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Trade: THETA/USDT/360/DCM/BBU/5608

Strategy
THETA/USDT/360/DCM/BBU/5608
Pair
THETA_USDT
Interval
6h
Score
641153
Daily Profit
0.748240
Profit Factor
3.815979
Profitability
56.153846
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 02:50
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1765473.1584 1561409.3145 204063.8439 48103512.0618 28556883.5918 19546628.47
Total P&L (%) 1765.4732 1561.4093 204.0638 48103.5121 28556.8836 19546.6285
Avg Daily Profit (%) 0.7482 0.6618 0.0865 0.2622 0.2401 0.224
Buy And Hold Return (%) 561.4615 561.4615 561.4615 561.4615 561.4615 561.4615
Max Trade Drawdown -137064 -104182 -66612 -19473151 -16215779 -8208986
Profit Factor 3.816 5.3371 1.7645 1.8263 1.8474 1.7973
Total Trades 130 65 65 130 65 65
Winning Trades 73 31 42 73 31 42
Losing Trades 57 34 23 57 34 23
Profitability (%) 56.1538 47.6923 64.6154 56.1538 47.6923 64.6154
Ratio Avg Win / Avg Loss 2.9796 5.8536 0.9663 1.426 2.0262 0.9842
Largest Winning Trade 989178 989178 37796 13730270 13730270 8294631
Largest Losing Trade -48374 -40555 -48374 -8908233 -8908233 -7313403
Avg Bars in Trades 71 96 45 71 96 45
Avg Bars in Winners 82 126 49 82 126 49
Avg Bars in Losers 56 68 38 56 68 38
Bars Traded 9242 6260 2982 9242 6260 2982
Profit Streak 0 26.7433 0 0 26.7433 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 641153 -115315 -372487 434354 -120150 -120911

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557835200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844218464,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 1.29763
        }
    }
}
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": [
        [
            1765473.1583784758,
            1561409.3145067163,
            204063.8438717597,
            48103512.061793275,
            28556883.591837373,
            19546628.469955914
        ],
        [
            1765.473158,
            1561.409315,
            204.063844,
            48103.512062,
            28556.883592,
            19546.62847
        ],
        [
            0.74824,
            0.661754,
            0.086486,
            0.262179,
            0.240083,
            0.224048
        ],
        [
            561.461532,
            561.461532,
            561.461532,
            561.461532,
            561.461532,
            561.461532
        ],
        [
            -137064,
            -104182,
            -66612,
            -19473151,
            -16215779,
            -8208986
        ],
        [
            3.815979,
            5.337124,
            1.764462,
            1.826302,
            1.847418,
            1.797279
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            73,
            31,
            42,
            73,
            31,
            42
        ],
        [
            57,
            34,
            23,
            57,
            34,
            23
        ],
        [
            56.153846,
            47.692308,
            64.615385,
            56.153846,
            47.692308,
            64.615385
        ],
        [
            2.9796,
            5.85362,
            0.966253,
            1.426017,
            2.0262,
            0.984224
        ],
        [
            989178,
            989178,
            37796,
            13730270,
            13730270,
            8294631
        ],
        [
            -48374,
            -40555,
            -48374,
            -8908233,
            -8908233,
            -7313403
        ],
        [
            71,
            96,
            45,
            71,
            96,
            45
        ],
        [
            82,
            126,
            49,
            82,
            126,
            49
        ],
        [
            56,
            68,
            38,
            56,
            68,
            38
        ],
        [
            9242,
            6260,
            2982,
            9242,
            6260,
            2982
        ],
        [
            0,
            26.743269,
            0,
            0,
            26.743269,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            641153,
            -115315,
            -372487,
            434354,
            -120150,
            -120911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557835200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844218464,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 1.29763
        }
    }
}

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)