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Trade: THETA/USDT/720/SWMA/MIDPRICE/1232

Strategy
THETA/USDT/720/SWMA/MIDPRICE/1232
Pair
THETA_USDT
Interval
12h
Score
678371
Daily Profit
0.802450
Profit Factor
9.406870
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-13 08:09
Expiration Time
2025-12-23 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2055530.3877 1908628.3494 146902.0383 17268156.4494 5451667.1031 11816489.3463
Total P&L (%) 2055.5304 1908.6283 146.902 17268.1564 5451.6671 11816.4893
Avg Daily Profit (%) 0.8642 0.8025 0.0618 0.2171 0.169 0.2012
Buy And Hold Return (%) 340.6175 340.6175 340.6175 340.6175 340.6175 340.6175
Max Trade Drawdown -162591 -150821 -41724 -14986009 -12846442 -4336013
Profit Factor 5.617 9.4069 1.6733 1.4889 1.255 1.8475
Total Trades 62 31 31 62 31 31
Winning Trades 31 14 17 31 14 17
Losing Trades 31 17 14 31 17 14
Profitability (%) 50 45.1613 54.8387 50 45.1613 54.8387
Ratio Avg Win / Avg Loss 5.617 11.4226 1.378 1.4889 1.524 1.5215
Largest Winning Trade 1486109 1486109 63038 11709840 11709840 8311452
Largest Losing Trade -38385 -33413 -38385 -5477835 -5477835 -4336013
Avg Bars in Trades 73 75 71 73 75 71
Avg Bars in Winners 101 112 91 101 112 91
Avg Bars in Losers 45 45 46 45 45 46
Bars Traded 4556 2349 2207 4556 2349 2207
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137674 678371 -273588 -149077 243768 437082
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332161786,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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": [
        [
            2055530.3877442274,
            1908628.3494493929,
            146902.0382948355,
            17268156.449380122,
            5451667.103121529,
            11816489.346258592
        ],
        [
            2055.530388,
            1908.628349,
            146.902038,
            17268.156449,
            5451.667103,
            11816.489346
        ],
        [
            0.864213,
            0.80245,
            0.061762,
            0.217062,
            0.169017,
            0.20119
        ],
        [
            340.617485,
            340.617485,
            340.617485,
            340.617485,
            340.617485,
            340.617485
        ],
        [
            -162591,
            -150821,
            -41724,
            -14986009,
            -12846442,
            -4336013
        ],
        [
            5.616979,
            9.40687,
            1.673309,
            1.488911,
            1.255021,
            1.847524
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            50,
            45.16129,
            54.83871,
            50,
            45.16129,
            54.83871
        ],
        [
            5.616979,
            11.422628,
            1.378019,
            1.488911,
            1.523955,
            1.52149
        ],
        [
            1486109,
            1486109,
            63038,
            11709840,
            11709840,
            8311452
        ],
        [
            -38385,
            -33413,
            -38385,
            -5477835,
            -5477835,
            -4336013
        ],
        [
            73,
            75,
            71,
            73,
            75,
            71
        ],
        [
            101,
            112,
            91,
            101,
            112,
            91
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            4556,
            2349,
            2207,
            4556,
            2349,
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        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            -137674,
            678371,
            -273588,
            -149077,
            243768,
            437082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332161786,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 45,
            "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)