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Trade: THETA/USDT/480/DCL/ZLMA/2598

Strategy
THETA/USDT/480/DCL/ZLMA/2598
Pair
THETA_USDT
Interval
8h
Score
651346
Daily Profit
4.881925
Profit Factor
33.845573
Profitability
32.258065
Streak
101.837406
Best Strategy
Training Data Length
2376.670000
Evaluation Time
2025-10-11 15:05
Expiration Time
2025-12-21 17:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 11607698.8738 11602724.9482 4973.9256 589171.0804 1327012.1168 -737841.0364
Total P&L (%) 11607.6989 11602.7249 4.9739 589.1711 1327.0121 -737.841
Avg Daily Profit (%) 4.884 4.8819 0.0021 0.0813 0.1119 0
Buy And Hold Return (%) 341.721 341.721 341.721 341.721 341.721 341.721
Max Trade Drawdown -221762 -194452 -61897 -7574066 -5860032 -1924469
Profit Factor 25.2133 33.8456 1.0394 1.0632 1.1947 0.7048
Total Trades 62 31 31 62 31 31
Winning Trades 28 10 18 28 10 18
Losing Trades 34 21 13 34 21 13
Profitability (%) 45.1613 32.2581 58.0645 45.1613 32.2581 58.0645
Ratio Avg Win / Avg Loss 30.6161 71.0757 0.7507 1.2911 2.5088 0.509
Largest Winning Trade 11729436 11729436 21283 7054232 7054232 828709
Largest Losing Trade -64069 -64069 -26764 -2082207 -2082207 -994578
Avg Bars in Trades 108 204 11 108 204 11
Avg Bars in Winners 90 231 12 90 231 12
Avg Bars in Losers 122 192 11 122 192 11
Bars Traded 6712 6351 361 6712 6351 361
Profit Streak 0 101.8374 0 0 101.8374 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135909 651346 -533330 -404130 -57183 -579494
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 2376.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558022400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760184351925,
    "expiration_time": 1766329920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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": [
        [
            11607698.873803016,
            11602724.948213149,
            4973.9255898685,
            589171.0803716875,
            1327012.1168007432,
            -737841.0364290555
        ],
        [
            11607.698874,
            11602.724948,
            4.973926,
            589.17108,
            1327.012117,
            -737.841036
        ],
        [
            4.884018,
            4.881925,
            0.002093,
            0.081252,
            0.111907,
            0
        ],
        [
            341.721037,
            341.721037,
            341.721037,
            341.721037,
            341.721037,
            341.721037
        ],
        [
            -221762,
            -194452,
            -61897,
            -7574066,
            -5860032,
            -1924469
        ],
        [
            25.213258,
            33.845573,
            1.039431,
            1.063236,
            1.194653,
            0.704829
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            34,
            21,
            13,
            34,
            21,
            13
        ],
        [
            45.16129,
            32.258065,
            58.064516,
            45.16129,
            32.258065,
            58.064516
        ],
        [
            30.6161,
            71.075702,
            0.7507,
            1.291072,
            2.508771,
            0.509043
        ],
        [
            11729436,
            11729436,
            21283,
            7054232,
            7054232,
            828709
        ],
        [
            -64069,
            -64069,
            -26764,
            -2082207,
            -2082207,
            -994578
        ],
        [
            108,
            204,
            11,
            108,
            204,
            11
        ],
        [
            90,
            231,
            12,
            90,
            231,
            12
        ],
        [
            122,
            192,
            11,
            122,
            192,
            11
        ],
        [
            6712,
            6351,
            361,
            6712,
            6351,
            361
        ],
        [
            0,
            101.837406,
            0,
            0,
            101.837407,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135909,
            651346,
            -533330,
            -404130,
            -57183,
            -579494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7130,
    "evaluation_days": 2376.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558022400000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760184351925,
    "expiration_time": 1766329920000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "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)