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Trade: THETA/USDT/720/BBM/PWMA/6702

Strategy
THETA/USDT/720/BBM/PWMA/6702
Pair
THETA_USDT
Interval
12h
Score
544906
Daily Profit
0.717992
Profit Factor
6.968452
Profitability
39.583333
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 15:06
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 1727612.3546 1694460.5501 33151.8045 1221017.8239 -14847.5995 1235865.4233
Total P&L (%) 1727.6124 1694.4606 33.1518 1221.0178 -14.8476 1235.8654
Avg Daily Profit (%) 0.732 0.718 0.014 0.1094 -0.0068 0.1099
Buy And Hold Return (%) 387.8996 387.8996 387.8996 387.8996 387.8996 387.8996
Max Trade Drawdown -137657 -124118 -95398 -2859419 -1858614 -1334647
Profit Factor 3.5814 6.9685 1.086 1.1584 0.9961 1.3153
Total Trades 97 48 49 97 48 49
Winning Trades 41 19 22 41 19 22
Losing Trades 56 29 27 56 29 27
Profitability (%) 42.268 39.5833 44.898 42.268 39.5833 44.898
Ratio Avg Win / Avg Loss 4.8916 10.6361 1.3329 1.5823 1.5203 1.6142
Largest Winning Trade 1371942 1371942 55883 1524839 1524839 977887
Largest Losing Trade -57044 -40688 -57044 -1334647 -985453 -1334647
Avg Bars in Trades 46 41 51 46 41 51
Avg Bars in Winners 63 63 63 63 63 63
Avg Bars in Losers 34 26 42 34 26 42
Bars Traded 4533 1987 2546 4533 1987 2546
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 531806 544906 -467637 -97355 -581962 -49404

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888409990,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 3.07978
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1727612.3545994733,
            1694460.5500575278,
            33151.804541946,
            1221017.8238521323,
            -14847.5994966434,
            1235865.4233487756
        ],
        [
            1727.612355,
            1694.46055,
            33.151805,
            1221.017824,
            -14.847599,
            1235.865423
        ],
        [
            0.732039,
            0.717992,
            0.014047,
            0.109424,
            -0.00681,
            0.109898
        ],
        [
            387.899573,
            387.899573,
            387.899573,
            387.899573,
            387.899573,
            387.899573
        ],
        [
            -137657,
            -124118,
            -95398,
            -2859419,
            -1858614,
            -1334647
        ],
        [
            3.581382,
            6.968452,
            1.086029,
            1.158436,
            0.996079,
            1.31527
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            42.268041,
            39.583333,
            44.897959,
            42.268041,
            39.583333,
            44.897959
        ],
        [
            4.891644,
            10.636058,
            1.332854,
            1.582254,
            1.520331,
            1.614195
        ],
        [
            1371942,
            1371942,
            55883,
            1524839,
            1524839,
            977887
        ],
        [
            -57044,
            -40688,
            -57044,
            -1334647,
            -985453,
            -1334647
        ],
        [
            46,
            41,
            51,
            46,
            41,
            51
        ],
        [
            63,
            63,
            63,
            63,
            63,
            63
        ],
        [
            34,
            26,
            42,
            34,
            26,
            42
        ],
        [
            4533,
            1987,
            2546,
            4533,
            1987,
            2546
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531806,
            544906,
            -467637,
            -97355,
            -581962,
            -49404
        ]
    ]
}
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": 1559088000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888409990,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 99,
            "offset": 0,
            "std": 3.07978
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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)