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Trade: THETA/USDT/480/SINWMA/ALMA/2128

Strategy
THETA/USDT/480/SINWMA/ALMA/2128
Pair
THETA_USDT
Interval
8h
Score
502017
Daily Profit
0.664040
Profit Factor
7.451398
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
2360.330000
Evaluation Time
2025-09-25 10:46
Expiration Time
2025-12-04 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1598138.0373 1567353.9824 30784.0549 -715860.7814 -238975.4995 -476885.2819
Total P&L (%) 1598.138 1567.354 30.7841 -715.8608 -238.9755 -476.8853
Avg Daily Profit (%) 0.6771 0.664 0.013 0 0 0
Buy And Hold Return (%) 486.5031 486.5031 486.5031 486.5031 486.5031 486.5031
Max Trade Drawdown -202689 -83980 -171824 -1077816 -462805 -623515
Profit Factor 3.9685 7.4514 1.1042 0.5871 0.6999 0.4912
Total Trades 75 37 38 75 37 38
Winning Trades 36 15 21 36 21 15
Losing Trades 39 22 17 39 16 23
Profitability (%) 48 40.5405 55.2632 48 56.7568 39.4737
Ratio Avg Win / Avg Loss 4.2992 10.9287 0.8939 0.636 0.5333 0.7532
Largest Winning Trade 1334434 1334434 54573 148491 148491 135128
Largest Losing Trade -109224 -47509 -109224 -342775 -222591 -342775
Avg Bars in Trades 90 78 101 90 78 101
Avg Bars in Winners 131 119 140 46 38 56
Avg Bars in Losers 52 51 54 131 132 131
Bars Traded 6796 2922 3874 6796 2922 3874
Profit Streak 0 0 0 44.6574 252.324 44.6574
Trades During Streak 0 0 0 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -45759 502017 -448069 -641339 -578498 -583870

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758786395226,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 28,
            "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": [
        [
            1598138.0373215596,
            1567353.9823934543,
            30784.054928105,
            -715860.7813896056,
            -238975.4994862094,
            -476885.2819033961
        ],
        [
            1598.138037,
            1567.353982,
            30.784055,
            -715.860781,
            -238.975499,
            -476.885282
        ],
        [
            0.677082,
            0.66404,
            0.013042,
            0,
            0,
            0
        ],
        [
            486.503067,
            486.503067,
            486.503067,
            486.503067,
            486.503067,
            486.503067
        ],
        [
            -202689,
            -83980,
            -171824,
            -1077816,
            -462805,
            -623515
        ],
        [
            3.968488,
            7.451398,
            1.104204,
            0.587104,
            0.69994,
            0.491231
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            36,
            15,
            21,
            36,
            21,
            15
        ],
        [
            39,
            22,
            17,
            39,
            16,
            23
        ],
        [
            48,
            40.540541,
            55.263158,
            48,
            56.756757,
            39.473684
        ],
        [
            4.299195,
            10.928717,
            0.89388,
            0.63603,
            0.533287,
            0.753221
        ],
        [
            1334434,
            1334434,
            54573,
            148491,
            148491,
            135128
        ],
        [
            -109224,
            -47509,
            -109224,
            -342775,
            -222591,
            -342775
        ],
        [
            90,
            78,
            101,
            90,
            78,
            101
        ],
        [
            131,
            119,
            140,
            46,
            38,
            56
        ],
        [
            52,
            51,
            54,
            131,
            132,
            131
        ],
        [
            6796,
            2922,
            3874,
            6796,
            2922,
            3874
        ],
        [
            0,
            0,
            0,
            44.657352,
            252.324019,
            44.657352
        ],
        [
            0,
            0,
            0,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45759,
            502017,
            -448069,
            -641339,
            -578498,
            -583870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758786395226,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 28,
            "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)