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Trade: THETA/USDT/120/MIDPOINT/SINWMA/8837

Strategy
THETA/USDT/120/MIDPOINT/SINWMA/8837
Pair
THETA_USDT
Interval
2h
Score
322952
Daily Profit
0.333813
Profit Factor
1.811558
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 17:08
Expiration Time
2025-12-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 695441.8868 679976.9621 15464.9247 877193.3714 1606901.9239 -729708.5525
Total P&L (%) 695.4419 679.977 15.4649 877.1934 1606.9019 -729.7086
Avg Daily Profit (%) 0.3338 0.3264 0.0074 0.1095 0.1363 0
Buy And Hold Return (%) 272.9746 272.9746 272.9746 272.9746 272.9746 272.9746
Max Trade Drawdown -216152 -202370 -170268 -2112764 -1552912 -1429083
Profit Factor 1.8116 2.6718 1.0344 1.1601 1.6089 0.7432
Total Trades 160 80 80 160 80 80
Winning Trades 76 41 35 76 41 35
Losing Trades 84 39 45 84 39 45
Profitability (%) 47.5 51.25 43.75 47.5 51.25 43.75
Ratio Avg Win / Avg Loss 2.0022 2.5414 1.3299 1.2822 1.5304 0.9555
Largest Winning Trade 181008 181008 57292 1224136 1224136 344880
Largest Losing Trade -50848 -31874 -50848 -446487 -391767 -446487
Avg Bars in Trades 152 143 161 152 143 161
Avg Bars in Winners 190 174 210 190 174 210
Avg Bars in Losers 118 112 124 118 112 124
Bars Traded 24443 11512 12931 24443 11512 12931
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 322952 -8697 -553314 -93942 -27673 -602666
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580119200000,
    "first_datapoint_time": 1581897600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191703253,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "offset": 186
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "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": [
        [
            695441.8867861186,
            679976.9620545402,
            15464.9247315784,
            877193.3714071352,
            1606901.9239125182,
            -729708.5525053829
        ],
        [
            695.441887,
            679.976962,
            15.464925,
            877.193371,
            1606.901924,
            -729.708553
        ],
        [
            0.333813,
            0.326389,
            0.007423,
            0.109477,
            0.136282,
            0
        ],
        [
            272.974625,
            272.974625,
            272.974625,
            272.974625,
            272.974625,
            272.974625
        ],
        [
            -216152,
            -202370,
            -170268,
            -2112764,
            -1552912,
            -1429083
        ],
        [
            1.811558,
            2.671763,
            1.034353,
            1.160055,
            1.608888,
            0.743197
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            47.5,
            51.25,
            43.75,
            47.5,
            51.25,
            43.75
        ],
        [
            2.002248,
            2.541433,
            1.329882,
            1.282166,
            1.530406,
            0.955539
        ],
        [
            181008,
            181008,
            57292,
            1224136,
            1224136,
            344880
        ],
        [
            -50848,
            -31874,
            -50848,
            -446487,
            -391767,
            -446487
        ],
        [
            152,
            143,
            161,
            152,
            143,
            161
        ],
        [
            190,
            174,
            210,
            190,
            174,
            210
        ],
        [
            118,
            112,
            124,
            118,
            112,
            124
        ],
        [
            24443,
            11512,
            12931,
            24443,
            11512,
            12931
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322952,
            -8697,
            -553314,
            -93942,
            -27673,
            -602666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580119200000,
    "first_datapoint_time": 1581897600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760191703253,
    "expiration_time": 1766664000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 62,
            "offset": 186
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 225,
            "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)