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Trade: THETA/USDT/720/FWMA/ALMA/6671

Strategy
THETA/USDT/720/FWMA/ALMA/6671
Pair
THETA_USDT
Interval
12h
Score
503783
Daily Profit
0.255820
Profit Factor
1.981056
Profitability
61.290323
Streak
90.989245
Best Strategy
Training Data Length
2374.500000
Evaluation Time
2025-10-09 14:44
Expiration Time
2025-12-19 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4612827.0129 87290.8355 -4700117.8484 3712841.6818 43024547.5721 -39311705.8903
Total P&L (%) -4612.827 87.2908 -4700.1178 3712.8417 43024.5476 -39311.7059
Avg Daily Profit (%) -1.9427 0.0368 -1.9794 0.1535 0.2558 0
Buy And Hold Return (%) 605.0259 605.0259 605.0259 605.0259 605.0259 605.0259
Max Trade Drawdown -4875150 -165645 -4802513 -84379248 -29693202 -84600801
Profit Factor 0.1129 1.3708 0.0533 1.0287 1.9811 0.5405
Total Trades 62 31 31 62 31 31
Winning Trades 47 21 26 33 19 14
Losing Trades 15 10 5 29 12 17
Profitability (%) 75.8065 67.7419 83.871 53.2258 61.2903 45.1613
Ratio Avg Win / Avg Loss 0.036 0.6528 0.0102 0.904 1.2512 0.6564
Largest Winning Trade 120293 120293 31134 32091412 30589047 32091412
Largest Losing Trade -4797003 -48775 -4797003 -20329172 -8847793 -20329172
Avg Bars in Trades 72 80 65 72 80 65
Avg Bars in Winners 19 12 24 70 84 51
Avg Bars in Losers 240 221 279 75 72 77
Bars Traded 4523 2481 2042 4523 2481 2042
Profit Streak 90.9892 90.9892 248.9892 90.9892 90.9892 248.9892
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -734317 -307055 -575153 -340037 503783 -581300
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010270773,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 193,
            "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": [
        [
            -4612827.012851742,
            87290.8355234209,
            -4700117.848375163,
            3712841.681776115,
            43024547.57208312,
            -39311705.89030703
        ],
        [
            -4612.827013,
            87.290836,
            -4700.117848,
            3712.841682,
            43024.547572,
            -39311.70589
        ],
        [
            -1.942652,
            0.036762,
            -1.979414,
            0.153453,
            0.25582,
            0
        ],
        [
            605.025927,
            605.025927,
            605.025927,
            605.025927,
            605.025927,
            605.025927
        ],
        [
            -4875150,
            -165645,
            -4802513,
            -84379248,
            -29693202,
            -84600801
        ],
        [
            0.112922,
            1.370817,
            0.053278,
            1.02869,
            1.981056,
            0.540524
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            47,
            21,
            26,
            33,
            19,
            14
        ],
        [
            15,
            10,
            5,
            29,
            12,
            17
        ],
        [
            75.806452,
            67.741935,
            83.870968,
            53.225806,
            61.290323,
            45.16129
        ],
        [
            0.036039,
            0.65277,
            0.010246,
            0.904,
            1.251193,
            0.65635
        ],
        [
            120293,
            120293,
            31134,
            32091412,
            30589047,
            32091412
        ],
        [
            -4797003,
            -48775,
            -4797003,
            -20329172,
            -8847793,
            -20329172
        ],
        [
            72,
            80,
            65,
            72,
            80,
            65
        ],
        [
            19,
            12,
            24,
            70,
            84,
            51
        ],
        [
            240,
            221,
            279,
            75,
            72,
            77
        ],
        [
            4523,
            2481,
            2042,
            4523,
            2481,
            2042
        ],
        [
            90.989245,
            90.989245,
            248.989245,
            90.989245,
            90.989245,
            248.989245
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -734317,
            -307055,
            -575153,
            -340037,
            503783,
            -581300
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760010270773,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 193,
            "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)