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Trade: THETA/USDT/120/MIDPRICE/BBM/6687

Strategy
THETA/USDT/120/MIDPRICE/BBM/6687
Pair
THETA_USDT
Interval
2h
Score
333855
Daily Profit
0.223592
Profit Factor
1.207454
Profitability
54.873646
Streak
10.129383
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 02:06
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878476.4507 754158.7553 124317.6954 10389411.9862 8788836.3168 1600575.6694
Total P&L (%) 878.4765 754.1588 124.3177 10389.412 8788.8363 1600.5757
Avg Daily Profit (%) 0.4217 0.362 0.0597 0.2236 0.2156 0.1361
Buy And Hold Return (%) 492.4305 492.4305 492.4305 492.4305 492.4305 492.4305
Max Trade Drawdown -129985 -88301 -96180 -10884647 -7343917 -6870740
Profit Factor 1.7779 2.4259 1.207 1.2075 1.3614 1.0621
Total Trades 277 139 138 277 139 138
Winning Trades 152 85 67 152 85 67
Losing Trades 125 54 71 125 54 71
Profitability (%) 54.8736 61.1511 48.5507 54.8736 61.1511 48.5507
Ratio Avg Win / Avg Loss 1.4621 1.5411 1.2791 0.993 0.8649 1.1255
Largest Winning Trade 118377 118377 63442 4868981 4868981 2263919
Largest Losing Trade -53206 -53206 -39447 -3876250 -1888566 -3876250
Avg Bars in Trades 89 76 101 89 76 101
Avg Bars in Winners 90 66 121 90 66 121
Avg Bars in Losers 87 92 83 87 92 83
Bars Traded 24682 10623 14059 24682 10623 14059
Profit Streak 10.1294 10.1294 23.5461 10.1294 10.1294 23.5461
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 253667 214284 -279710 333855 319821 -166201
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579550400000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759619178695,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 182,
            "offset": 0,
            "std": 1.17566
        }
    }
}
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": [
        [
            878476.4506657528,
            754158.755297314,
            124317.6953684386,
            10389411.98617698,
            8788836.316799637,
            1600575.6693773323
        ],
        [
            878.476451,
            754.158755,
            124.317695,
            10389.411986,
            8788.836317,
            1600.575669
        ],
        [
            0.421669,
            0.361997,
            0.059673,
            0.223592,
            0.215627,
            0.136103
        ],
        [
            492.430505,
            492.430505,
            492.430505,
            492.430505,
            492.430505,
            492.430505
        ],
        [
            -129985,
            -88301,
            -96180,
            -10884647,
            -7343917,
            -6870740
        ],
        [
            1.777857,
            2.425877,
            1.207042,
            1.207454,
            1.361418,
            1.062127
        ],
        [
            277,
            139,
            138,
            277,
            139,
            138
        ],
        [
            152,
            85,
            67,
            152,
            85,
            67
        ],
        [
            125,
            54,
            71,
            125,
            54,
            71
        ],
        [
            54.873646,
            61.151079,
            48.550725,
            54.873646,
            61.151079,
            48.550725
        ],
        [
            1.462054,
            1.541145,
            1.279105,
            0.992972,
            0.864901,
            1.125538
        ],
        [
            118377,
            118377,
            63442,
            4868981,
            4868981,
            2263919
        ],
        [
            -53206,
            -53206,
            -39447,
            -3876250,
            -1888566,
            -3876250
        ],
        [
            89,
            76,
            101,
            89,
            76,
            101
        ],
        [
            90,
            66,
            121,
            90,
            66,
            121
        ],
        [
            87,
            92,
            83,
            87,
            92,
            83
        ],
        [
            24682,
            10623,
            14059,
            24682,
            10623,
            14059
        ],
        [
            10.129383,
            10.129383,
            23.54605,
            10.129383,
            10.129383,
            23.54605
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            253667,
            214284,
            -279710,
            333855,
            319821,
            -166201
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579550400000,
    "first_datapoint_time": 1581033600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759619178695,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 182,
            "offset": 0,
            "std": 1.17566
        }
    }
}

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)