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Trade: THETA/USDT/240/HL2/MIDPOINT/3848

Strategy
THETA/USDT/240/HL2/MIDPOINT/3848
Pair
THETA_USDT
Interval
4h
Score
417432
Daily Profit
0.205629
Profit Factor
1.877544
Profitability
55.688623
Streak
0.000000
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-26 08:53
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1548636.3962 103687.8624 -1652324.2587 -977899.7515 -13594072.9686 12616173.2171
Total P&L (%) -1548.6364 103.6879 -1652.3243 -977.8998 -13594.073 12616.1732
Avg Daily Profit (%) -0.6565 0.044 -0.7005 0 0 0.2056
Buy And Hold Return (%) 548.8812 548.8812 548.8812 548.8812 548.8812 548.8812
Max Trade Drawdown -1828865 -175741 -1789038 -25440344 -21518929 -5408452
Profit Factor 0.4128 1.2238 0.2399 0.9776 0.5351 1.8775
Total Trades 334 167 167 334 167 167
Winning Trades 257 123 134 179 86 93
Losing Trades 77 44 33 155 81 74
Profitability (%) 76.9461 73.6527 80.2395 53.5928 51.497 55.6886
Ratio Avg Win / Avg Loss 0.1237 0.4378 0.0591 0.8465 0.504 1.494
Largest Winning Trade 82313 82313 18597 5164321 1513254 5164321
Largest Losing Trade -1425955 -64885 -1425955 -7856017 -7856017 -3143732
Avg Bars in Trades 41 49 33 41 49 33
Avg Bars in Winners 12 14 11 30 34 27
Avg Bars in Losers 138 147 125 53 64 41
Bars Traded 13866 8211 5655 13866 8211 5655
Profit Streak 17.0786 17.0786 56.2453 0 0 0
Trades During Streak 9 4 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573839 -297106 -574625 -578565 -580264 417432

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558296000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865993058,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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": [
        [
            -1548636.3962496133,
            103687.8624383865,
            -1652324.258688002,
            -977899.7515157411,
            -13594072.968647208,
            12616173.217131492
        ],
        [
            -1548.636396,
            103.687862,
            -1652.324259,
            -977.899752,
            -13594.072969,
            12616.173217
        ],
        [
            -0.656527,
            0.043957,
            -0.700485,
            0,
            0,
            0.205629
        ],
        [
            548.881239,
            548.881239,
            548.881239,
            548.881239,
            548.881239,
            548.881239
        ],
        [
            -1828865,
            -175741,
            -1789038,
            -25440344,
            -21518929,
            -5408452
        ],
        [
            0.412797,
            1.223764,
            0.239936,
            0.977582,
            0.535146,
            1.877544
        ],
        [
            334,
            167,
            167,
            334,
            167,
            167
        ],
        [
            257,
            123,
            134,
            179,
            86,
            93
        ],
        [
            77,
            44,
            33,
            155,
            81,
            74
        ],
        [
            76.946108,
            73.652695,
            80.239521,
            53.592814,
            51.497006,
            55.688623
        ],
        [
            0.123678,
            0.437769,
            0.059089,
            0.846509,
            0.504033,
            1.493959
        ],
        [
            82313,
            82313,
            18597,
            5164321,
            1513254,
            5164321
        ],
        [
            -1425955,
            -64885,
            -1425955,
            -7856017,
            -7856017,
            -3143732
        ],
        [
            41,
            49,
            33,
            41,
            49,
            33
        ],
        [
            12,
            14,
            11,
            30,
            34,
            27
        ],
        [
            138,
            147,
            125,
            53,
            64,
            41
        ],
        [
            13866,
            8211,
            5655,
            13866,
            8211,
            5655
        ],
        [
            17.078623,
            17.078623,
            56.24529,
            0,
            0,
            0
        ],
        [
            9,
            4,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573839,
            -297106,
            -574625,
            -578565,
            -580264,
            417432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558296000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865993058,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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)