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Trade: THETA/USDT/720/ALMA/KCU/3022

Strategy
THETA/USDT/720/ALMA/KCU/3022
Pair
THETA_USDT
Interval
12h
Score
664110
Daily Profit
0.821749
Profit Factor
6.590107
Profitability
45.714286
Streak
242.989721
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 02:45
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1940092.6897 1939328.5263 764.1634 1038150.2634 1251419.5585 -213269.2951
Total P&L (%) 1940.0927 1939.3285 0.7642 1038.1503 1251.4196 -213.2693
Avg Daily Profit (%) 0.8221 0.8217 0.0003 0.1031 0.1104 0
Buy And Hold Return (%) 608.1142 608.1142 608.1142 608.1142 608.1142 608.1142
Max Trade Drawdown -211777 -186376 -113985 -2363856 -1710259 -798792
Profit Factor 4.2154 6.5901 1.003 1.2685 1.5147 0.8515
Total Trades 71 35 36 71 35 36
Winning Trades 30 16 14 30 16 14
Losing Trades 41 19 22 41 19 22
Profitability (%) 42.2535 45.7143 38.8889 42.2535 45.7143 38.8889
Ratio Avg Win / Avg Loss 5.761 7.8258 1.5761 1.7336 1.7987 1.338
Largest Winning Trade 1634856 1634856 60698 2372519 2372519 361490
Largest Losing Trade -48462 -48462 -31202 -869880 -869880 -332650
Avg Bars in Trades 65 82 48 65 82 48
Avg Bars in Winners 92 110 72 92 110 72
Avg Bars in Losers 44 58 33 44 58 33
Bars Traded 4623 2885 1738 4623 2885 1738
Profit Streak 0 242.9897 0 0 242.9897 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76827 664110 -578613 -157046 -49522 -583434
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930311873,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1940092.6897429773,
            1939328.5263103596,
            764.1634326174,
            1038150.2634318084,
            1251419.5585042073,
            -213269.2950723993
        ],
        [
            1940.09269,
            1939.328526,
            0.764163,
            1038.150263,
            1251.419559,
            -213.269295
        ],
        [
            0.822073,
            0.821749,
            0.000324,
            0.103104,
            0.110389,
            0
        ],
        [
            608.1142,
            608.1142,
            608.1142,
            608.1142,
            608.1142,
            608.1142
        ],
        [
            -211777,
            -186376,
            -113985,
            -2363856,
            -1710259,
            -798792
        ],
        [
            4.215356,
            6.590107,
            1.00298,
            1.268462,
            1.514706,
            0.851453
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            42.253521,
            45.714286,
            38.888889,
            42.253521,
            45.714286,
            38.888889
        ],
        [
            5.760986,
            7.825752,
            1.576111,
            1.733564,
            1.798713,
            1.337998
        ],
        [
            1634856,
            1634856,
            60698,
            2372519,
            2372519,
            361490
        ],
        [
            -48462,
            -48462,
            -31202,
            -869880,
            -869880,
            -332650
        ],
        [
            65,
            82,
            48,
            65,
            82,
            48
        ],
        [
            92,
            110,
            72,
            92,
            110,
            72
        ],
        [
            44,
            58,
            33,
            44,
            58,
            33
        ],
        [
            4623,
            2885,
            1738,
            4623,
            2885,
            1738
        ],
        [
            0,
            242.989721,
            0,
            0,
            242.989721,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76827,
            664110,
            -578613,
            -157046,
            -49522,
            -583434
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930311873,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)