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Trade: THETA/USDT/720/DCM/SUPERTREND/6991

Strategy
THETA/USDT/720/DCM/SUPERTREND/6991
Pair
THETA_USDT
Interval
12h
Score
560677
Daily Profit
0.590974
Profit Factor
5.166726
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-03 19:05
Expiration Time
2025-12-13 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1406694.5732 1400017.7608 6676.8124 754825.9483 1937290.531 -1182464.5827
Total P&L (%) 1406.6946 1400.0178 6.6768 754.8259 1937.2905 -1182.4646
Avg Daily Profit (%) 0.5938 0.591 0.0028 0.0906 0.1273 0
Buy And Hold Return (%) 491.2 491.2 491.2 491.2 491.2 491.2
Max Trade Drawdown -191959 -158744 -103417 -6036712 -4999391 -1502965
Profit Factor 3.1273 5.1667 1.0205 1.0667 1.2709 0.7166
Total Trades 77 39 38 77 39 38
Winning Trades 36 19 17 36 19 17
Losing Trades 41 20 21 41 20 21
Profitability (%) 46.7532 48.7179 44.7368 46.7532 48.7179 44.7368
Ratio Avg Win / Avg Loss 3.5617 5.4387 1.2607 1.2148 1.3378 0.8852
Largest Winning Trade 1184565 1184565 53457 6128937 6128937 734244
Largest Losing Trade -48339 -48283 -48339 -3129459 -3129459 -808296
Avg Bars in Trades 59 48 69 59 48 69
Avg Bars in Winners 72 65 79 72 65 79
Avg Bars in Losers 47 32 61 47 32 61
Bars Traded 4549 1896 2653 4549 1896 2653
Profit Streak 0 0 74.1705 0 0 74.1705
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33393 560677 -554249 -276281 -25478 -582253
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561075200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507529218,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 133,
            "offset": 0,
            "multiplier": 2.86125
        }
    }
}
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": [
        [
            1406694.573166442,
            1400017.7607915264,
            6676.8123749159,
            754825.9483282544,
            1937290.530997144,
            -1182464.5826688895
        ],
        [
            1406.694573,
            1400.017761,
            6.676812,
            754.825948,
            1937.290531,
            -1182.464583
        ],
        [
            0.593793,
            0.590974,
            0.002818,
            0.090616,
            0.127316,
            0
        ],
        [
            491.2,
            491.2,
            491.2,
            491.2,
            491.2,
            491.2
        ],
        [
            -191959,
            -158744,
            -103417,
            -6036712,
            -4999391,
            -1502965
        ],
        [
            3.127309,
            5.166726,
            1.020528,
            1.066665,
            1.270936,
            0.716591
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            46.753247,
            48.717949,
            44.736842,
            46.753247,
            48.717949,
            44.736842
        ],
        [
            3.561657,
            5.438659,
            1.260652,
            1.214813,
            1.337827,
            0.8852
        ],
        [
            1184565,
            1184565,
            53457,
            6128937,
            6128937,
            734244
        ],
        [
            -48339,
            -48283,
            -48339,
            -3129459,
            -3129459,
            -808296
        ],
        [
            59,
            48,
            69,
            59,
            48,
            69
        ],
        [
            72,
            65,
            79,
            72,
            65,
            79
        ],
        [
            47,
            32,
            61,
            47,
            32,
            61
        ],
        [
            4549,
            1896,
            2653,
            4549,
            1896,
            2653
        ],
        [
            0,
            0,
            74.170477,
            0,
            0,
            74.170477
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33393,
            560677,
            -554249,
            -276281,
            -25478,
            -582253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561075200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507529218,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 133,
            "offset": 0,
            "multiplier": 2.86125
        }
    }
}

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)