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Trade: THETA/USDT/720/LINREG/KCL/3093

Strategy
THETA/USDT/720/LINREG/KCL/3093
Pair
THETA_USDT
Interval
12h
Score
561024
Daily Profit
0.256717
Profit Factor
3.168938
Profitability
58.064516
Streak
0.000000
Best Strategy
Training Data Length
2371.000000
Evaluation Time
2025-10-05 21:16
Expiration Time
2025-12-15 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7505530.294 -21104.6429 -7484425.6511 265886.9451 43557968.5975 -43292081.6525
Total P&L (%) -7505.5303 -21.1046 -7484.4257 265.8869 43557.9686 -43292.0817
Avg Daily Profit (%) -3.1656 -0.0089 -3.1567 0.0547 0.2567 0
Buy And Hold Return (%) 522.8143 522.8143 522.8143 522.8143 522.8143 522.8143
Max Trade Drawdown -7701063 -163914 -7581207 -59212169 -9162956 -65966733
Profit Factor 0.0613 0.9171 0.0332 1.0029 3.1689 0.4054
Total Trades 62 31 31 62 31 31
Winning Trades 40 16 24 36 18 18
Losing Trades 22 15 7 26 13 13
Profitability (%) 64.5161 51.6129 77.4194 58.0645 58.0645 58.0645
Ratio Avg Win / Avg Loss 0.0337 0.8598 0.0097 0.7243 2.2887 0.2928
Largest Winning Trade 65539 65539 41318 26838707 26838707 12664792
Largest Losing Trade -7534650 -54162 -7534650 -28612520 -8787860 -28612520
Avg Bars in Trades 72 66 79 72 66 79
Avg Bars in Winners 30 19 37 67 68 66
Avg Bars in Losers 150 117 221 80 63 96
Bars Traded 4524 2066 2458 4524 2066 2458
Profit Streak 30.2615 0 251.2615 30.2615 0 251.2615
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -736855 -580608 -575888 -661578 561024 -578396
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562155200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688193722,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            -7505530.29402596,
            -21104.6428849186,
            -7484425.651141043,
            265886.9450666331,
            43557968.59753269,
            -43292081.652466066
        ],
        [
            -7505.530294,
            -21.104643,
            -7484.425651,
            265.886945,
            43557.968598,
            -43292.081652
        ],
        [
            -3.165555,
            -0.008901,
            -3.156654,
            0.054724,
            0.256717,
            0
        ],
        [
            522.814321,
            522.814321,
            522.814321,
            522.814321,
            522.814321,
            522.814321
        ],
        [
            -7701063,
            -163914,
            -7581207,
            -59212169,
            -9162956,
            -65966733
        ],
        [
            0.061313,
            0.91712,
            0.033161,
            1.002862,
            3.168938,
            0.405376
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            40,
            16,
            24,
            36,
            18,
            18
        ],
        [
            22,
            15,
            7,
            26,
            13,
            13
        ],
        [
            64.516129,
            51.612903,
            77.419355,
            58.064516,
            58.064516,
            58.064516
        ],
        [
            0.033722,
            0.8598,
            0.009672,
            0.72429,
            2.288677,
            0.292772
        ],
        [
            65539,
            65539,
            41318,
            26838707,
            26838707,
            12664792
        ],
        [
            -7534650,
            -54162,
            -7534650,
            -28612520,
            -8787860,
            -28612520
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            30,
            19,
            37,
            67,
            68,
            66
        ],
        [
            150,
            117,
            221,
            80,
            63,
            96
        ],
        [
            4524,
            2066,
            2458,
            4524,
            2066,
            2458
        ],
        [
            30.261501,
            0,
            251.261501,
            30.261501,
            0,
            251.261501
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -736855,
            -580608,
            -575888,
            -661578,
            561024,
            -578396
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562155200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759688193722,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)