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Trade: THETA/USDT/480/WMA/HILO/4669

Strategy
THETA/USDT/480/WMA/HILO/4669
Pair
THETA_USDT
Interval
8h
Score
470410
Daily Profit
0.696569
Profit Factor
3.434167
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2365.670000
Evaluation Time
2025-09-30 18:42
Expiration Time
2025-12-10 09:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1647853.3915 1618552.3519 29301.0397 1568322.6829 486940.0297 1081382.6532
Total P&L (%) 1647.8534 1618.5524 29.301 1568.3227 486.94 1081.3827
Avg Daily Profit (%) 0.6966 0.6842 0.0124 0.119 0.0748 0.1044
Buy And Hold Return (%) 410.8336 410.8336 410.8336 410.8336 410.8336 410.8336
Max Trade Drawdown -110780 -117609 -105956 -1713031 -1416893 -545385
Profit Factor 3.4342 5.6068 1.09 1.2895 1.1572 1.4659
Total Trades 120 60 60 120 60 60
Winning Trades 48 21 27 48 21 27
Losing Trades 72 39 33 72 39 33
Profitability (%) 40 35 45 40 35 45
Ratio Avg Win / Avg Loss 5.1513 10.4127 1.3322 1.9342 2.1492 1.7917
Largest Winning Trade 1344181 1344181 58194 1094593 1015731 1094593
Largest Losing Trade -33827 -31236 -33827 -756240 -756240 -323958
Avg Bars in Trades 56 46 67 56 46 67
Avg Bars in Winners 81 86 78 81 86 78
Avg Bars in Losers 40 24 58 40 24 58
Bars Traded 6829 2777 4052 6829 2777 4052
Profit Streak 0 0 50.6542 0 0 50.6542
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470410 -157151 -633750 -38495 -422905 -224508
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7097,
    "evaluation_days": 2365.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561363200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759246922987,
    "expiration_time": 1765351008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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": [
        [
            1647853.3915125278,
            1618552.3518538885,
            29301.0396586399,
            1568322.682909458,
            486940.0297220275,
            1081382.6531874295
        ],
        [
            1647.853392,
            1618.552352,
            29.30104,
            1568.322683,
            486.94003,
            1081.382653
        ],
        [
            0.696569,
            0.684183,
            0.012386,
            0.119039,
            0.074838,
            0.104434
        ],
        [
            410.833584,
            410.833584,
            410.833584,
            410.833584,
            410.833584,
            410.833584
        ],
        [
            -110780,
            -117609,
            -105956,
            -1713031,
            -1416893,
            -545385
        ],
        [
            3.434167,
            5.606823,
            1.089983,
            1.289482,
            1.157245,
            1.465917
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            40,
            35,
            45,
            40,
            35,
            45
        ],
        [
            5.15125,
            10.412671,
            1.332201,
            1.934223,
            2.149168,
            1.791676
        ],
        [
            1344181,
            1344181,
            58194,
            1094593,
            1015731,
            1094593
        ],
        [
            -33827,
            -31236,
            -33827,
            -756240,
            -756240,
            -323958
        ],
        [
            56,
            46,
            67,
            56,
            46,
            67
        ],
        [
            81,
            86,
            78,
            81,
            86,
            78
        ],
        [
            40,
            24,
            58,
            40,
            24,
            58
        ],
        [
            6829,
            2777,
            4052,
            6829,
            2777,
            4052
        ],
        [
            0,
            0,
            50.654201,
            0,
            0,
            50.654201
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470410,
            -157151,
            -633750,
            -38495,
            -422905,
            -224508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7097,
    "evaluation_days": 2365.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561363200000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759246922987,
    "expiration_time": 1765351008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 227,
            "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)