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Trade: THETA/USDT/720/EMA/HILO/3072

Strategy
THETA/USDT/720/EMA/HILO/3072
Pair
THETA_USDT
Interval
12h
Score
520848
Daily Profit
0.693136
Profit Factor
2.992431
Profitability
44.642857
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 1639265.4595 1695063.624 -55798.1644 -131241.2406 -77630.7479 -53610.4927
Total P&L (%) 1639.2655 1695.0636 -55.7982 -131.2412 -77.6307 -53.6105
Avg Daily Profit (%) 0.6931 0.7167 -0.0236 0 -0.0633 -0.0325
Buy And Hold Return (%) 358.5877 358.5877 358.5877 358.5877 358.5877 358.5877
Max Trade Drawdown -157554 -156430 -148662 -270457 -165876 -105423
Profit Factor 2.9924 5.6431 0.8781 0.7272 0.6862 0.7705
Total Trades 112 56 56 112 56 56
Winning Trades 50 23 27 59 30 29
Losing Trades 62 33 29 53 26 27
Profitability (%) 44.6429 41.0714 48.2143 52.6786 53.5714 51.7857
Ratio Avg Win / Avg Loss 3.7106 8.0966 0.9431 0.6532 0.5947 0.7174
Largest Winning Trade 1510952 1510952 58522 38751 31236 38751
Largest Losing Trade -103146 -52588 -103146 -92871 -92871 -48587
Avg Bars in Trades 40 32 49 40 32 49
Avg Bars in Winners 56 52 60 29 22 36
Avg Bars in Losers 27 18 38 53 43 62
Bars Traded 4552 1795 2757 4552 1795 2757
Profit Streak 0 0 0 35.3519 38.3519 35.3519
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520848 -164382 -761527 -578692 -759381 -760059
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177604327,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1639265.4595478517,
            1695063.623997212,
            -55798.1644493606,
            -131241.2405721542,
            -77630.7479057393,
            -53610.4926664149
        ],
        [
            1639.26546,
            1695.063624,
            -55.798164,
            -131.241241,
            -77.630748,
            -53.610493
        ],
        [
            0.693136,
            0.716729,
            -0.023593,
            0,
            -0.063298,
            -0.032472
        ],
        [
            358.587736,
            358.587736,
            358.587736,
            358.587736,
            358.587736,
            358.587736
        ],
        [
            -157554,
            -156430,
            -148662,
            -270457,
            -165876,
            -105423
        ],
        [
            2.992431,
            5.643098,
            0.878083,
            0.727159,
            0.686223,
            0.770512
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            50,
            23,
            27,
            59,
            30,
            29
        ],
        [
            62,
            33,
            29,
            53,
            26,
            27
        ],
        [
            44.642857,
            41.071429,
            48.214286,
            52.678571,
            53.571429,
            51.785714
        ],
        [
            3.710614,
            8.096618,
            0.943127,
            0.65321,
            0.594727,
            0.717373
        ],
        [
            1510952,
            1510952,
            58522,
            38751,
            31236,
            38751
        ],
        [
            -103146,
            -52588,
            -103146,
            -92871,
            -92871,
            -48587
        ],
        [
            40,
            32,
            49,
            40,
            32,
            49
        ],
        [
            56,
            52,
            60,
            29,
            22,
            36
        ],
        [
            27,
            18,
            38,
            53,
            43,
            62
        ],
        [
            4552,
            1795,
            2757,
            4552,
            1795,
            2757
        ],
        [
            0,
            0,
            0,
            35.351902,
            38.351902,
            35.351902
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520848,
            -164382,
            -761527,
            -578692,
            -759381,
            -760059
        ]
    ]
}
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": 1559131200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177604327,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)