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Trade: THETA/USDT/360/DEMA/MIDPRICE/2184

Strategy
THETA/USDT/360/DEMA/MIDPRICE/2184
Pair
THETA_USDT
Interval
6h
Score
533791
Daily Profit
0.826006
Profit Factor
6.939688
Profitability
36.666667
Streak
36.300199
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 16:12
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 1929041.5779 1948960.077 -19918.4991 595567.28 401302.5603 194264.7198
Total P&L (%) 1929.0416 1948.9601 -19.9185 595.5673 401.3026 194.2647
Avg Daily Profit (%) 0.8176 0.826 -0.0084 0.0822 0.0683 0.0458
Buy And Hold Return (%) 484.2244 484.2244 484.2244 484.2244 484.2244 484.2244
Max Trade Drawdown -199230 -190618 -86276 -3124431 -2366547 -898654
Profit Factor 4.2064 6.9397 0.9272 1.1181 1.1348 1.0941
Total Trades 60 30 30 60 30 30
Winning Trades 23 11 12 23 11 12
Losing Trades 37 19 18 37 19 18
Profitability (%) 38.3333 36.6667 40 38.3333 36.6667 40
Ratio Avg Win / Avg Loss 6.7668 11.9867 1.3908 1.7987 1.96 1.6411
Largest Winning Trade 1669355 1669355 73174 2291097 2291097 975923
Largest Losing Trade -39185 -37214 -39185 -646574 -646574 -488817
Avg Bars in Trades 150 161 140 150 161 140
Avg Bars in Winners 203 218 190 203 218 190
Avg Bars in Losers 118 128 106 118 128 106
Bars Traded 9048 4842 4206 9048 4842 4206
Profit Streak 36.3002 36.3002 70.5502 36.3002 36.3002 70.5502
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159166 533791 -582489 -443824 -343324 -416915

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": 1560103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892337235,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 126,
            "offset": 117
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            1929041.5778729657,
            1948960.0769747822,
            -19918.4991018167,
            595567.2800314313,
            401302.5602681367,
            194264.7197632941
        ],
        [
            1929.041578,
            1948.960077,
            -19.918499,
            595.56728,
            401.30256,
            194.26472
        ],
        [
            0.817564,
            0.826006,
            -0.008442,
            0.082236,
            0.068345,
            0.045754
        ],
        [
            484.224392,
            484.224392,
            484.224392,
            484.224392,
            484.224392,
            484.224392
        ],
        [
            -199230,
            -190618,
            -86276,
            -3124431,
            -2366547,
            -898654
        ],
        [
            4.206389,
            6.939688,
            0.927172,
            1.118089,
            1.134762,
            1.094052
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            38.333333,
            36.666667,
            40,
            38.333333,
            36.666667,
            40
        ],
        [
            6.766799,
            11.986734,
            1.390758,
            1.798665,
            1.960044,
            1.641077
        ],
        [
            1669355,
            1669355,
            73174,
            2291097,
            2291097,
            975923
        ],
        [
            -39185,
            -37214,
            -39185,
            -646574,
            -646574,
            -488817
        ],
        [
            150,
            161,
            140,
            150,
            161,
            140
        ],
        [
            203,
            218,
            190,
            203,
            218,
            190
        ],
        [
            118,
            128,
            106,
            118,
            128,
            106
        ],
        [
            9048,
            4842,
            4206,
            9048,
            4842,
            4206
        ],
        [
            36.300199,
            36.300199,
            70.550199,
            36.300199,
            36.300199,
            70.550199
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159166,
            533791,
            -582489,
            -443824,
            -343324,
            -416915
        ]
    ]
}
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": 1560103200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892337235,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 126,
            "offset": 117
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)