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Trade: THETA/USDT/720/DCM/ZLMA/3631

Strategy
THETA/USDT/720/DCM/ZLMA/3631
Pair
THETA_USDT
Interval
12h
Score
390727
Daily Profit
0.604664
Profit Factor
5.511920
Profitability
34.146341
Streak
0.000000
Best Strategy
Training Data Length
2365.000000
Evaluation Time
2025-09-29 23:26
Expiration Time
2025-12-09 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1417875.6756 1430031.2457 -12155.5702 625075.7919 560326.7825 64749.0094
Total P&L (%) 1417.8757 1430.0312 -12.1556 625.0758 560.3268 64.749
Avg Daily Profit (%) 0.5995 0.6047 -0.0051 0.0838 0.0798 0.0211
Buy And Hold Return (%) 410.8302 410.8302 410.8302 410.8302 410.8302 410.8302
Max Trade Drawdown -132550 -131971 -125076 -1351284 -1235299 -534625
Profit Factor 3.2384 5.5119 0.9616 1.1386 1.2207 1.0328
Total Trades 82 41 41 82 41 41
Winning Trades 29 14 15 29 14 15
Losing Trades 53 27 26 53 27 26
Profitability (%) 35.3659 34.1463 36.5854 35.3659 34.1463 36.5854
Ratio Avg Win / Avg Loss 5.9184 10.6301 1.6668 2.0809 2.3542 1.7903
Largest Winning Trade 1256377 1256377 58116 1497234 1497234 581961
Largest Losing Trade -30823 -30823 -24563 -536987 -536987 -262956
Avg Bars in Trades 54 42 67 54 42 67
Avg Bars in Winners 108 81 133 108 81 133
Avg Bars in Losers 25 22 28 25 22 28
Bars Traded 4487 1740 2747 4487 1740 2747
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 16701 390727 -583181 -172150 -143917 -518898
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177599025,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "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": [
        [
            1417875.6755589985,
            1430031.245715467,
            -12155.570156469,
            625075.791904748,
            560326.7824703522,
            64749.0094343956
        ],
        [
            1417.875676,
            1430.031246,
            -12.15557,
            625.075792,
            560.326782,
            64.749009
        ],
        [
            0.599525,
            0.604664,
            -0.00514,
            0.083803,
            0.079844,
            0.021112
        ],
        [
            410.830191,
            410.830191,
            410.830191,
            410.830191,
            410.830191,
            410.830191
        ],
        [
            -132550,
            -131971,
            -125076,
            -1351284,
            -1235299,
            -534625
        ],
        [
            3.238374,
            5.51192,
            0.961593,
            1.138605,
            1.220718,
            1.032849
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            35.365854,
            34.146341,
            36.585366,
            35.365854,
            34.146341,
            36.585366
        ],
        [
            5.918408,
            10.630131,
            1.666761,
            2.080899,
            2.354242,
            1.790272
        ],
        [
            1256377,
            1256377,
            58116,
            1497234,
            1497234,
            581961
        ],
        [
            -30823,
            -30823,
            -24563,
            -536987,
            -536987,
            -262956
        ],
        [
            54,
            42,
            67,
            54,
            42,
            67
        ],
        [
            108,
            81,
            133,
            108,
            81,
            133
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            4487,
            1740,
            2747,
            4487,
            1740,
            2747
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            16701,
            390727,
            -583181,
            -172150,
            -143917,
            -518898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559952000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177599025,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 29,
            "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)