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Trade: THETA/USDT/60/WMA/MIDPRICE/6346

Strategy
THETA/USDT/60/WMA/MIDPRICE/6346
Pair
THETA_USDT
Interval
1h
Score
332617
Daily Profit
0.265253
Profit Factor
1.502953
Profitability
44.242424
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 18:40
Expiration Time
2025-12-14 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276305.8487 243106.1495 33199.6992 84802.7768 53873.4396 30929.3372
Total P&L (%) 276.3058 243.1061 33.1997 84.8028 53.8734 30.9293
Avg Daily Profit (%) 0.2653 0.2334 0.0319 0.059 0.0414 0.0259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103196 -82615 -48263 -286638 -255592 -124945
Profit Factor 1.503 1.8579 1.1248 1.0819 1.0984 1.0634
Total Trades 165 83 82 165 83 82
Winning Trades 73 28 45 73 28 45
Losing Trades 92 55 37 92 55 37
Profitability (%) 44.2424 33.7349 54.878 44.2424 33.7349 54.878
Ratio Avg Win / Avg Loss 1.8941 3.6494 0.9249 1.3635 2.1576 0.8743
Largest Winning Trade 216242 216242 26087 241816 241816 48062
Largest Losing Trade -34536 -25820 -34536 -85404 -85404 -73483
Avg Bars in Trades 145 135 156 145 135 156
Avg Bars in Winners 202 227 186 202 227 186
Avg Bars in Losers 100 88 119 100 88 119
Bars Traded 24032 11224 12808 24032 11224 12808
Profit Streak 0 0 51.1113 0 0 51.1113
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332617 171903 -240378 -245980 -256508 -316164
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1670605200000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759246817079,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "offset": 142
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 52
        }
    }
}
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": [
        [
            276305.8486915635,
            243106.1494527282,
            33199.6992388353,
            84802.776817861,
            53873.4395769808,
            30929.3372408802
        ],
        [
            276.305849,
            243.106149,
            33.199699,
            84.802777,
            53.87344,
            30.929337
        ],
        [
            0.265253,
            0.233381,
            0.031872,
            0.058973,
            0.041381,
            0.025874
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103196,
            -82615,
            -48263,
            -286638,
            -255592,
            -124945
        ],
        [
            1.502953,
            1.857878,
            1.124817,
            1.081906,
            1.098429,
            1.063374
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            73,
            28,
            45,
            73,
            28,
            45
        ],
        [
            92,
            55,
            37,
            92,
            55,
            37
        ],
        [
            44.242424,
            33.73494,
            54.878049,
            44.242424,
            33.73494,
            54.878049
        ],
        [
            1.894133,
            3.649403,
            0.92485,
            1.363497,
            2.157629,
            0.87433
        ],
        [
            216242,
            216242,
            26087,
            241816,
            241816,
            48062
        ],
        [
            -34536,
            -25820,
            -34536,
            -85404,
            -85404,
            -73483
        ],
        [
            145,
            135,
            156,
            145,
            135,
            156
        ],
        [
            202,
            227,
            186,
            202,
            227,
            186
        ],
        [
            100,
            88,
            119,
            100,
            88,
            119
        ],
        [
            24032,
            11224,
            12808,
            24032,
            11224,
            12808
        ],
        [
            0,
            0,
            51.111309,
            0,
            0,
            51.111309
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332617,
            171903,
            -240378,
            -245980,
            -256508,
            -316164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669244400000,
    "first_datapoint_time": 1670605200000,
    "last_datapoint_time": 1759244400000,
    "evaluation_time": 1759246817079,
    "expiration_time": 1765724400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 237,
            "offset": 142
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 30,
            "offset": 52
        }
    }
}

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)