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Trade: THETA/USDT/720/SMA/SUPERTREND/5277

Strategy
THETA/USDT/720/SMA/SUPERTREND/5277
Pair
THETA_USDT
Interval
12h
Score
610463
Daily Profit
2.864452
Profit Factor
24.883777
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-11 20:18
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 6796620.6538 6808802.7867 -12182.1329 -418402.921 -377559.5995 -40843.3214
Total P&L (%) 6796.6207 6808.8028 -12.1821 -418.4029 -377.5596 -40.8433
Avg Daily Profit (%) 2.8593 2.8645 -0.0051 0 0 -0.0221
Buy And Hold Return (%) 280.4643 280.4643 280.4643 280.4643 280.4643 280.4643
Max Trade Drawdown -168964 -121775 -159400 -864227 -748193 -278912
Profit Factor 13.7021 24.8838 0.9513 0.7934 0.7181 0.9405
Total Trades 60 30 30 60 30 30
Winning Trades 22 10 12 39 20 19
Losing Trades 38 20 18 21 10 11
Profitability (%) 36.6667 33.3333 40 65 66.6667 63.3333
Ratio Avg Win / Avg Loss 23.6673 49.7676 1.4269 0.4272 0.359 0.5445
Largest Winning Trade 6888514 6888514 50332 223082 223082 153469
Largest Losing Trade -113636 -50369 -113636 -674036 -674036 -193713
Avg Bars in Trades 74 69 79 74 69 79
Avg Bars in Winners 155 144 165 27 28 27
Avg Bars in Losers 27 32 22 161 152 169
Bars Traded 4472 2091 2381 4472 2091 2381
Profit Streak 0 0 0 87.2209 251.2209 87.2209
Trades During Streak 0 0 0 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155480 610463 -583047 -750883 -577312 -578136
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760203084891,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 2.07834
        }
    }
}
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": [
        [
            6796620.653789345,
            6808802.786684974,
            -12182.1328956295,
            -418402.9209580689,
            -377559.5995392485,
            -40843.3214188205
        ],
        [
            6796.620654,
            6808.802787,
            -12.182133,
            -418.402921,
            -377.5596,
            -40.843321
        ],
        [
            2.859327,
            2.864452,
            -0.005125,
            0,
            0,
            -0.022083
        ],
        [
            280.464322,
            280.464322,
            280.464322,
            280.464322,
            280.464322,
            280.464322
        ],
        [
            -168964,
            -121775,
            -159400,
            -864227,
            -748193,
            -278912
        ],
        [
            13.702108,
            24.883777,
            0.951271,
            0.793438,
            0.718052,
            0.9405
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            22,
            10,
            12,
            39,
            20,
            19
        ],
        [
            38,
            20,
            18,
            21,
            10,
            11
        ],
        [
            36.666667,
            33.333333,
            40,
            65,
            66.666667,
            63.333333
        ],
        [
            23.667277,
            49.767554,
            1.426906,
            0.427236,
            0.359026,
            0.5445
        ],
        [
            6888514,
            6888514,
            50332,
            223082,
            223082,
            153469
        ],
        [
            -113636,
            -50369,
            -113636,
            -674036,
            -674036,
            -193713
        ],
        [
            74,
            69,
            79,
            74,
            69,
            79
        ],
        [
            155,
            144,
            165,
            27,
            28,
            27
        ],
        [
            27,
            32,
            22,
            161,
            152,
            169
        ],
        [
            4472,
            2091,
            2381,
            4472,
            2091,
            2381
        ],
        [
            0,
            0,
            0,
            87.22089,
            251.22089,
            87.22089
        ],
        [
            0,
            0,
            0,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155480,
            610463,
            -583047,
            -750883,
            -577312,
            -578136
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564963200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760203084891,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 21,
            "offset": 0,
            "multiplier": 2.07834
        }
    }
}

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)