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Trade: THETA/USDT/240/SSF/DCU/2330

Strategy
THETA/USDT/240/SSF/DCU/2330
Pair
THETA_USDT
Interval
4h
Score
729724
Daily Profit
1.164598
Profit Factor
5.100718
Profitability
45.794393
Streak
111.703601
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-09-29 19:53
Expiration Time
2025-12-09 16:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2753109.9149 2848297.4996 -95187.5847 36281.0629 517472.1952 -481191.1322
Total P&L (%) 2753.1099 2848.2975 -95.1876 36.2811 517.4722 -481.1911
Avg Daily Profit (%) 1.1646 1.2049 -0.0403 0.0131 0.077 0
Buy And Hold Return (%) 461.3204 461.3204 461.3204 461.3204 461.3204 461.3204
Max Trade Drawdown -270607 -210803 -78370 -3642512 -3105326 -639277
Profit Factor 5.1007 6.6253 0.4232 1.0065 1.1118 0.4738
Total Trades 107 53 54 107 53 54
Winning Trades 49 25 24 49 25 24
Losing Trades 58 28 30 58 28 30
Profitability (%) 45.7944 47.1698 44.4444 45.7944 47.1698 44.4444
Ratio Avg Win / Avg Loss 6.0376 7.4203 0.529 1.1914 1.2452 0.5923
Largest Winning Trade 2740878 2740878 9176 3423414 3423414 108949
Largest Losing Trade -64990 -64990 -28817 -1493241 -1493241 -193532
Avg Bars in Trades 128 246 12 128 246 12
Avg Bars in Winners 159 303 9 159 303 9
Avg Bars in Losers 101 195 14 101 195 14
Bars Traded 13722 13056 666 13722 13056 666
Profit Streak 111.7036 167.0369 111.7036 111.7036 167.0369 111.7036
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 729724 -158693 -762153 -554844 -495336 -762153
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14184,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1555732800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164791116,
    "expiration_time": 1765289088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 61,
            "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": [
        [
            2753109.914916388,
            2848297.49956677,
            -95187.5846503814,
            36281.0629284783,
            517472.1951778491,
            -481191.1322493702
        ],
        [
            2753.109915,
            2848.2975,
            -95.187585,
            36.281063,
            517.472195,
            -481.191132
        ],
        [
            1.164598,
            1.204864,
            -0.040265,
            0.013095,
            0.077037,
            0
        ],
        [
            461.320369,
            461.320369,
            461.320369,
            461.320369,
            461.320369,
            461.320369
        ],
        [
            -270607,
            -210803,
            -78370,
            -3642512,
            -3105326,
            -639277
        ],
        [
            5.100718,
            6.625273,
            0.423222,
            1.006545,
            1.111784,
            0.473836
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            45.794393,
            47.169811,
            44.444444,
            45.794393,
            47.169811,
            44.444444
        ],
        [
            6.037584,
            7.420306,
            0.529027,
            1.19142,
            1.245198,
            0.592295
        ],
        [
            2740878,
            2740878,
            9176,
            3423414,
            3423414,
            108949
        ],
        [
            -64990,
            -64990,
            -28817,
            -1493241,
            -1493241,
            -193532
        ],
        [
            128,
            246,
            12,
            128,
            246,
            12
        ],
        [
            159,
            303,
            9,
            159,
            303,
            9
        ],
        [
            101,
            195,
            14,
            101,
            195,
            14
        ],
        [
            13722,
            13056,
            666,
            13722,
            13056,
            666
        ],
        [
            111.703601,
            167.036934,
            111.703601,
            111.703601,
            167.036934,
            111.703601
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            729724,
            -158693,
            -762153,
            -554844,
            -495336,
            -762153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14184,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1555732800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759164791116,
    "expiration_time": 1765289088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 61,
            "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)