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Trade: THETA/USDT/360/ZLMA/BBM/4367

Strategy
THETA/USDT/360/ZLMA/BBM/4367
Pair
THETA_USDT
Interval
6h
Score
419056
Daily Profit
0.150060
Profit Factor
1.885156
Profitability
63.265306
Streak
139.794798
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-25 22:04
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 -1511477.8289 43275.6793 -1554753.5081 309563.1898 3339841.7617 -3030278.5719
Total P&L (%) -1511.4778 43.2757 -1554.7535 309.5632 3339.8418 -3030.2786
Avg Daily Profit (%) -0.6406 0.0183 -0.6589 0.0598 0.1501 0
Buy And Hold Return (%) 711.4507 711.4507 711.4507 711.4507 711.4507 711.4507
Max Trade Drawdown -1705773 -95615 -1690560 -5309216 -931299 -6358546
Profit Factor 0.3338 1.1452 0.2111 1.0256 1.8852 0.6361
Total Trades 99 49 50 99 49 50
Winning Trades 72 33 39 60 31 29
Losing Trades 27 16 11 39 18 21
Profitability (%) 72.7273 67.3469 78 60.6061 63.2653 58
Ratio Avg Win / Avg Loss 0.1252 0.5553 0.0595 0.6666 1.0946 0.4607
Largest Winning Trade 34531 24963 34531 2644734 2644734 1639901
Largest Losing Trade -1335697 -60386 -1335697 -1942281 -612472 -1942281
Avg Bars in Trades 93 104 82 93 104 82
Avg Bars in Winners 47 57 38 87 103 69
Avg Bars in Losers 216 201 239 103 105 100
Bars Traded 9251 5107 4144 9251 5107 4144
Profit Streak 139.7948 139.7948 277.5448 139.7948 139.7948 277.5448
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575812 -392862 -755810 -469824 419056 -758403

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": 1557144000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827070563,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 3.3563
        }
    }
}
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": [
        [
            -1511477.8288510246,
            43275.6792530851,
            -1554753.50810411,
            309563.1898219157,
            3339841.76171127,
            -3030278.5718893544
        ],
        [
            -1511.477829,
            43.275679,
            -1554.753508,
            309.56319,
            3339.841762,
            -3030.278572
        ],
        [
            -0.640592,
            0.018341,
            -0.658933,
            0.059773,
            0.15006,
            0
        ],
        [
            711.45071,
            711.45071,
            711.45071,
            711.45071,
            711.45071,
            711.45071
        ],
        [
            -1705773,
            -95615,
            -1690560,
            -5309216,
            -931299,
            -6358546
        ],
        [
            0.333763,
            1.145241,
            0.211075,
            1.025581,
            1.885156,
            0.636148
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            72,
            33,
            39,
            60,
            31,
            29
        ],
        [
            27,
            16,
            11,
            39,
            18,
            21
        ],
        [
            72.727273,
            67.346939,
            78,
            60.606061,
            63.265306,
            58
        ],
        [
            0.125161,
            0.555269,
            0.059534,
            0.666627,
            1.094607,
            0.460659
        ],
        [
            34531,
            24963,
            34531,
            2644734,
            2644734,
            1639901
        ],
        [
            -1335697,
            -60386,
            -1335697,
            -1942281,
            -612472,
            -1942281
        ],
        [
            93,
            104,
            82,
            93,
            104,
            82
        ],
        [
            47,
            57,
            38,
            87,
            103,
            69
        ],
        [
            216,
            201,
            239,
            103,
            105,
            100
        ],
        [
            9251,
            5107,
            4144,
            9251,
            5107,
            4144
        ],
        [
            139.794798,
            139.794798,
            277.544798,
            139.794798,
            139.794798,
            277.544798
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575812,
            -392862,
            -755810,
            -469824,
            419056,
            -758403
        ]
    ]
}
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": 1557144000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758827070563,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 215,
            "offset": 0,
            "std": 3.3563
        }
    }
}

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)