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Trade: THETA/USDT/360/HL2/DCM/3658

Strategy
THETA/USDT/360/HL2/DCM/3658
Pair
THETA_USDT
Interval
6h
Score
445932
Daily Profit
0.166577
Profit Factor
2.094172
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 04:13
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 -1939152.9778 -48792.0432 -1890360.9346 -153424.2109 -5129488.133 4976063.9221
Total P&L (%) -1939.153 -48.792 -1890.3609 -153.4242 -5129.4881 4976.0639
Avg Daily Profit (%) -0.8218 -0.0207 -0.8012 0 0 0.1666
Buy And Hold Return (%) 544.3894 544.3894 544.3894 544.3894 544.3894 544.3894
Max Trade Drawdown -2089463 -216042 -1975902 -6983132 -6173004 -1708040
Profit Factor 0.3106 0.9016 0.1842 0.9884 0.412 2.0942
Total Trades 276 138 138 276 138 138
Winning Trades 201 99 102 143 68 75
Losing Trades 75 39 36 133 70 63
Profitability (%) 72.8261 71.7391 73.913 51.8116 49.2754 54.3478
Ratio Avg Win / Avg Loss 0.1159 0.3552 0.065 0.9193 0.4241 1.7591
Largest Winning Trade 31558 31558 25466 4036241 533901 4036241
Largest Losing Trade -1515019 -62171 -1515019 -1997888 -1997888 -904573
Avg Bars in Trades 33 39 27 33 39 27
Avg Bars in Winners 10 11 10 29 30 27
Avg Bars in Losers 94 112 76 38 48 27
Bars Traded 9246 5467 3779 9246 5467 3779
Profit Streak 16.8011 16.8011 40.0511 0 0 0
Trades During Streak 9 4 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574674 -576615 -576021 -579099 -581248 445932

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": 1558245600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849211809,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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": [
        [
            -1939152.977788926,
            -48792.0431655076,
            -1890360.9346234184,
            -153424.210862664,
            -5129488.133006993,
            4976063.922144332
        ],
        [
            -1939.152978,
            -48.792043,
            -1890.360935,
            -153.424211,
            -5129.488133,
            4976.063922
        ],
        [
            -0.821849,
            -0.020679,
            -0.80117,
            0,
            0,
            0.166577
        ],
        [
            544.389368,
            544.389368,
            544.389368,
            544.389368,
            544.389368,
            544.389368
        ],
        [
            -2089463,
            -216042,
            -1975902,
            -6983132,
            -6173004,
            -1708040
        ],
        [
            0.310619,
            0.901562,
            0.184214,
            0.988439,
            0.411961,
            2.094172
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            201,
            99,
            102,
            143,
            68,
            75
        ],
        [
            75,
            39,
            36,
            133,
            70,
            63
        ],
        [
            72.826087,
            71.73913,
            73.913043,
            51.811594,
            49.275362,
            54.347826
        ],
        [
            0.115902,
            0.355161,
            0.065017,
            0.919317,
            0.424077,
            1.759104
        ],
        [
            31558,
            31558,
            25466,
            4036241,
            533901,
            4036241
        ],
        [
            -1515019,
            -62171,
            -1515019,
            -1997888,
            -1997888,
            -904573
        ],
        [
            33,
            39,
            27,
            33,
            39,
            27
        ],
        [
            10,
            11,
            10,
            29,
            30,
            27
        ],
        [
            94,
            112,
            76,
            38,
            48,
            27
        ],
        [
            9246,
            5467,
            3779,
            9246,
            5467,
            3779
        ],
        [
            16.801062,
            16.801062,
            40.051062,
            0,
            0,
            0
        ],
        [
            9,
            4,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574674,
            -576615,
            -576021,
            -579099,
            -581248,
            445932
        ]
    ]
}
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": 1558245600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758849211809,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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)