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Trade: THETA/USDT/720/JMA/KCB/6528

Strategy
THETA/USDT/720/JMA/KCB/6528
Pair
THETA_USDT
Interval
12h
Score
566043
Daily Profit
0.176317
Profit Factor
3.127202
Profitability
75.862069
Streak
279.517006
Best Strategy
Training Data Length
2364.500000
Evaluation Time
2025-09-29 15:24
Expiration Time
2025-12-09 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4621943.5064 -104167.7298 -4517775.7765 -79579.0015 -6421051.2343 6341472.2328
Total P&L (%) -4621.9435 -104.1677 -4517.7758 -79.579 -6421.0512 6341.4722
Avg Daily Profit (%) -1.9547 -0.0441 -1.9107 -0.0672 0 0.1763
Buy And Hold Return (%) 420.7234 420.7234 420.7234 420.7234 420.7234 420.7234
Max Trade Drawdown -4801846 -187749 -4628065 -6948831 -6726202 -2054590
Profit Factor 0.083 0.6291 0.0507 0.9925 0.1634 3.1272
Total Trades 58 29 29 58 29 29
Winning Trades 35 14 21 37 15 22
Losing Trades 23 15 8 21 14 7
Profitability (%) 60.3448 48.2759 72.4138 63.7931 51.7241 75.8621
Ratio Avg Win / Avg Loss 0.0545 0.6741 0.0193 0.5633 0.1525 0.995
Largest Winning Trade 62140 62140 36437 5003203 710729 5003203
Largest Losing Trade -4369013 -55172 -4369013 -2768788 -2768788 -1108887
Avg Bars in Trades 78 87 69 78 87 69
Avg Bars in Winners 44 55 36 57 51 61
Avg Bars in Losers 130 117 154 115 125 93
Bars Traded 4544 2538 2006 4544 2538 2006
Profit Streak 141.517 141.517 279.517 141.517 141.517 279.517
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757459 -580152 -576534 -757012 -579258 566043
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559865600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148669358,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -4621943.506388211,
            -104167.7298416241,
            -4517775.776546587,
            -79579.0015475792,
            -6421051.234326108,
            6341472.232778527
        ],
        [
            -4621.943506,
            -104.16773,
            -4517.775777,
            -79.579002,
            -6421.051234,
            6341.472233
        ],
        [
            -1.954723,
            -0.044055,
            -1.910669,
            -0.067163,
            0,
            0.176317
        ],
        [
            420.723436,
            420.723436,
            420.723436,
            420.723436,
            420.723436,
            420.723436
        ],
        [
            -4801846,
            -187749,
            -4628065,
            -6948831,
            -6726202,
            -2054590
        ],
        [
            0.082963,
            0.629135,
            0.050729,
            0.992532,
            0.163382,
            3.127202
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            35,
            14,
            21,
            37,
            15,
            22
        ],
        [
            23,
            15,
            8,
            21,
            14,
            7
        ],
        [
            60.344828,
            48.275862,
            72.413793,
            63.793103,
            51.724138,
            75.862069
        ],
        [
            0.054518,
            0.674074,
            0.019325,
            0.563329,
            0.15249,
            0.995019
        ],
        [
            62140,
            62140,
            36437,
            5003203,
            710729,
            5003203
        ],
        [
            -4369013,
            -55172,
            -4369013,
            -2768788,
            -2768788,
            -1108887
        ],
        [
            78,
            87,
            69,
            78,
            87,
            69
        ],
        [
            44,
            55,
            36,
            57,
            51,
            61
        ],
        [
            130,
            117,
            154,
            115,
            125,
            93
        ],
        [
            4544,
            2538,
            2006,
            4544,
            2538,
            2006
        ],
        [
            141.517006,
            141.517006,
            279.517006,
            141.517006,
            141.517006,
            279.517006
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757459,
            -580152,
            -576534,
            -757012,
            -579258,
            566043
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559865600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148669358,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)