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Trade: THETA/USDT/720/MIDPRICE/ZLMA/8116

Strategy
THETA/USDT/720/MIDPRICE/ZLMA/8116
Pair
THETA_USDT
Interval
12h
Score
552826
Daily Profit
0.716324
Profit Factor
3.760608
Profitability
43.678161
Streak
17.714514
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 1700911.5304 1565955.4806 134956.0498 13796995.3935 4398879.5081 9398115.8854
Total P&L (%) 1700.9115 1565.9555 134.9561 13796.9954 4398.8795 9398.1159
Avg Daily Profit (%) 0.7163 0.6595 0.0568 0.208 0.1604 0.192
Buy And Hold Return (%) 511.3684 511.3684 511.3684 511.3684 511.3684 511.3684
Max Trade Drawdown -107795 -111363 -73717 -16148468 -9057182 -7514997
Profit Factor 3.7606 5.7474 1.4714 1.2744 1.1651 1.3975
Total Trades 87 44 43 87 44 43
Winning Trades 38 18 20 38 18 20
Losing Trades 49 26 23 49 26 23
Profitability (%) 43.6782 40.9091 46.5116 43.6782 40.9091 46.5116
Ratio Avg Win / Avg Loss 4.8492 8.3018 1.6921 1.6433 1.683 1.6071
Largest Winning Trade 1070723 1070723 58736 10590222 7343782 10590222
Largest Losing Trade -34028 -32017 -34028 -6910925 -6910925 -5175606
Avg Bars in Trades 53 43 63 53 43 63
Avg Bars in Winners 79 66 91 79 66 91
Avg Bars in Losers 32 26 39 32 26 39
Bars Traded 4632 1902 2730 4632 1902 2730
Profit Streak 17.7145 17.7145 21.2145 17.7145 17.7145 21.2145
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552826 516305 -281314 287473 -32976 324193
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": 1558396800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986534035,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 48,
            "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": [
        [
            1700911.5304309477,
            1565955.4806009447,
            134956.0498300027,
            13796995.393533899,
            4398879.508086616,
            9398115.88544729
        ],
        [
            1700.91153,
            1565.955481,
            134.95605,
            13796.995394,
            4398.879508,
            9398.115885
        ],
        [
            0.716324,
            0.659489,
            0.056836,
            0.208018,
            0.160432,
            0.191958
        ],
        [
            511.368421,
            511.368421,
            511.368421,
            511.368421,
            511.368421,
            511.368421
        ],
        [
            -107795,
            -111363,
            -73717,
            -16148468,
            -9057182,
            -7514997
        ],
        [
            3.760608,
            5.747409,
            1.47141,
            1.274395,
            1.165137,
            1.397486
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            43.678161,
            40.909091,
            46.511628,
            43.678161,
            40.909091,
            46.511628
        ],
        [
            4.849205,
            8.301813,
            1.692121,
            1.643298,
            1.682976,
            1.607109
        ],
        [
            1070723,
            1070723,
            58736,
            10590222,
            7343782,
            10590222
        ],
        [
            -34028,
            -32017,
            -34028,
            -6910925,
            -6910925,
            -5175606
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            79,
            66,
            91,
            79,
            66,
            91
        ],
        [
            32,
            26,
            39,
            32,
            26,
            39
        ],
        [
            4632,
            1902,
            2730,
            4632,
            1902,
            2730
        ],
        [
            17.714514,
            17.714514,
            21.214514,
            17.714514,
            17.714514,
            21.214514
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552826,
            516305,
            -281314,
            287473,
            -32976,
            324193
        ]
    ]
}
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": 1558396800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759986534035,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 48,
            "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)