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Trade: THETA/USDT/720/SINWMA/MIDPRICE/7768

Strategy
THETA/USDT/720/SINWMA/MIDPRICE/7768
Pair
THETA_USDT
Interval
12h
Score
436803
Daily Profit
0.210461
Profit Factor
1.633602
Profitability
58.620690
Streak
144.693004
Best Strategy
Training Data Length
2369.500000
Evaluation Time
2025-10-04 07:37
Expiration Time
2025-12-14 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1982458.5369 1802124.824 180333.7129 24595218.2123 10124138.9086 14471079.3037
Total P&L (%) 1982.4585 1802.1248 180.3337 24595.2182 10124.1389 14471.0793
Avg Daily Profit (%) 0.8367 0.7606 0.0761 0.2328 0.1955 0.2105
Buy And Hold Return (%) 438.4945 438.4945 438.4945 438.4945 438.4945 438.4945
Max Trade Drawdown -70303 -96053 -45634 -15567246 -11508482 -15567246
Profit Factor 6.3048 9.0935 2.1939 1.543 1.4508 1.6336
Total Trades 57 28 29 57 28 29
Winning Trades 32 15 17 32 15 17
Losing Trades 25 13 12 25 13 12
Profitability (%) 56.1404 53.5714 58.6207 56.1404 53.5714 58.6207
Ratio Avg Win / Avg Loss 4.9256 7.8811 1.5486 1.2054 1.2574 1.1531
Largest Winning Trade 1327654 1327654 43496 11321281 11321281 8620962
Largest Losing Trade -45634 -36819 -45634 -15567246 -5007180 -15567246
Avg Bars in Trades 74 96 53 74 96 53
Avg Bars in Winners 99 130 71 99 130 71
Avg Bars in Losers 42 56 27 42 56 27
Bars Traded 4237 2693 1544 4237 2693 1544
Profit Streak 133.693 0 144.693 133.693 0 144.693
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158168 -1359 -250910 -168248 -11587 436803
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552675586,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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": [
        [
            1982458.536857438,
            1802124.8239561738,
            180333.7129012642,
            24595218.21228085,
            10124138.908573857,
            14471079.303706987
        ],
        [
            1982.458537,
            1802.124824,
            180.333713,
            24595.218212,
            10124.138909,
            14471.079304
        ],
        [
            0.836657,
            0.760551,
            0.076106,
            0.232775,
            0.195478,
            0.210461
        ],
        [
            438.494501,
            438.494501,
            438.494501,
            438.494501,
            438.494501,
            438.494501
        ],
        [
            -70303,
            -96053,
            -45634,
            -15567246,
            -11508482,
            -15567246
        ],
        [
            6.30476,
            9.093534,
            2.193861,
            1.542974,
            1.450807,
            1.633602
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            56.140351,
            53.571429,
            58.62069,
            56.140351,
            53.571429,
            58.62069
        ],
        [
            4.925594,
            7.881063,
            1.548608,
            1.205449,
            1.257366,
            1.153131
        ],
        [
            1327654,
            1327654,
            43496,
            11321281,
            11321281,
            8620962
        ],
        [
            -45634,
            -36819,
            -45634,
            -15567246,
            -5007180,
            -15567246
        ],
        [
            74,
            96,
            53,
            74,
            96,
            53
        ],
        [
            99,
            130,
            71,
            99,
            130,
            71
        ],
        [
            42,
            56,
            27,
            42,
            56,
            27
        ],
        [
            4237,
            2693,
            1544,
            4237,
            2693,
            1544
        ],
        [
            133.693004,
            0,
            144.693004,
            133.693004,
            0,
            144.693004
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158168,
            -1359,
            -250910,
            -168248,
            -11587,
            436803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564617600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552675586,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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)