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Trade: THETA/USDT/480/MIDPRICE/HILO/9660

Strategy
THETA/USDT/480/MIDPRICE/HILO/9660
Pair
THETA_USDT
Interval
8h
Score
474484
Daily Profit
0.548471
Profit Factor
2.440021
Profitability
50.857143
Streak
0.000000
Best Strategy
Training Data Length
2363.670000
Evaluation Time
2025-09-28 13:37
Expiration Time
2025-12-08 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1296403.6381 1100984.3167 195419.3214 43486880.6891 16609705.7147 26877174.9744
Total P&L (%) 1296.4036 1100.9843 195.4193 43486.8807 16609.7057 26877.175
Avg Daily Profit (%) 0.5485 0.4658 0.0827 0.2574 0.2168 0.2371
Buy And Hold Return (%) 508.8348 508.8348 508.8348 508.8348 508.8348 508.8348
Max Trade Drawdown -115787 -115950 -65567 -58808742 -60213810 -28730824
Profit Factor 2.44 3.2769 1.4689 1.1385 1.093 1.1983
Total Trades 175 88 87 175 88 87
Winning Trades 89 44 45 89 44 45
Losing Trades 86 44 42 86 44 42
Profitability (%) 50.8571 50 51.7241 50.8571 50 51.7241
Ratio Avg Win / Avg Loss 2.3578 3.2769 1.371 1.1001 1.093 1.1184
Largest Winning Trade 390877 390877 51263 35687497 35687497 21044491
Largest Losing Trade -42232 -38580 -42232 -25053355 -25053355 -20042199
Avg Bars in Trades 39 28 50 39 28 50
Avg Bars in Winners 45 31 59 45 31 59
Avg Bars in Losers 33 26 41 33 26 41
Bars Traded 6946 2551 4395 6946 2551 4395
Profit Streak 0 0 13.1096 0 0 13.1096
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474484 386477 -246723 -58670 -110058 232805
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558512000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055867272,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1296403.6381090898,
            1100984.316665051,
            195419.3214440393,
            43486880.689121276,
            16609705.714711852,
            26877174.9744094
        ],
        [
            1296.403638,
            1100.984317,
            195.419321,
            43486.880689,
            16609.705715,
            26877.174974
        ],
        [
            0.548471,
            0.465794,
            0.082676,
            0.257445,
            0.216787,
            0.237098
        ],
        [
            508.83477,
            508.83477,
            508.83477,
            508.83477,
            508.83477,
            508.83477
        ],
        [
            -115787,
            -115950,
            -65567,
            -58808742,
            -60213810,
            -28730824
        ],
        [
            2.440021,
            3.276909,
            1.468942,
            1.138455,
            1.093026,
            1.1983
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            50.857143,
            50,
            51.724138,
            50.857143,
            50,
            51.724138
        ],
        [
            2.357774,
            3.276909,
            1.371013,
            1.10008,
            1.093026,
            1.118414
        ],
        [
            390877,
            390877,
            51263,
            35687497,
            35687497,
            21044491
        ],
        [
            -42232,
            -38580,
            -42232,
            -25053355,
            -25053355,
            -20042199
        ],
        [
            39,
            28,
            50,
            39,
            28,
            50
        ],
        [
            45,
            31,
            59,
            45,
            31,
            59
        ],
        [
            33,
            26,
            41,
            33,
            26,
            41
        ],
        [
            6946,
            2551,
            4395,
            6946,
            2551,
            4395
        ],
        [
            0,
            0,
            13.109575,
            0,
            0,
            13.109575
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474484,
            386477,
            -246723,
            -58670,
            -110058,
            232805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558512000000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055867272,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)