) 76.0163 70.7317 81.3008 52.439 54.4715 50.4065
Ratio Avg Win / Avg Loss 0.1083 0.4223 0.0459 0.9026 1.7162 0.3662
Largest Winning Trade 27144 27144 14588 2397197 2397197 991380
Largest Losing Trade -1206863 -66169 -1206863 -2226926 -581352 -2226926
Avg Bars in Trades 37 41 32 37 41 32
Avg Bars in Winners 15 16 13 37 43 30
Avg Bars in Losers 106 102 113 36 39 34
Bars Traded 9113 5137 3976 9113 5137 3976
Profit Streak 48.0562 64.8062 48.0562 48.0562 64.8062 48.0562
Trades During Streak 12 8 6 12 8 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574396 -549713 -575137 -577452 487566 -579378
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559390400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648854738,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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": [
        [
            -1451337.5531219705,
            7927.5154425294,
            -1459265.0685645002,
            -50535.630961095,
            4108226.3111858144,
            -4158761.9421469118
        ],
        [
            -1451.337553,
            7.927515,
            -1459.265069,
            -50.535631,
            4108.226311,
            -4158.761942
        ],
        [
            -0.612314,
            0.003345,
            -0.615659,
            -0.029694,
            0.157898,
            0
        ],
        [
            468.637844,
            468.637844,
            468.637844,
            468.637844,
            468.637844,
            468.637844
        ],
        [
            -1612214,
            -175754,
            -1558961,
            -5455813,
            -1432398,
            -5821040
        ],
        [
            0.343325,
            1.020486,
            0.199595,
            0.995198,
            2.053313,
            0.372216
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            187,
            87,
            100,
            129,
            67,
            62
        ],
        [
            59,
            36,
            23,
            117,
            56,
            61
        ],
        [
            76.01626,
            70.731707,
            81.300813,
            52.439024,
            54.471545,
            50.406504
        ],
        [
            0.108322,
            0.42227,
            0.045907,
            0.902622,
            1.716202,
            0.366213
        ],
        [
            27144,
            27144,
            14588,
            2397197,
            2397197,
            991380
        ],
        [
            -1206863,
            -66169,
            -1206863,
            -2226926,
            -581352,
            -2226926
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            15,
            16,
            13,
            37,
            43,
            30
        ],
        [
            106,
            102,
            113,
            36,
            39,
            34
        ],
        [
            9113,
            5137,
            3976,
            9113,
            5137,
            3976
        ],
        [
            48.056189,
            64.806189,
            48.056189,
            48.056189,
            64.806189,
            48.056189
        ],
        [
            12,
            8,
            6,
            12,
            8,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574396,
            -549713,
            -575137,
            -577452,
            487566,
            -579378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559390400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648854738,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 210,
            "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)