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Trade: THETA/USDT/360/DEMA/SSF/3806

Strategy
THETA/USDT/360/DEMA/SSF/3806
Pair
THETA_USDT
Interval
6h
Score
449982
Daily Profit
0.179637
Profit Factor
1.723291
Profitability
60.000000
Streak
128.870028
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 17:52
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 -1533003.3553 29420.5697 -1562423.925 -74602.9405 6804390.2466 -6878993.187
Total P&L (%) -1533.0034 29.4206 -1562.4239 -74.6029 6804.3902 -6878.9932
Avg Daily Profit (%) -0.6497 0.0125 -0.6622 -0.0581 0.1796 0
Buy And Hold Return (%) 639.9411 639.9411 639.9411 639.9411 639.9411 639.9411
Max Trade Drawdown -1729784 -177516 -1664144 -13290076 -3742368 -9871928
Profit Factor 0.3835 1.0616 0.2221 0.9967 1.7233 0.4777
Total Trades 190 95 95 190 95 95
Winning Trades 129 60 69 105 57 48
Losing Trades 61 35 26 85 38 47
Profitability (%) 67.8947 63.1579 72.6316 55.2632 60 50.5263
Ratio Avg Win / Avg Loss 0.1813 0.6192 0.0837 0.8068 1.1489 0.4677
Largest Winning Trade 30159 30159 20654 7393088 7393088 2460563
Largest Losing Trade -1192493 -61163 -1192493 -3643131 -1488226 -3643131
Avg Bars in Trades 48 51 46 48 51 46
Avg Bars in Winners 25 27 22 48 48 48
Avg Bars in Losers 99 92 108 49 56 43
Bars Traded 9302 4926 4376 9302 4926 4376
Profit Streak 42.12 128.87 42.12 42.12 128.87 42.12
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575894 -493550 -576443 -577532 449982 -579586

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": 1556344800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898370404,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            -1533003.3552914483,
            29420.5696838941,
            -1562423.9249753426,
            -74602.9404581857,
            6804390.246579423,
            -6878993.187037603
        ],
        [
            -1533.003355,
            29.42057,
            -1562.423925,
            -74.60294,
            6804.390247,
            -6878.993187
        ],
        [
            -0.649715,
            0.012469,
            -0.662184,
            -0.058069,
            0.179637,
            0
        ],
        [
            639.941119,
            639.941119,
            639.941119,
            639.941119,
            639.941119,
            639.941119
        ],
        [
            -1729784,
            -177516,
            -1664144,
            -13290076,
            -3742368,
            -9871928
        ],
        [
            0.383482,
            1.061556,
            0.222136,
            0.996696,
            1.723291,
            0.477653
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            129,
            60,
            69,
            105,
            57,
            48
        ],
        [
            61,
            35,
            26,
            85,
            38,
            47
        ],
        [
            67.894737,
            63.157895,
            72.631579,
            55.263158,
            60,
            50.526316
        ],
        [
            0.181337,
            0.619241,
            0.083703,
            0.806849,
            1.148861,
            0.467702
        ],
        [
            30159,
            30159,
            20654,
            7393088,
            7393088,
            2460563
        ],
        [
            -1192493,
            -61163,
            -1192493,
            -3643131,
            -1488226,
            -3643131
        ],
        [
            48,
            51,
            46,
            48,
            51,
            46
        ],
        [
            25,
            27,
            22,
            48,
            48,
            48
        ],
        [
            99,
            92,
            108,
            49,
            56,
            43
        ],
        [
            9302,
            4926,
            4376,
            9302,
            4926,
            4376
        ],
        [
            42.120028,
            128.870028,
            42.120028,
            42.120028,
            128.870028,
            42.120028
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575894,
            -493550,
            -576443,
            -577532,
            449982,
            -579586
        ]
    ]
}
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": 1556344800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758898370404,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 73,
            "offset": 0,
            "poles": 2
        }
    }
}

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)