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Trade: THETA/USDT/720/ALMA/SMA/4152

Strategy
THETA/USDT/720/ALMA/SMA/4152
Pair
THETA_USDT
Interval
12h
Score
341273
Daily Profit
0.219277
Profit Factor
1.688448
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2374.500000
Evaluation Time
2025-10-09 05:04
Expiration Time
2025-12-19 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4977201.9263 50058.2527 -5027260.1791 -133416.7386 18045940.5632 -18179357.3018
Total P&L (%) -4977.2019 50.0583 -5027.2602 -133.4167 18045.9406 -18179.3573
Avg Daily Profit (%) -2.0961 0.0211 -2.1172 0 0.2193 0
Buy And Hold Return (%) 469.4118 469.4118 469.4118 469.4118 469.4118 469.4118
Max Trade Drawdown -5210473 -171954 -5115134 -38703627 -13619882 -39364598
Profit Factor 0.1047 1.1819 0.0486 0.998 1.6884 0.5504
Total Trades 62 31 31 62 31 31
Winning Trades 35 15 20 25 14 11
Losing Trades 27 16 11 37 17 20
Profitability (%) 56.4516 48.3871 64.5161 40.3226 45.1613 35.4839
Ratio Avg Win / Avg Loss 0.0808 1.2607 0.0267 1.477 2.0503 1.0007
Largest Winning Trade 132347 132347 48764 13555901 12692000 13555901
Largest Losing Trade -5067885 -57556 -5067885 -15754307 -8774868 -15754307
Avg Bars in Trades 72 80 63 72 80 63
Avg Bars in Winners 31 33 30 104 132 69
Avg Bars in Losers 124 124 125 50 37 61
Bars Traded 4472 2489 1983 4472 2489 1983
Profit Streak 42.5863 42.5863 250.0863 0 0 0
Trades During Streak 3 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -737018 -351030 -577560 -741652 341273 -584796
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564790400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975452665,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "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": [
        [
            -4977201.926332686,
            50058.2527442032,
            -5027260.1790768895,
            -133416.7386143093,
            18045940.56315282,
            -18179357.30176715
        ],
        [
            -4977.201926,
            50.058253,
            -5027.260179,
            -133.416739,
            18045.940563,
            -18179.357302
        ],
        [
            -2.096105,
            0.021082,
            -2.117187,
            0,
            0.219277,
            0
        ],
        [
            469.411765,
            469.411765,
            469.411765,
            469.411765,
            469.411765,
            469.411765
        ],
        [
            -5210473,
            -171954,
            -5115134,
            -38703627,
            -13619882,
            -39364598
        ],
        [
            0.10468,
            1.181897,
            0.048575,
            0.997998,
            1.688448,
            0.550397
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            35,
            15,
            20,
            25,
            14,
            11
        ],
        [
            27,
            16,
            11,
            37,
            17,
            20
        ],
        [
            56.451613,
            48.387097,
            64.516129,
            40.322581,
            45.16129,
            35.483871
        ],
        [
            0.080753,
            1.26069,
            0.026716,
            1.477037,
            2.050258,
            1.000722
        ],
        [
            132347,
            132347,
            48764,
            13555901,
            12692000,
            13555901
        ],
        [
            -5067885,
            -57556,
            -5067885,
            -15754307,
            -8774868,
            -15754307
        ],
        [
            72,
            80,
            63,
            72,
            80,
            63
        ],
        [
            31,
            33,
            30,
            104,
            132,
            69
        ],
        [
            124,
            124,
            125,
            50,
            37,
            61
        ],
        [
            4472,
            2489,
            1983,
            4472,
            2489,
            1983
        ],
        [
            42.586258,
            42.586258,
            250.086258,
            0,
            0,
            0
        ],
        [
            3,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -737018,
            -351030,
            -577560,
            -741652,
            341273,
            -584796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4749,
    "evaluation_days": 2374.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564790400000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975452665,
    "expiration_time": 1766122704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 231,
            "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)