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Trade: THETA/USDT/720/HILO/SINWMA/1361

Strategy
THETA/USDT/720/HILO/SINWMA/1361
Pair
THETA_USDT
Interval
12h
Score
439332
Daily Profit
0.189766
Profit Factor
1.715240
Profitability
68.571429
Streak
142.214523
Best Strategy
Training Data Length
2374.500000
Evaluation Time
2025-10-09 08:08
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 -1001752.9867 63967.7056 -1065720.6923 1442061.6564 -7475104.4017 8917166.0581
Total P&L (%) -1001.753 63.9677 -1065.7207 1442.0617 -7475.1044 8917.1661
Avg Daily Profit (%) -0.4219 0.0269 -0.4488 0.1153 0 0.1898
Buy And Hold Return (%) 449.2926 449.2926 449.2926 449.2926 449.2926 449.2926
Max Trade Drawdown -1238522 -130476 -1178541 -12441556 -11612813 -9014935
Profit Factor 0.3619 1.2689 0.1999 1.0509 0.5283 1.7152
Total Trades 70 35 35 70 35 35
Winning Trades 43 19 24 41 17 24
Losing Trades 27 16 11 29 18 11
Profitability (%) 61.4286 54.2857 68.5714 58.5714 48.5714 68.5714
Ratio Avg Win / Avg Loss 0.2272 1.0686 0.0916 0.7433 0.5593 0.7862
Largest Winning Trade 128811 128811 40550 7517806 1795740 7517806
Largest Losing Trade -774709 -52650 -774709 -5916944 -5074037 -5916944
Avg Bars in Trades 63 72 55 63 72 55
Avg Bars in Winners 32 40 26 42 44 40
Avg Bars in Losers 113 110 118 94 98 88
Bars Traded 4472 2531 1941 4472 2531 1941
Profit Streak 138.7145 138.7145 142.2145 138.7145 138.7145 142.2145
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -676317 -320874 -576997 -303688 -579992 439332
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": 1564747200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986534816,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 230,
            "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": [
        [
            -1001752.9866606577,
            63967.7056151226,
            -1065720.6922757803,
            1442061.656383611,
            -7475104.401701057,
            8917166.058084665
        ],
        [
            -1001.752987,
            63.967706,
            -1065.720692,
            1442.061656,
            -7475.104402,
            8917.166058
        ],
        [
            -0.42188,
            0.026939,
            -0.448819,
            0.115278,
            0,
            0.189766
        ],
        [
            449.292578,
            449.292578,
            449.292578,
            449.292578,
            449.292578,
            449.292578
        ],
        [
            -1238522,
            -130476,
            -1178541,
            -12441556,
            -11612813,
            -9014935
        ],
        [
            0.361887,
            1.268927,
            0.199912,
            1.050932,
            0.528273,
            1.71524
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            19,
            24,
            41,
            17,
            24
        ],
        [
            27,
            16,
            11,
            29,
            18,
            11
        ],
        [
            61.428571,
            54.285714,
            68.571429,
            58.571429,
            48.571429,
            68.571429
        ],
        [
            0.227231,
            1.06857,
            0.091627,
            0.743342,
            0.559348,
            0.786152
        ],
        [
            128811,
            128811,
            40550,
            7517806,
            1795740,
            7517806
        ],
        [
            -774709,
            -52650,
            -774709,
            -5916944,
            -5074037,
            -5916944
        ],
        [
            63,
            72,
            55,
            63,
            72,
            55
        ],
        [
            32,
            40,
            26,
            42,
            44,
            40
        ],
        [
            113,
            110,
            118,
            94,
            98,
            88
        ],
        [
            4472,
            2531,
            1941,
            4472,
            2531,
            1941
        ],
        [
            138.714523,
            138.714523,
            142.214523,
            138.714523,
            138.714523,
            142.214523
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -676317,
            -320874,
            -576997,
            -303688,
            -579992,
            439332
        ]
    ]
}
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": 1564747200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986534816,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 230,
            "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)