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Trade: THETA/USDT/720/KCU/HILO/5802

Strategy
THETA/USDT/720/KCU/HILO/5802
Pair
THETA_USDT
Interval
12h
Score
489145
Daily Profit
0.555257
Profit Factor
13.106587
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-04 03:35
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 1349420.6223 1315403.0294 34017.5929 1363940.5448 690119.4278 673821.117
Total P&L (%) 1349.4206 1315.403 34.0176 1363.9405 690.1194 673.8211
Avg Daily Profit (%) 0.5696 0.5553 0.0144 0.1133 0.0873 0.0864
Buy And Hold Return (%) 486.6093 486.6093 486.6093 486.6093 486.6093 486.6093
Max Trade Drawdown -100066 -46061 -112223 -3245385 -1207510 -2856571
Profit Factor 4.5072 13.1066 1.1232 1.2674 1.4103 1.1971
Total Trades 59 30 29 59 30 29
Winning Trades 27 13 14 27 13 14
Losing Trades 32 17 15 32 17 15
Profitability (%) 45.7627 43.3333 48.2759 45.7627 43.3333 48.2759
Ratio Avg Win / Avg Loss 5.3419 17.1394 1.2034 1.5021 1.8442 1.2826
Largest Winning Trade 1101897 1101897 67788 1507970 840868 1507970
Largest Losing Trade -83075 -18981 -83075 -2390962 -491478 -2390962
Avg Bars in Trades 69 30 109 69 30 109
Avg Bars in Winners 121 62 175 121 62 175
Avg Bars in Losers 25 6 47 25 6 47
Bars Traded 4091 914 3177 4091 914 3177
Profit Streak 0 0 584.5244 0 0 584.5244
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165829 489145 -423813 -224695 -112437 -126385
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561291200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759538107255,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1349420.6223260653,
            1315403.0293834058,
            34017.5929426592,
            1363940.5448128993,
            690119.4278128459,
            673821.117000054
        ],
        [
            1349.420622,
            1315.403029,
            34.017593,
            1363.940545,
            690.119428,
            673.821117
        ],
        [
            0.569616,
            0.555257,
            0.014359,
            0.113349,
            0.087291,
            0.08641
        ],
        [
            486.609337,
            486.609337,
            486.609337,
            486.609337,
            486.609337,
            486.609337
        ],
        [
            -100066,
            -46061,
            -112223,
            -3245385,
            -1207510,
            -2856571
        ],
        [
            4.507247,
            13.106587,
            1.123207,
            1.26737,
            1.410261,
            1.197071
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            45.762712,
            43.333333,
            48.275862,
            45.762712,
            43.333333,
            48.275862
        ],
        [
            5.341922,
            17.139383,
            1.203436,
            1.502068,
            1.844188,
            1.282576
        ],
        [
            1101897,
            1101897,
            67788,
            1507970,
            840868,
            1507970
        ],
        [
            -83075,
            -18981,
            -83075,
            -2390962,
            -491478,
            -2390962
        ],
        [
            69,
            30,
            109,
            69,
            30,
            109
        ],
        [
            121,
            62,
            175,
            121,
            62,
            175
        ],
        [
            25,
            6,
            47,
            25,
            6,
            47
        ],
        [
            4091,
            914,
            3177,
            4091,
            914,
            3177
        ],
        [
            0,
            0,
            584.524389,
            0,
            0,
            584.52439
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165829,
            489145,
            -423813,
            -224695,
            -112437,
            -126385
        ]
    ]
}
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": 1561291200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759538107255,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 150,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)