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Trade: THETA/USDT/60/SINWMA/SWMA/9287

Strategy
THETA/USDT/60/SINWMA/SWMA/9287
Pair
THETA_USDT
Interval
1h
Score
425380
Daily Profit
0.272746
Profit Factor
1.566490
Profitability
48.437500
Streak
26.237952
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-05 22:42
Expiration Time
2025-12-19 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284111.7347 232330.3408 51781.394 176593.8911 172971.2664 3622.6247
Total P&L (%) 284.1117 232.3303 51.7814 176.5939 172.9713 3.6226
Avg Daily Profit (%) 0.2727 0.223 0.0497 0.0977 0.0964 0.0034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86784 -91616 -64313 -404813 -351460 -276984
Profit Factor 1.5665 1.9096 1.2104 1.1168 1.2062 1.0054
Total Trades 128 64 64 128 64 64
Winning Trades 62 29 33 62 29 33
Losing Trades 66 35 31 66 35 31
Profitability (%) 48.4375 45.3125 51.5625 48.4375 45.3125 51.5625
Ratio Avg Win / Avg Loss 1.6676 2.3047 1.137 1.1888 1.4558 0.9444
Largest Winning Trade 207380 207380 32876 380384 380384 77196
Largest Losing Trade -33804 -30055 -33804 -169996 -169996 -101235
Avg Bars in Trades 190 182 197 190 182 197
Avg Bars in Winners 249 242 256 249 242 256
Avg Bars in Losers 134 133 135 134 133 135
Bars Traded 24344 11707 12637 24344 11707 12637
Profit Streak 26.238 48.6546 26.238 26.238 48.6546 26.238
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425380 -128847 -266640 -153828 -204988 -708741
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669690800000,
    "first_datapoint_time": 1670583600000,
    "last_datapoint_time": 1759690800000,
    "evaluation_time": 1759693359104,
    "expiration_time": 1766170800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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": [
        [
            284111.7347146791,
            232330.3407605316,
            51781.3939541477,
            176593.8910915554,
            172971.2663638218,
            3622.6247277334
        ],
        [
            284.111735,
            232.330341,
            51.781394,
            176.593891,
            172.971266,
            3.622625
        ],
        [
            0.272746,
            0.223036,
            0.04971,
            0.097716,
            0.096449,
            0.003416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86784,
            -91616,
            -64313,
            -404813,
            -351460,
            -276984
        ],
        [
            1.56649,
            1.909574,
            1.210406,
            1.116788,
            1.206226,
            1.00538
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            48.4375,
            45.3125,
            51.5625,
            48.4375,
            45.3125,
            51.5625
        ],
        [
            1.667553,
            2.304659,
            1.137048,
            1.188839,
            1.45579,
            0.944448
        ],
        [
            207380,
            207380,
            32876,
            380384,
            380384,
            77196
        ],
        [
            -33804,
            -30055,
            -33804,
            -169996,
            -169996,
            -101235
        ],
        [
            190,
            182,
            197,
            190,
            182,
            197
        ],
        [
            249,
            242,
            256,
            249,
            242,
            256
        ],
        [
            134,
            133,
            135,
            134,
            133,
            135
        ],
        [
            24344,
            11707,
            12637,
            24344,
            11707,
            12637
        ],
        [
            26.237952,
            48.654619,
            26.237952,
            26.237953,
            48.654619,
            26.237953
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425380,
            -128847,
            -266640,
            -153828,
            -204988,
            -708741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669690800000,
    "first_datapoint_time": 1670583600000,
    "last_datapoint_time": 1759690800000,
    "evaluation_time": 1759693359104,
    "expiration_time": 1766170800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "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)