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Trade: THETA/USDT/480/MIDPRICE/SWMA/8304

Strategy
THETA/USDT/480/MIDPRICE/SWMA/8304
Pair
THETA_USDT
Interval
8h
Score
556260
Daily Profit
0.569835
Profit Factor
3.158650
Profitability
50.793651
Streak
15.150103
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-03 22:36
Expiration Time
2025-12-13 19:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1349939.6011 1099166.705 250772.8961 131116568.8731 17567148.5049 113549420.3682
Total P&L (%) 1349.9396 1099.1667 250.7729 131116.5689 17567.1485 113549.4204
Avg Daily Profit (%) 0.5698 0.464 0.1059 0.3035 0.2187 0.2974
Buy And Hold Return (%) 482.7959 482.7959 482.7959 482.7959 482.7959 482.7959
Max Trade Drawdown -63330 -91327 -39497 -97799219 -80038705 -33945584
Profit Factor 3.1587 4.1002 1.926 1.389 1.0826 1.913
Total Trades 126 63 63 126 63 63
Winning Trades 64 31 33 64 31 33
Losing Trades 62 32 30 62 32 30
Profitability (%) 50.7937 49.2063 52.381 50.7937 49.2063 52.381
Ratio Avg Win / Avg Loss 3.0599 4.2325 1.7509 1.3456 1.1175 1.7391
Largest Winning Trade 395491 395491 57695 56518467 55037469 56518467
Largest Losing Trade -29596 -25537 -29596 -52988941 -52988941 -28136215
Avg Bars in Trades 54 42 66 54 42 66
Avg Bars in Winners 67 56 78 67 56 78
Avg Bars in Losers 40 28 52 40 28 52
Bars Traded 6835 2670 4165 6835 2670 4165
Profit Streak 15.1501 15.1501 20.4834 15.1501 15.1501 20.4834
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556260 -134019 -359603 398135 -267879 -133315
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7107,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558656000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759520168928,
    "expiration_time": 1765647648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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": [
        [
            1349939.6011035955,
            1099166.7049964552,
            250772.8961071401,
            131116568.87311348,
            17567148.50488625,
            113549420.36822729
        ],
        [
            1349.939601,
            1099.166705,
            250.772896,
            131116.568873,
            17567.148505,
            113549.420368
        ],
        [
            0.569835,
            0.463979,
            0.105856,
            0.303517,
            0.218655,
            0.297432
        ],
        [
            482.795866,
            482.795866,
            482.795866,
            482.795866,
            482.795866,
            482.795866
        ],
        [
            -63330,
            -91327,
            -39497,
            -97799219,
            -80038705,
            -33945584
        ],
        [
            3.15865,
            4.100219,
            1.925983,
            1.388996,
            1.082595,
            1.912975
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            50.793651,
            49.206349,
            52.380952,
            50.793651,
            49.206349,
            52.380952
        ],
        [
            3.059942,
            4.232484,
            1.750894,
            1.34559,
            1.117517,
            1.739068
        ],
        [
            395491,
            395491,
            57695,
            56518467,
            55037469,
            56518467
        ],
        [
            -29596,
            -25537,
            -29596,
            -52988941,
            -52988941,
            -28136215
        ],
        [
            54,
            42,
            66,
            54,
            42,
            66
        ],
        [
            67,
            56,
            78,
            67,
            56,
            78
        ],
        [
            40,
            28,
            52,
            40,
            28,
            52
        ],
        [
            6835,
            2670,
            4165,
            6835,
            2670,
            4165
        ],
        [
            15.150103,
            15.150103,
            20.483437,
            15.150103,
            15.150103,
            20.483437
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556260,
            -134019,
            -359603,
            398135,
            -267879,
            -133315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7107,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558656000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759520168928,
    "expiration_time": 1765647648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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)