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Trade: THETA/USDT/480/MIDPRICE/HILO/2781

Strategy
THETA/USDT/480/MIDPRICE/HILO/2781
Pair
THETA_USDT
Interval
8h
Score
340100
Daily Profit
0.430588
Profit Factor
2.449010
Profitability
47.887324
Streak
0.000000
Best Strategy
Training Data Length
2363.670000
Evaluation Time
2025-09-28 13:37
Expiration Time
2025-12-08 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1017767.0552 894799.4551 122967.6002 11038072.672 2439427.5044 8598645.1676
Total P&L (%) 1017.7671 894.7995 122.9676 11038.0727 2439.4275 8598.6452
Avg Daily Profit (%) 0.4306 0.3786 0.052 0.1996 0.1369 0.1891
Buy And Hold Return (%) 439.455 439.455 439.455 439.455 439.455 439.455
Max Trade Drawdown -117950 -137163 -61538 -21090016 -17154185 -10157993
Profit Factor 2.449 3.4325 1.3676 1.1496 1.056 1.2846
Total Trades 142 71 71 142 71 71
Winning Trades 68 35 33 68 35 33
Losing Trades 74 36 38 74 36 38
Profitability (%) 47.8873 49.2958 46.4789 47.8873 49.2958 46.4789
Ratio Avg Win / Avg Loss 2.6651 3.5306 1.5748 1.251 1.0862 1.4792
Largest Winning Trade 390877 390877 61114 9957505 8962956 9957505
Largest Losing Trade -36230 -31159 -36230 -8022490 -7323510 -8022490
Avg Bars in Trades 48 32 63 48 32 63
Avg Bars in Winners 57 38 78 57 38 78
Avg Bars in Losers 39 27 50 39 27 50
Bars Traded 6827 2332 4495 6827 2332 4495
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 340100 -77751 -375938 -48385 -256943 -80393
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055870316,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1017767.055210903,
            894799.4550549564,
            122967.6001559469,
            11038072.67195333,
            2439427.5043772436,
            8598645.16757608
        ],
        [
            1017.767055,
            894.799455,
            122.9676,
            11038.072672,
            2439.427504,
            8598.645168
        ],
        [
            0.430588,
            0.378564,
            0.052024,
            0.19959,
            0.136937,
            0.189112
        ],
        [
            439.455032,
            439.455032,
            439.455032,
            439.455032,
            439.455032,
            439.455032
        ],
        [
            -117950,
            -137163,
            -61538,
            -21090016,
            -17154185,
            -10157993
        ],
        [
            2.44901,
            3.432491,
            1.367578,
            1.149594,
            1.05599,
            1.284557
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            47.887324,
            49.295775,
            46.478873,
            47.887324,
            49.295775,
            46.478873
        ],
        [
            2.665099,
            3.530562,
            1.574787,
            1.251029,
            1.086161,
            1.479187
        ],
        [
            390877,
            390877,
            61114,
            9957505,
            8962956,
            9957505
        ],
        [
            -36230,
            -31159,
            -36230,
            -8022490,
            -7323510,
            -8022490
        ],
        [
            48,
            32,
            63,
            48,
            32,
            63
        ],
        [
            57,
            38,
            78,
            57,
            38,
            78
        ],
        [
            39,
            27,
            50,
            39,
            27,
            50
        ],
        [
            6827,
            2332,
            4495,
            6827,
            2332,
            4495
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340100,
            -77751,
            -375938,
            -48385,
            -256943,
            -80393
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759055870316,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)