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Trade: THETA/USDT/360/JMA/KCB/1584

Strategy
THETA/USDT/360/JMA/KCB/1584
Pair
THETA_USDT
Interval
6h
Score
563052
Daily Profit
0.156708
Profit Factor
2.883150
Profitability
61.764706
Streak
88.453211
Best Strategy
Training Data Length
2376.250000
Evaluation Time
2025-10-11 13:52
Expiration Time
2025-12-21 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1748239.6797 -16379.9806 -1731859.6991 -114441.2123 4030012.2332 -4144453.4455
Total P&L (%) -1748.2397 -16.38 -1731.8597 -114.4412 4030.0122 -4144.4534
Avg Daily Profit (%) -0.7357 -0.0069 -0.7288 0 0.1567 0
Buy And Hold Return (%) 352.2836 352.2836 352.2836 352.2836 352.2836 352.2836
Max Trade Drawdown -2018611 -175101 -1847652 -4388515 -617840 -6649821
Profit Factor 0.2643 0.9499 0.1549 0.9887 2.8832 0.4793
Total Trades 69 34 35 69 34 35
Winning Trades 34 16 18 38 21 17
Losing Trades 35 18 17 31 13 18
Profitability (%) 49.2754 47.0588 51.4286 55.0725 61.7647 48.5714
Ratio Avg Win / Avg Loss 0.2721 1.0687 0.1463 0.8065 1.7848 0.5075
Largest Winning Trade 104201 104201 47319 1488629 1488629 1369332
Largest Losing Trade -1429232 -49615 -1429232 -3883216 -617840 -3883216
Avg Bars in Trades 134 140 128 134 140 128
Avg Bars in Winners 106 110 103 145 158 128
Avg Bars in Losers 160 166 154 120 111 127
Bars Traded 9267 4777 4490 9267 4777 4490
Profit Streak 26.2032 0 32.2032 0 88.4532 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -686795 -580272 -580061 -686120 563052 -581343
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558332000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179957427,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
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            -16379.9805542098,
            -1731859.6991344148,
            -114441.2123034473,
            4030012.233239885,
            -4144453.4455433334
        ],
        [
            -1748.23968,
            -16.379981,
            -1731.859699,
            -114.441212,
            4030.012233,
            -4144.453446
        ],
        [
            -0.735714,
            -0.006893,
            -0.72882,
            0,
            0.156708,
            0
        ],
        [
            352.283632,
            352.283632,
            352.283632,
            352.283632,
            352.283632,
            352.283632
        ],
        [
            -2018611,
            -175101,
            -1847652,
            -4388515,
            -617840,
            -6649821
        ],
        [
            0.264302,
            0.949918,
            0.154877,
            0.988668,
            2.88315,
            0.47929
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            34,
            16,
            18,
            38,
            21,
            17
        ],
        [
            35,
            18,
            17,
            31,
            13,
            18
        ],
        [
            49.275362,
            47.058824,
            51.428571,
            55.072464,
            61.764706,
            48.571429
        ],
        [
            0.272076,
            1.068657,
            0.146273,
            0.806545,
            1.784807,
            0.507484
        ],
        [
            104201,
            104201,
            47319,
            1488629,
            1488629,
            1369332
        ],
        [
            -1429232,
            -49615,
            -1429232,
            -3883216,
            -617840,
            -3883216
        ],
        [
            134,
            140,
            128,
            134,
            140,
            128
        ],
        [
            106,
            110,
            103,
            145,
            158,
            128
        ],
        [
            160,
            166,
            154,
            120,
            111,
            127
        ],
        [
            9267,
            4777,
            4490,
            9267,
            4777,
            4490
        ],
        [
            26.203211,
            0,
            32.203211,
            0,
            88.453211,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
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        ],
        [
            -686795,
            -580272,
            -580061,
            -686120,
            563052,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558332000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179957427,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)