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Trade: THETA/USDT/360/KCL/PWMA/2997

Strategy
THETA/USDT/360/KCL/PWMA/2997
Pair
THETA_USDT
Interval
6h
Score
348686
Daily Profit
0.567893
Profit Factor
2.747531
Profitability
39.682540
Streak
0.000000
Best Strategy
Training Data Length
2363.500000
Evaluation Time
2025-09-28 18:50
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1342215.9598 1417602.1122 -75386.1524 41365.4279 372234.4608 -330869.0329
Total P&L (%) 1342.216 1417.6021 -75.3862 41.3654 372.2345 -330.869
Avg Daily Profit (%) 0.5679 0.5998 -0.0319 0.0146 0.0657 0
Buy And Hold Return (%) 439.1508 439.1508 439.1508 439.1508 439.1508 439.1508
Max Trade Drawdown -179467 -136286 -170810 -553384 -305349 -392183
Profit Factor 2.7475 4.6639 0.8022 1.0263 1.509 0.6071
Total Trades 126 63 63 126 63 63
Winning Trades 50 22 28 50 22 28
Losing Trades 76 41 35 76 41 35
Profitability (%) 39.6825 34.9206 44.4444 39.6825 34.9206 44.4444
Ratio Avg Win / Avg Loss 4.1762 8.6918 1.0028 1.56 2.8122 0.7588
Largest Winning Trade 894283 894283 53571 595401 595401 92164
Largest Losing Trade -66137 -39805 -66137 -270691 -99407 -270691
Avg Bars in Trades 71 78 65 71 78 65
Avg Bars in Winners 118 140 100 118 140 100
Avg Bars in Losers 41 45 36 41 45 36
Bars Traded 9057 4960 4097 9057 4960 4097
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348686 -136727 -728229 -533228 -421334 -729896
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559736000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074640888,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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": [
        [
            1342215.9598155292,
            1417602.112221958,
            -75386.1524064288,
            41365.4279206381,
            372234.4608187514,
            -330869.0328981134
        ],
        [
            1342.21596,
            1417.602112,
            -75.386152,
            41.365428,
            372.234461,
            -330.869033
        ],
        [
            0.567893,
            0.599789,
            -0.031896,
            0.014648,
            0.0657,
            0
        ],
        [
            439.15076,
            439.15076,
            439.15076,
            439.15076,
            439.15076,
            439.15076
        ],
        [
            -179467,
            -136286,
            -170810,
            -553384,
            -305349,
            -392183
        ],
        [
            2.747531,
            4.663875,
            0.802214,
            1.02629,
            1.508979,
            0.607076
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            39.68254,
            34.920635,
            44.444444,
            39.68254,
            34.920635,
            44.444444
        ],
        [
            4.176247,
            8.691766,
            1.002768,
            1.559961,
            2.812187,
            0.758845
        ],
        [
            894283,
            894283,
            53571,
            595401,
            595401,
            92164
        ],
        [
            -66137,
            -39805,
            -66137,
            -270691,
            -99407,
            -270691
        ],
        [
            71,
            78,
            65,
            71,
            78,
            65
        ],
        [
            118,
            140,
            100,
            118,
            140,
            100
        ],
        [
            41,
            45,
            36,
            41,
            45,
            36
        ],
        [
            9057,
            4960,
            4097,
            9057,
            4960,
            4097
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348686,
            -136727,
            -728229,
            -533228,
            -421334,
            -729896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559736000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074640888,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 226,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 26,
            "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)