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Trade: THETA/USDT/360/HL2/SSF/6847

Strategy
THETA/USDT/360/HL2/SSF/6847
Pair
THETA_USDT
Interval
6h
Score
354049
Daily Profit
0.587175
Profit Factor
3.845360
Profitability
38.135593
Streak
11.293469
Best Strategy
Training Data Length
2366.250000
Evaluation Time
2025-10-01 16:02
Expiration Time
2025-12-11 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1217809.3117 1389403.1031 -171593.7914 -89868.2122 -3026.7527 -86841.4595
Total P&L (%) 1217.8093 1389.4031 -171.5938 -89.8682 -3.0268 -86.8415
Avg Daily Profit (%) 0.5147 0.5872 -0.0725 -0.0967 -0.0013 -0.0857
Buy And Hold Return (%) 579.6209 579.6209 579.6209 579.6209 579.6209 579.6209
Max Trade Drawdown -226517 -155832 -200164 -389123 -219340 -183911
Profit Factor 2.1623 3.8454 0.6933 0.898 0.9932 0.8021
Total Trades 235 118 117 235 118 117
Winning Trades 106 45 61 106 45 61
Losing Trades 129 73 56 129 73 56
Profitability (%) 45.1064 38.1356 52.1368 45.1064 38.1356 52.1368
Ratio Avg Win / Avg Loss 2.6314 6.238 0.6365 1.0928 1.6111 0.7364
Largest Winning Trade 1345804 1345804 51899 249845 249845 97860
Largest Losing Trade -76505 -46988 -76505 -96167 -96167 -84919
Avg Bars in Trades 39 37 41 39 37 41
Avg Bars in Winners 47 51 45 47 51 45
Avg Bars in Losers 32 28 37 32 28 37
Bars Traded 9260 4397 4863 9260 4397 4863
Profit Streak 11.2935 11.2935 19.0435 11.2935 11.2935 19.0435
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325561 354049 -580184 -578693 -582219 -580184
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9465,
    "evaluation_days": 2366.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558548000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323755700,
    "expiration_time": 1765431720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 170
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1217809.311690467,
            1389403.1031252658,
            -171593.7914347972,
            -89868.2122339305,
            -3026.7526968685,
            -86841.459537062
        ],
        [
            1217.809312,
            1389.403103,
            -171.593791,
            -89.868212,
            -3.026753,
            -86.84146
        ],
        [
            0.514658,
            0.587175,
            -0.072517,
            -0.096709,
            -0.001299,
            -0.085673
        ],
        [
            579.620853,
            579.620853,
            579.620853,
            579.620853,
            579.620853,
            579.620853
        ],
        [
            -226517,
            -155832,
            -200164,
            -389123,
            -219340,
            -183911
        ],
        [
            2.162273,
            3.84536,
            0.693297,
            0.89796,
            0.99315,
            0.802116
        ],
        [
            235,
            118,
            117,
            235,
            118,
            117
        ],
        [
            106,
            45,
            61,
            106,
            45,
            61
        ],
        [
            129,
            73,
            56,
            129,
            73,
            56
        ],
        [
            45.106383,
            38.135593,
            52.136752,
            45.106383,
            38.135593,
            52.136752
        ],
        [
            2.631445,
            6.238029,
            0.636469,
            1.0928,
            1.61111,
            0.736369
        ],
        [
            1345804,
            1345804,
            51899,
            249845,
            249845,
            97860
        ],
        [
            -76505,
            -46988,
            -76505,
            -96167,
            -96167,
            -84919
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            47,
            51,
            45,
            47,
            51,
            45
        ],
        [
            32,
            28,
            37,
            32,
            28,
            37
        ],
        [
            9260,
            4397,
            4863,
            9260,
            4397,
            4863
        ],
        [
            11.293469,
            11.293469,
            19.043469,
            11.293469,
            11.293469,
            19.043469
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325561,
            354049,
            -580184,
            -578693,
            -582219,
            -580184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9465,
    "evaluation_days": 2366.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558548000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759323755700,
    "expiration_time": 1765431720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 170
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 0,
            "poles": 3
        }
    }
}

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)