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Trade: THETA/USDT/360/SINWMA/HMA/4438

Strategy
THETA/USDT/360/SINWMA/HMA/4438
Pair
THETA_USDT
Interval
6h
Score
461604
Daily Profit
0.704965
Profit Factor
7.156299
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 04:30
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 1762134.2333 1663364.2079 98770.0253 7083908.1515 5746019.1487 1337889.0028
Total P&L (%) 1762.1342 1663.3642 98.77 7083.9082 5746.0191 1337.889
Avg Daily Profit (%) 0.7468 0.705 0.0419 0.1813 0.1726 0.113
Buy And Hold Return (%) 485.4037 485.4037 485.4037 485.4037 485.4037 485.4037
Max Trade Drawdown -147042 -154536 -58358 -8968780 -7941402 -2291709
Profit Factor 4.7871 7.1563 1.5062 1.2857 1.3827 1.1368
Total Trades 67 33 34 67 33 34
Winning Trades 28 12 16 28 12 16
Losing Trades 39 21 18 39 21 18
Profitability (%) 41.791 36.3636 47.0588 41.791 36.3636 47.0588
Ratio Avg Win / Avg Loss 6.6678 12.5235 1.6945 1.7908 2.4198 1.2789
Largest Winning Trade 1307657 1307657 65143 9782013 9782013 3994425
Largest Losing Trade -40068 -40068 -39719 -2428928 -2428928 -1385549
Avg Bars in Trades 135 126 144 135 126 144
Avg Bars in Winners 219 233 209 219 233 209
Avg Bars in Losers 75 66 86 75 66 86
Bars Traded 9102 4190 4912 9102 4190 4912
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 -106670 461604 -301475 -115484 150340 -116215

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": 1558828800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850214963,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 172,
            "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": [
        [
            1762134.2332730752,
            1663364.207936369,
            98770.0253367065,
            7083908.151494243,
            5746019.148737456,
            1337889.0027567847
        ],
        [
            1762.134233,
            1663.364208,
            98.770025,
            7083.908151,
            5746.019149,
            1337.889003
        ],
        [
            0.746825,
            0.704965,
            0.041861,
            0.181322,
            0.172573,
            0.113044
        ],
        [
            485.403727,
            485.403727,
            485.403727,
            485.403727,
            485.403727,
            485.403727
        ],
        [
            -147042,
            -154536,
            -58358,
            -8968780,
            -7941402,
            -2291709
        ],
        [
            4.787131,
            7.156299,
            1.506237,
            1.285716,
            1.382745,
            1.136786
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            41.791045,
            36.363636,
            47.058824,
            41.791045,
            36.363636,
            47.058824
        ],
        [
            6.66779,
            12.523524,
            1.694517,
            1.790819,
            2.419804,
            1.278885
        ],
        [
            1307657,
            1307657,
            65143,
            9782013,
            9782013,
            3994425
        ],
        [
            -40068,
            -40068,
            -39719,
            -2428928,
            -2428928,
            -1385549
        ],
        [
            135,
            126,
            144,
            135,
            126,
            144
        ],
        [
            219,
            233,
            209,
            219,
            233,
            209
        ],
        [
            75,
            66,
            86,
            75,
            66,
            86
        ],
        [
            9102,
            4190,
            4912,
            9102,
            4190,
            4912
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106670,
            461604,
            -301475,
            -115484,
            150340,
            -116215
        ]
    ]
}
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": 1558828800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850214963,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 172,
            "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)