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Trade: THETA/USDT/480/SMA/ZLMA/1356

Strategy
THETA/USDT/480/SMA/ZLMA/1356
Pair
THETA_USDT
Interval
8h
Score
304919
Daily Profit
0.580579
Profit Factor
5.406222
Profitability
30.555556
Streak
0.000000
Best Strategy
Training Data Length
2362.000000
Evaluation Time
2025-09-27 02:14
Expiration Time
2025-12-06 14:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1408210.2105 1371327.1343 36883.0761 1682592.103 2591416.564 -908824.4611
Total P&L (%) 1408.2102 1371.3271 36.8831 1682.5921 2591.4166 -908.8245
Avg Daily Profit (%) 0.5962 0.5806 0.0156 0.122 0.1395 0
Buy And Hold Return (%) 502.001 502.001 502.001 502.001 502.001 502.001
Max Trade Drawdown -117769 -133845 -66050 -3364759 -2260618 -2068302
Profit Factor 3.5543 5.4062 1.1536 1.1602 1.4726 0.8189
Total Trades 71 36 35 71 36 35
Winning Trades 26 11 15 26 11 15
Losing Trades 45 25 20 45 25 20
Profitability (%) 36.6197 30.5556 42.8571 36.6197 30.5556 42.8571
Ratio Avg Win / Avg Loss 6.1516 12.2869 1.5382 2.0081 3.3468 1.0918
Largest Winning Trade 1060698 1060698 64881 3874775 3874775 1464424
Largest Losing Trade -46676 -28407 -46676 -1979112 -594815 -1979112
Avg Bars in Trades 98 90 105 98 90 105
Avg Bars in Winners 175 195 160 175 195 160
Avg Bars in Losers 53 44 64 53 44 64
Bars Traded 6959 3262 3697 6959 3262 3697
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 -81606 304919 -390982 -172124 -12931 -581898

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7086,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557936000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758928474956,
    "expiration_time": 1765024704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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": [
        [
            1408210.2104942591,
            1371327.134347168,
            36883.0761470911,
            1682592.1029736912,
            2591416.564039866,
            -908824.461066176
        ],
        [
            1408.21021,
            1371.327134,
            36.883076,
            1682.592103,
            2591.416564,
            -908.824461
        ],
        [
            0.596194,
            0.580579,
            0.015615,
            0.122033,
            0.139498,
            0
        ],
        [
            502.001017,
            502.001017,
            502.001017,
            502.001017,
            502.001017,
            502.001017
        ],
        [
            -117769,
            -133845,
            -66050,
            -3364759,
            -2260618,
            -2068302
        ],
        [
            3.554281,
            5.406222,
            1.153623,
            1.160227,
            1.472583,
            0.818878
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            36.619718,
            30.555556,
            42.857143,
            36.619718,
            30.555556,
            42.857143
        ],
        [
            6.15164,
            12.286868,
            1.538164,
            2.008086,
            3.346779,
            1.091838
        ],
        [
            1060698,
            1060698,
            64881,
            3874775,
            3874775,
            1464424
        ],
        [
            -46676,
            -28407,
            -46676,
            -1979112,
            -594815,
            -1979112
        ],
        [
            98,
            90,
            105,
            98,
            90,
            105
        ],
        [
            175,
            195,
            160,
            175,
            195,
            160
        ],
        [
            53,
            44,
            64,
            53,
            44,
            64
        ],
        [
            6959,
            3262,
            3697,
            6959,
            3262,
            3697
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81606,
            304919,
            -390982,
            -172124,
            -12931,
            -581898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7086,
    "evaluation_days": 2362,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557936000000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758928474956,
    "expiration_time": 1765024704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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)