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Trade: THETA/USDT/120/DCM/ZLMA/8848

Strategy
THETA/USDT/120/DCM/ZLMA/8848
Pair
THETA_USDT
Interval
2h
Score
313236
Daily Profit
0.202140
Profit Factor
1.383826
Profitability
49.090909
Streak
9.924562
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-10-02 01:11
Expiration Time
2025-12-15 21:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 951617.4817 854530.5382 97086.9435 6859157.3476 6605219.0241 253938.3235
Total P&L (%) 951.6175 854.5305 97.0869 6859.1573 6605.219 253.9383
Avg Daily Profit (%) 0.4569 0.4103 0.0466 0.2039 0.2021 0.0607
Buy And Hold Return (%) 557.1325 557.1325 557.1325 557.1325 557.1325 557.1325
Max Trade Drawdown -100063 -63506 -137251 -4489664 -3408453 -4619225
Profit Factor 1.9219 2.8594 1.1695 1.1903 1.3838 1.0135
Total Trades 219 110 109 219 110 109
Winning Trades 111 54 57 111 54 57
Losing Trades 108 56 52 108 56 52
Profitability (%) 50.6849 49.0909 52.2936 50.6849 49.0909 52.2936
Ratio Avg Win / Avg Loss 1.87 2.9653 1.067 1.1581 1.4351 0.9246
Largest Winning Trade 212505 212505 64706 3477401 3477401 2380499
Largest Losing Trade -42403 -26500 -42403 -1656486 -1398922 -1656486
Avg Bars in Trades 112 102 122 112 102 122
Avg Bars in Winners 133 124 141 133 124 141
Avg Bars in Losers 91 81 102 91 81 102
Bars Traded 24663 11279 13384 24663 11279 13384
Profit Streak 9.9246 9.9246 21.0079 9.9246 9.9246 21.0079
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 265950 192459 -329864 -814 313236 -484419
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580788800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759356682131,
    "expiration_time": 1765826467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 148,
            "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": [
        [
            951617.4816785723,
            854530.538180736,
            97086.9434978366,
            6859157.347589499,
            6605219.024119295,
            253938.3234702092
        ],
        [
            951.617482,
            854.530538,
            97.086943,
            6859.157348,
            6605.219024,
            253.938323
        ],
        [
            0.456942,
            0.410323,
            0.046619,
            0.203928,
            0.20214,
            0.06071
        ],
        [
            557.132513,
            557.132513,
            557.132513,
            557.132513,
            557.132513,
            557.132513
        ],
        [
            -100063,
            -63506,
            -137251,
            -4489664,
            -3408453,
            -4619225
        ],
        [
            1.921941,
            2.859428,
            1.169548,
            1.190275,
            1.383826,
            1.013479
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            50.684932,
            49.090909,
            52.293578,
            50.684932,
            49.090909,
            52.293578
        ],
        [
            1.869996,
            2.965332,
            1.066956,
            1.158105,
            1.435079,
            0.924577
        ],
        [
            212505,
            212505,
            64706,
            3477401,
            3477401,
            2380499
        ],
        [
            -42403,
            -26500,
            -42403,
            -1656486,
            -1398922,
            -1656486
        ],
        [
            112,
            102,
            122,
            112,
            102,
            122
        ],
        [
            133,
            124,
            141,
            133,
            124,
            141
        ],
        [
            91,
            81,
            102,
            91,
            81,
            102
        ],
        [
            24663,
            11279,
            13384,
            24663,
            11279,
            13384
        ],
        [
            9.924562,
            9.924562,
            21.007895,
            9.924562,
            9.924562,
            21.007895
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            265950,
            192459,
            -329864,
            -814,
            313236,
            -484419
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1580788800000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759356682131,
    "expiration_time": 1765826467200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 148,
            "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)