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Trade: THETA/USDT/720/DCM/BBU/9529

Strategy
THETA/USDT/720/DCM/BBU/9529
Pair
THETA_USDT
Interval
12h
Score
546987
Daily Profit
0.615193
Profit Factor
5.182405
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2369.000000
Evaluation Time
2025-10-03 19:05
Expiration Time
2025-12-13 15:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1474810.2964 1457391.8316 17418.4647 927845.3327 921813.7822 6031.5506
Total P&L (%) 1474.8103 1457.3918 17.4185 927.8453 921.8138 6.0316
Avg Daily Profit (%) 0.6225 0.6152 0.0074 0.0984 0.0982 0.0025
Buy And Hold Return (%) 479.0175 479.0175 479.0175 479.0175 479.0175 479.0175
Max Trade Drawdown -133346 -128929 -111795 -2484647 -1755130 -918615
Profit Factor 3.5347 5.1824 1.0746 1.1518 1.2347 1.0028
Total Trades 65 32 33 65 32 33
Winning Trades 31 15 16 31 15 16
Losing Trades 34 17 17 34 17 17
Profitability (%) 47.6923 46.875 48.4848 47.6923 46.875 48.4848
Ratio Avg Win / Avg Loss 3.8768 5.8734 1.1418 1.2632 1.3994 1.0654
Largest Winning Trade 1160889 1160889 29901 2299508 2299508 380577
Largest Losing Trade -66052 -66052 -41219 -1198473 -1198473 -589845
Avg Bars in Trades 69 104 35 69 104 35
Avg Bars in Winners 78 114 44 78 114 44
Avg Bars in Losers 61 96 26 61 96 26
Bars Traded 4518 3359 1159 4518 3359 1159
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 -121568 546987 -487825 -258965 -70470 -573394
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507528952,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 1.49547
        }
    }
}
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": [
        [
            1474810.2963552878,
            1457391.8316116435,
            17418.4647436448,
            927845.3327486822,
            921813.7821901537,
            6031.5505585289
        ],
        [
            1474.810296,
            1457.391832,
            17.418465,
            927.845333,
            921.813782,
            6.031551
        ],
        [
            0.622546,
            0.615193,
            0.007353,
            0.098404,
            0.098156,
            0.002472
        ],
        [
            479.017472,
            479.017472,
            479.017472,
            479.017472,
            479.017472,
            479.017472
        ],
        [
            -133346,
            -128929,
            -111795,
            -2484647,
            -1755130,
            -918615
        ],
        [
            3.53471,
            5.182405,
            1.074633,
            1.151775,
            1.234721,
            1.002759
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            47.692308,
            46.875,
            48.484848,
            47.692308,
            46.875,
            48.484848
        ],
        [
            3.876779,
            5.873392,
            1.141798,
            1.263238,
            1.39935,
            1.065432
        ],
        [
            1160889,
            1160889,
            29901,
            2299508,
            2299508,
            380577
        ],
        [
            -66052,
            -66052,
            -41219,
            -1198473,
            -1198473,
            -589845
        ],
        [
            69,
            104,
            35,
            69,
            104,
            35
        ],
        [
            78,
            114,
            44,
            78,
            114,
            44
        ],
        [
            61,
            96,
            26,
            61,
            96,
            26
        ],
        [
            4518,
            3359,
            1159,
            4518,
            3359,
            1159
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            -121568,
            546987,
            -487825,
            -258965,
            -70470,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4738,
    "evaluation_days": 2369,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559692800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507528952,
    "expiration_time": 1765633248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 1.49547
        }
    }
}

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)