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Trade: THETA/USDT/360/SWMA/SMA/3645

Strategy
THETA/USDT/360/SWMA/SMA/3645
Pair
THETA_USDT
Interval
6h
Score
545006
Daily Profit
0.773023
Profit Factor
8.912091
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
2367.250000
Evaluation Time
2025-10-02 14:39
Expiration Time
2025-12-12 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1981059.9356 1829938.1126 151121.823 18063100.2545 2627176.1317 15435924.1228
Total P&L (%) 1981.0599 1829.9381 151.1218 18063.1003 2627.1761 15435.9241
Avg Daily Profit (%) 0.8369 0.773 0.0638 0.22 0.1397 0.2134
Buy And Hold Return (%) 387.125 387.125 387.125 387.125 387.125 387.125
Max Trade Drawdown -86827 -120542 -36615 -11808009 -12961665 -5534869
Profit Factor 5.8875 8.9121 1.8683 1.3814 1.0856 1.927
Total Trades 58 29 29 58 29 29
Winning Trades 26 11 15 26 11 15
Losing Trades 32 18 14 32 18 14
Profitability (%) 44.8276 37.931 51.7241 44.8276 37.931 51.7241
Ratio Avg Win / Avg Loss 7.2462 14.5834 1.7437 1.7002 1.7764 1.7986
Largest Winning Trade 1405884 1405884 59722 11418401 11418401 9200441
Largest Losing Trade -32801 -27991 -32801 -4527619 -4527619 -3926496
Avg Bars in Trades 157 143 171 157 143 171
Avg Bars in Winners 238 265 218 238 265 218
Avg Bars in Losers 91 68 121 91 68 121
Bars Traded 9128 4147 4981 9128 4147 4981
Profit Streak 0 0 81.2357 0 0 81.2357
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -161122 545006 -269193 -171610 -136259 451361
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9469,
    "evaluation_days": 2367.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559152800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405160395,
    "expiration_time": 1765520712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "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": [
        [
            1981059.935636529,
            1829938.1126160235,
            151121.8230205051,
            18063100.254461046,
            2627176.131668184,
            15435924.122792868
        ],
        [
            1981.059936,
            1829.938113,
            151.121823,
            18063.100254,
            2627.176132,
            15435.924123
        ],
        [
            0.836861,
            0.773023,
            0.063839,
            0.219989,
            0.139747,
            0.213375
        ],
        [
            387.125033,
            387.125033,
            387.125033,
            387.125033,
            387.125033,
            387.125033
        ],
        [
            -86827,
            -120542,
            -36615,
            -11808009,
            -12961665,
            -5534869
        ],
        [
            5.887514,
            8.912091,
            1.868282,
            1.38141,
            1.085553,
            1.927043
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            44.827586,
            37.931034,
            51.724138,
            44.827586,
            37.931034,
            51.724138
        ],
        [
            7.246172,
            14.583422,
            1.74373,
            1.700197,
            1.77636,
            1.798573
        ],
        [
            1405884,
            1405884,
            59722,
            11418401,
            11418401,
            9200441
        ],
        [
            -32801,
            -27991,
            -32801,
            -4527619,
            -4527619,
            -3926496
        ],
        [
            157,
            143,
            171,
            157,
            143,
            171
        ],
        [
            238,
            265,
            218,
            238,
            265,
            218
        ],
        [
            91,
            68,
            121,
            91,
            68,
            121
        ],
        [
            9128,
            4147,
            4981,
            9128,
            4147,
            4981
        ],
        [
            0,
            0,
            81.235653,
            0,
            0,
            81.235653
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161122,
            545006,
            -269193,
            -171610,
            -136259,
            451361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9469,
    "evaluation_days": 2367.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559152800000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759405160395,
    "expiration_time": 1765520712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "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)