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Trade: THETA/USDT/360/SINWMA/JMA/3592

Strategy
THETA/USDT/360/SINWMA/JMA/3592
Pair
THETA_USDT
Interval
6h
Score
343990
Daily Profit
0.164479
Profit Factor
1.487567
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-09-29 03:13
Expiration Time
2025-12-08 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1918524.1103 1814484.5994 104039.5108 6267299.8322 1502139.7031 4765160.1291
Total P&L (%) 1918.5241 1814.4846 104.0395 6267.2998 1502.1397 4765.1601
Avg Daily Profit (%) 0.8116 0.7676 0.044 0.1759 0.1174 0.1645
Buy And Hold Return (%) 578.7287 578.7287 578.7287 578.7287 578.7287 578.7287
Max Trade Drawdown -108452 -132667 -59202 -10947280 -10059383 -4160448
Profit Factor 4.9032 7.404 1.4997 1.2167 1.0785 1.4876
Total Trades 74 37 37 74 37 37
Winning Trades 28 10 18 28 10 18
Losing Trades 46 27 19 46 27 19
Profitability (%) 37.8378 27.027 48.6486 37.8378 27.027 48.6486
Ratio Avg Win / Avg Loss 8.0553 19.9907 1.5831 1.9989 2.9118 1.5702
Largest Winning Trade 1520456 1520456 63822 9160322 9160322 4854198
Largest Losing Trade -28664 -28664 -25503 -3708864 -3708864 -1647184
Avg Bars in Trades 123 113 133 123 113 133
Avg Bars in Winners 204 241 184 204 241 184
Avg Bars in Losers 73 66 85 73 66 85
Bars Traded 9136 4203 4933 9136 4203 4933
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 -55438 -2448 -298001 -64989 -193288 343990
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558072800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759104787861,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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": [
        [
            1918524.1102554733,
            1814484.5994386692,
            104039.5108168041,
            6267299.832177303,
            1502139.7030666517,
            4765160.129110651
        ],
        [
            1918.52411,
            1814.484599,
            104.039511,
            6267.299832,
            1502.139703,
            4765.160129
        ],
        [
            0.811644,
            0.76763,
            0.044015,
            0.175882,
            0.117422,
            0.164479
        ],
        [
            578.7287,
            578.7287,
            578.7287,
            578.7287,
            578.7287,
            578.7287
        ],
        [
            -108452,
            -132667,
            -59202,
            -10947280,
            -10059383,
            -4160448
        ],
        [
            4.9032,
            7.403973,
            1.499737,
            1.216712,
            1.078455,
            1.487567
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            37.837838,
            27.027027,
            48.648649,
            37.837838,
            27.027027,
            48.648649
        ],
        [
            8.055257,
            19.990726,
            1.583055,
            1.998885,
            2.911828,
            1.570209
        ],
        [
            1520456,
            1520456,
            63822,
            9160322,
            9160322,
            4854198
        ],
        [
            -28664,
            -28664,
            -25503,
            -3708864,
            -3708864,
            -1647184
        ],
        [
            123,
            113,
            133,
            123,
            113,
            133
        ],
        [
            204,
            241,
            184,
            204,
            241,
            184
        ],
        [
            73,
            66,
            85,
            73,
            66,
            85
        ],
        [
            9136,
            4203,
            4933,
            9136,
            4203,
            4933
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55438,
            -2448,
            -298001,
            -64989,
            -193288,
            343990
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558072800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759104787861,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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)