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Trade: THETA/USDT/720/HILO/SMA/4200

Strategy
THETA/USDT/720/HILO/SMA/4200
Pair
THETA_USDT
Interval
12h
Score
478260
Daily Profit
0.215586
Profit Factor
2.277748
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
2370.500000
Evaluation Time
2025-10-05 12:03
Expiration Time
2025-12-15 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5120041.8962 28784.0507 -5148825.947 -903495.3979 16383758.2086 -17287253.6065
Total P&L (%) -5120.0419 28.7841 -5148.8259 -903.4954 16383.7582 -17287.2536
Avg Daily Profit (%) -2.1599 0.0121 -2.172 0 0.2156 0
Buy And Hold Return (%) 485.7087 485.7087 485.7087 485.7087 485.7087 485.7087
Max Trade Drawdown -5338565 -134562 -5268323 -23208313 -5593857 -27630626
Profit Factor 0.0981 1.1092 0.0489 0.9806 2.2777 0.4895
Total Trades 64 32 32 64 32 32
Winning Trades 34 15 19 30 18 12
Losing Trades 30 17 13 34 14 20
Profitability (%) 53.125 46.875 59.375 46.875 56.25 37.5
Ratio Avg Win / Avg Loss 0.0866 1.2571 0.0335 1.1114 1.7716 0.8159
Largest Winning Trade 114391 114391 40148 10680626 10680626 7246572
Largest Losing Trade -5238555 -49386 -5238555 -13369044 -3909501 -13369044
Avg Bars in Trades 69 79 60 69 79 60
Avg Bars in Winners 34 38 32 83 102 54
Avg Bars in Losers 109 115 101 57 48 63
Bars Traded 4459 2534 1925 4459 2534 1925
Profit Streak 27.3772 40.8772 27.3772 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -722859 -443025 -579054 -723826 478260 -585671
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564833600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654989551,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 232,
            "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": [
        [
            -5120041.896249942,
            28784.0507439523,
            -5148825.946993894,
            -903495.3979043381,
            16383758.208618015,
            -17287253.60652235
        ],
        [
            -5120.041896,
            28.784051,
            -5148.825947,
            -903.495398,
            16383.758209,
            -17287.253607
        ],
        [
            -2.1599,
            0.012143,
            -2.172042,
            0,
            0.215586,
            0
        ],
        [
            485.708708,
            485.708708,
            485.708708,
            485.708708,
            485.708708,
            485.708708
        ],
        [
            -5338565,
            -134562,
            -5268323,
            -23208313,
            -5593857,
            -27630626
        ],
        [
            0.098121,
            1.109232,
            0.048904,
            0.980648,
            2.277748,
            0.489511
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            15,
            19,
            30,
            18,
            12
        ],
        [
            30,
            17,
            13,
            34,
            14,
            20
        ],
        [
            53.125,
            46.875,
            59.375,
            46.875,
            56.25,
            37.5
        ],
        [
            0.086577,
            1.257129,
            0.03346,
            1.111401,
            1.771582,
            0.815852
        ],
        [
            114391,
            114391,
            40148,
            10680626,
            10680626,
            7246572
        ],
        [
            -5238555,
            -49386,
            -5238555,
            -13369044,
            -3909501,
            -13369044
        ],
        [
            69,
            79,
            60,
            69,
            79,
            60
        ],
        [
            34,
            38,
            32,
            83,
            102,
            54
        ],
        [
            109,
            115,
            101,
            57,
            48,
            63
        ],
        [
            4459,
            2534,
            1925,
            4459,
            2534,
            1925
        ],
        [
            27.377194,
            40.877194,
            27.377194,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -722859,
            -443025,
            -579054,
            -723826,
            478260,
            -585671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564833600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654989551,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 232,
            "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)