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Trade: THETA/USDT/360/DCM/PWMA/1788

Strategy
THETA/USDT/360/DCM/PWMA/1788
Pair
THETA_USDT
Interval
6h
Score
708638
Daily Profit
0.893388
Profit Factor
3.756331
Profitability
43.195266
Streak
20.327284
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-11 16:51
Expiration Time
2025-12-21 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2123137.7069 1952955.2688 170182.4381 17655958.1808 6367543.9234 11288414.2574
Total P&L (%) 2123.1377 1952.9553 170.1824 17655.9582 6367.5439 11288.4143
Avg Daily Profit (%) 0.8934 0.8218 0.0716 0.2182 0.1756 0.1994
Buy And Hold Return (%) 313.6399 313.6399 313.6399 313.6399 313.6399 313.6399
Max Trade Drawdown -89298 -80748 -80435 -13312833 -10007652 -5630007
Profit Factor 3.7563 5.9829 1.4498 1.3504 1.2446 1.4634
Total Trades 169 84 85 169 84 85
Winning Trades 73 34 39 73 34 39
Losing Trades 96 50 46 96 50 46
Profitability (%) 43.1953 40.4762 45.8824 43.1953 40.4762 45.8824
Ratio Avg Win / Avg Loss 4.9398 8.7984 1.71 1.7759 1.8303 1.7261
Largest Winning Trade 1549940 1549940 63314 6395471 6395471 5724981
Largest Losing Trade -38621 -23721 -38621 -4467149 -4311506 -4467149
Avg Bars in Trades 55 45 65 55 45 65
Avg Bars in Winners 83 68 96 83 68 96
Avg Bars in Losers 33 29 38 33 29 38
Bars Traded 9326 3786 5540 9326 3786 5540
Profit Streak 20.3273 20.3273 28.0773 20.3273 20.3273 28.0773
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 708638 637430 -261455 338552 187452 351483
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558245600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190677389,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 15,
            "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": [
        [
            2123137.7068778058,
            1952955.2687973708,
            170182.438080435,
            17655958.180816337,
            6367543.923400705,
            11288414.257415641
        ],
        [
            2123.137707,
            1952.955269,
            170.182438,
            17655.958181,
            6367.543923,
            11288.414257
        ],
        [
            0.893388,
            0.821778,
            0.071611,
            0.218176,
            0.175596,
            0.199449
        ],
        [
            313.63986,
            313.63986,
            313.63986,
            313.63986,
            313.63986,
            313.63986
        ],
        [
            -89298,
            -80748,
            -80435,
            -13312833,
            -10007652,
            -5630007
        ],
        [
            3.756331,
            5.982922,
            1.449805,
            1.350391,
            1.244625,
            1.463409
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            96,
            50,
            46,
            96,
            50,
            46
        ],
        [
            43.195266,
            40.47619,
            45.882353,
            43.195266,
            40.47619,
            45.882353
        ],
        [
            4.939833,
            8.798415,
            1.710027,
            1.775856,
            1.83033,
            1.726072
        ],
        [
            1549940,
            1549940,
            63314,
            6395471,
            6395471,
            5724981
        ],
        [
            -38621,
            -23721,
            -38621,
            -4467149,
            -4311506,
            -4467149
        ],
        [
            55,
            45,
            65,
            55,
            45,
            65
        ],
        [
            83,
            68,
            96,
            83,
            68,
            96
        ],
        [
            33,
            29,
            38,
            33,
            29,
            38
        ],
        [
            9326,
            3786,
            5540,
            9326,
            3786,
            5540
        ],
        [
            20.327284,
            20.327284,
            28.077284,
            20.327285,
            20.327285,
            28.077285
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            708638,
            637430,
            -261455,
            338552,
            187452,
            351483
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558245600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190677389,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 15,
            "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)