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Trade: THETA/USDT/360/PWMA/SUPERTREND/8682

Strategy
THETA/USDT/360/PWMA/SUPERTREND/8682
Pair
THETA_USDT
Interval
6h
Score
301314
Daily Profit
0.411044
Profit Factor
2.115941
Profitability
42.000000
Streak
0.000000
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-11 16:51
Expiration Time
2025-12-21 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 976845.6645 1157603.2824 -180757.6179 -152459.3204 -104404.1626 -48055.1578
Total P&L (%) 976.8457 1157.6033 -180.7576 -152.4593 -104.4042 -48.0552
Avg Daily Profit (%) 0.411 0.4871 -0.0761 0 0 -0.0276
Buy And Hold Return (%) 277.6824 277.6824 277.6824 277.6824 277.6824 277.6824
Max Trade Drawdown -219137 -101199 -210778 -603382 -496015 -330930
Profit Factor 2.1159 4.0955 0.6395 0.9179 0.8998 0.941
Total Trades 100 50 50 100 50 50
Winning Trades 42 18 24 53 30 23
Losing Trades 58 32 26 47 20 27
Profitability (%) 42 36 48 53 60 46
Ratio Avg Win / Avg Loss 2.922 7.2809 0.6928 0.814 0.5999 1.1046
Largest Winning Trade 1080499 1080499 52556 145815 117115 145815
Largest Losing Trade -140225 -41521 -140225 -436897 -436897 -169378
Avg Bars in Trades 90 86 94 90 86 94
Avg Bars in Winners 141 151 134 52 45 61
Avg Bars in Losers 53 50 58 133 148 122
Bars Traded 9072 4334 4738 9072 4334 4738
Profit Streak 0 0 63.3272 13.0772 258.3272 0
Trades During Streak 0 0 1 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301314 -169948 -761051 -579515 -758140 -760722
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560535200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190673467,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 199
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 164,
            "offset": 0,
            "multiplier": 3.26502
        }
    }
}
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": [
        [
            976845.6644847908,
            1157603.2823714945,
            -180757.6178867031,
            -152459.3203945117,
            -104404.1625876584,
            -48055.1578068534
        ],
        [
            976.845664,
            1157.603282,
            -180.757618,
            -152.45932,
            -104.404163,
            -48.055158
        ],
        [
            0.411044,
            0.487104,
            -0.07606,
            0,
            0,
            -0.027557
        ],
        [
            277.682403,
            277.682403,
            277.682403,
            277.682403,
            277.682403,
            277.682403
        ],
        [
            -219137,
            -101199,
            -210778,
            -603382,
            -496015,
            -330930
        ],
        [
            2.115941,
            4.095527,
            0.639492,
            0.917867,
            0.899821,
            0.940969
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            42,
            18,
            24,
            53,
            30,
            23
        ],
        [
            58,
            32,
            26,
            47,
            20,
            27
        ],
        [
            42,
            36,
            48,
            53,
            60,
            46
        ],
        [
            2.922013,
            7.280938,
            0.692783,
            0.813957,
            0.599881,
            1.104616
        ],
        [
            1080499,
            1080499,
            52556,
            145815,
            117115,
            145815
        ],
        [
            -140225,
            -41521,
            -140225,
            -436897,
            -436897,
            -169378
        ],
        [
            90,
            86,
            94,
            90,
            86,
            94
        ],
        [
            141,
            151,
            134,
            52,
            45,
            61
        ],
        [
            53,
            50,
            58,
            133,
            148,
            122
        ],
        [
            9072,
            4334,
            4738,
            9072,
            4334,
            4738
        ],
        [
            0,
            0,
            63.327239,
            13.077239,
            258.327239,
            0
        ],
        [
            0,
            0,
            1,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301314,
            -169948,
            -761051,
            -579515,
            -758140,
            -760722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560535200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190673467,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 64,
            "offset": 199
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 164,
            "offset": 0,
            "multiplier": 3.26502
        }
    }
}

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)