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Trade: THETA/USDT/480/MIDPOINT/SWMA/2858

Strategy
THETA/USDT/480/MIDPOINT/SWMA/2858
Pair
THETA_USDT
Interval
8h
Score
388274
Daily Profit
0.184998
Profit Factor
1.790503
Profitability
48.648649
Streak
0.000000
Best Strategy
Training Data Length
2360.670000
Evaluation Time
2025-09-25 13:57
Expiration Time
2025-12-05 05:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -993163.1088 78735.9824 -1071899.0913 851146.709 7750538.9095 -6899392.2005
Total P&L (%) -993.1631 78.736 -1071.8991 851.1467 7750.5389 -6899.3922
Avg Daily Profit (%) -0.4207 0.0334 -0.4541 0.0955 0.185 0
Buy And Hold Return (%) 470.3331 470.3331 470.3331 470.3331 470.3331 470.3331
Max Trade Drawdown -1202933 -110562 -1219511 -18506340 -5139425 -19474092
Profit Factor 0.4488 1.3119 0.3081 1.0201 1.7905 0.7878
Total Trades 73 37 36 73 37 36
Winning Trades 42 21 21 36 18 18
Losing Trades 31 16 15 37 19 18
Profitability (%) 57.5342 56.7568 58.3333 49.3151 48.6486 50
Ratio Avg Win / Avg Loss 0.3312 0.9996 0.2201 1.0485 1.89 0.7878
Largest Winning Trade 55505 55505 47786 5773643 5773643 5312957
Largest Losing Trade -638115 -49964 -638115 -11714824 -2847331 -11714824
Avg Bars in Trades 93 54 132 93 54 132
Avg Bars in Winners 70 32 108 93 58 128
Avg Bars in Losers 123 83 166 93 51 136
Bars Traded 6801 2031 4770 6801 2031 4770
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 -655801 -314741 -579699 -348206 388274 -580780

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 2360.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560499200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758797851519,
    "expiration_time": 1764906048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 192,
            "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": [
        [
            -993163.1088217023,
            78735.9824375751,
            -1071899.0912592774,
            851146.7090302568,
            7750538.90954268,
            -6899392.200512426
        ],
        [
            -993.163109,
            78.735982,
            -1071.899091,
            851.146709,
            7750.53891,
            -6899.392201
        ],
        [
            -0.420712,
            0.033353,
            -0.454066,
            0.095463,
            0.184998,
            0
        ],
        [
            470.333094,
            470.333094,
            470.333094,
            470.333094,
            470.333094,
            470.333094
        ],
        [
            -1202933,
            -110562,
            -1219511,
            -18506340,
            -5139425,
            -19474092
        ],
        [
            0.448754,
            1.311939,
            0.308123,
            1.020116,
            1.790503,
            0.78776
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            42,
            21,
            21,
            36,
            18,
            18
        ],
        [
            31,
            16,
            15,
            37,
            19,
            18
        ],
        [
            57.534247,
            56.756757,
            58.333333,
            49.315068,
            48.648649,
            50
        ],
        [
            0.331223,
            0.999573,
            0.220088,
            1.048452,
            1.889975,
            0.78776
        ],
        [
            55505,
            55505,
            47786,
            5773643,
            5773643,
            5312957
        ],
        [
            -638115,
            -49964,
            -638115,
            -11714824,
            -2847331,
            -11714824
        ],
        [
            93,
            54,
            132,
            93,
            54,
            132
        ],
        [
            70,
            32,
            108,
            93,
            58,
            128
        ],
        [
            123,
            83,
            166,
            93,
            51,
            136
        ],
        [
            6801,
            2031,
            4770,
            6801,
            2031,
            4770
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -655801,
            -314741,
            -579699,
            -348206,
            388274,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7082,
    "evaluation_days": 2360.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560499200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758797851519,
    "expiration_time": 1764906048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 192,
            "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)