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Trade: THETA/USDT/360/MIDPRICE/LINREG/5634

Strategy
THETA/USDT/360/MIDPRICE/LINREG/5634
Pair
THETA_USDT
Interval
6h
Score
503146
Daily Profit
0.435562
Profit Factor
2.303331
Profitability
61.111111
Streak
53.196788
Best Strategy
Training Data Length
2376.250000
Evaluation Time
2025-10-11 13:43
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 1035004.7687 887080.0598 147924.7089 6175810.8632 13868074.699 -7692263.8358
Total P&L (%) 1035.0048 887.0801 147.9247 6175.8109 13868.0747 -7692.2638
Avg Daily Profit (%) 0.4356 0.3733 0.0623 0.1743 0.2081 0
Buy And Hold Return (%) 295.0943 295.0943 295.0943 295.0943 295.0943 295.0943
Max Trade Drawdown -232227 -166069 -143492 -60563485 -26272548 -36951661
Profit Factor 2.3033 3.7971 1.3101 1.0687 1.4492 0.8695
Total Trades 126 63 63 126 63 63
Winning Trades 77 41 36 77 41 36
Losing Trades 49 22 27 49 22 27
Profitability (%) 61.1111 65.0794 57.1429 61.1111 65.0794 57.1429
Ratio Avg Win / Avg Loss 1.4658 2.0374 0.9826 0.6801 0.7776 0.6522
Largest Winning Trade 256953 256953 56884 20218138 20218138 16523695
Largest Losing Trade -63893 -30717 -63893 -32700572 -9914929 -32700572
Avg Bars in Trades 73 53 93 73 53 93
Avg Bars in Winners 55 36 77 55 36 77
Avg Bars in Losers 101 84 115 101 84 115
Bars Traded 9290 3376 5914 9290 3376 5914
Profit Streak 53.1968 53.1968 87.9468 53.1968 53.1968 87.9468
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503146 -130413 -421452 -135446 -136304 -725126
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": 1558785600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179402500,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "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": [
        [
            1035004.7686993007,
            887080.0597560874,
            147924.7089432132,
            6175810.863201453,
            13868074.699036056,
            -7692263.835834591
        ],
        [
            1035.004769,
            887.08006,
            147.924709,
            6175.810863,
            13868.074699,
            -7692.263836
        ],
        [
            0.435562,
            0.373311,
            0.062251,
            0.174346,
            0.20808,
            0
        ],
        [
            295.09431,
            295.09431,
            295.09431,
            295.09431,
            295.09431,
            295.09431
        ],
        [
            -232227,
            -166069,
            -143492,
            -60563485,
            -26272548,
            -36951661
        ],
        [
            2.303331,
            3.797058,
            1.310131,
            1.068744,
            1.449226,
            0.869548
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            61.111111,
            65.079365,
            57.142857,
            61.111111,
            65.079365,
            57.142857
        ],
        [
            1.465756,
            2.037446,
            0.982598,
            0.68011,
            0.777634,
            0.652161
        ],
        [
            256953,
            256953,
            56884,
            20218138,
            20218138,
            16523695
        ],
        [
            -63893,
            -30717,
            -63893,
            -32700572,
            -9914929,
            -32700572
        ],
        [
            73,
            53,
            93,
            73,
            53,
            93
        ],
        [
            55,
            36,
            77,
            55,
            36,
            77
        ],
        [
            101,
            84,
            115,
            101,
            84,
            115
        ],
        [
            9290,
            3376,
            5914,
            9290,
            3376,
            5914
        ],
        [
            53.196788,
            53.196788,
            87.946788,
            53.196788,
            53.196788,
            87.946788
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503146,
            -130413,
            -421452,
            -135446,
            -136304,
            -725126
        ]
    ]
}
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": 1558785600000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179402500,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 182,
            "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)