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Trade: THETA/USDT/360/MIDPOINT/ZLMA/2335

Strategy
THETA/USDT/360/MIDPOINT/ZLMA/2335
Pair
THETA_USDT
Interval
6h
Score
652773
Daily Profit
0.879046
Profit Factor
4.142355
Profitability
46.491228
Streak
18.703223
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 2088833.296 1918134.7142 170698.5818 20890600.5457 9911746.7573 10978853.7884
Total P&L (%) 2088.8333 1918.1347 170.6986 20890.6005 9911.7468 10978.8538
Avg Daily Profit (%) 0.879 0.8072 0.0718 0.2253 0.194 0.1983
Buy And Hold Return (%) 462.9908 462.9908 462.9908 462.9908 462.9908 462.9908
Max Trade Drawdown -95116 -97426 -93277 -33402330 -18832670 -17771665
Profit Factor 4.1424 6.7019 1.5199 1.2715 1.2569 1.2862
Total Trades 114 57 57 114 57 57
Winning Trades 53 25 28 53 25 28
Losing Trades 61 32 29 61 32 29
Profitability (%) 46.4912 43.8596 49.1228 46.4912 43.8596 49.1228
Ratio Avg Win / Avg Loss 4.7676 8.5785 1.5742 1.4634 1.6088 1.3321
Largest Winning Trade 1524106 1524106 60819 13456814 13456814 10452165
Largest Losing Trade -35619 -28581 -35619 -10311723 -6532864 -10311723
Avg Bars in Trades 82 73 90 82 73 90
Avg Bars in Winners 120 115 125 120 115 125
Avg Bars in Losers 48 40 57 48 40 57
Bars Traded 9353 4171 5182 9353 4171 5182
Profit Streak 18.7032 0 29.4532 18.7032 0 29.4532
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 652773 -162837 -440121 275860 -173524 -171833
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": 1557208800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179958482,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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": [
        [
            2088833.2960151173,
            1918134.7142057237,
            170698.5818093943,
            20890600.54567837,
            9911746.757326584,
            10978853.788351793
        ],
        [
            2088.833296,
            1918.134714,
            170.698582,
            20890.600546,
            9911.746757,
            10978.853788
        ],
        [
            0.879046,
            0.807211,
            0.071835,
            0.225257,
            0.194037,
            0.198308
        ],
        [
            462.99082,
            462.99082,
            462.99082,
            462.99082,
            462.99082,
            462.99082
        ],
        [
            -95116,
            -97426,
            -93277,
            -33402330,
            -18832670,
            -17771665
        ],
        [
            4.142355,
            6.701923,
            1.519894,
            1.2715,
            1.256908,
            1.286175
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            46.491228,
            43.859649,
            49.122807,
            46.491228,
            43.859649,
            49.122807
        ],
        [
            4.767616,
            8.578462,
            1.574176,
            1.463425,
            1.608843,
            1.33211
        ],
        [
            1524106,
            1524106,
            60819,
            13456814,
            13456814,
            10452165
        ],
        [
            -35619,
            -28581,
            -35619,
            -10311723,
            -6532864,
            -10311723
        ],
        [
            82,
            73,
            90,
            82,
            73,
            90
        ],
        [
            120,
            115,
            125,
            120,
            115,
            125
        ],
        [
            48,
            40,
            57,
            48,
            40,
            57
        ],
        [
            9353,
            4171,
            5182,
            9353,
            4171,
            5182
        ],
        [
            18.703223,
            0,
            29.453223,
            18.703223,
            0,
            29.453223
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            652773,
            -162837,
            -440121,
            275860,
            -173524,
            -171833
        ]
    ]
}
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": 1557208800000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179958482,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 61,
            "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)