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Trade: THETA/USDT/720/HILO/EMA/2766

Strategy
THETA/USDT/720/HILO/EMA/2766
Pair
THETA_USDT
Interval
12h
Score
456073
Daily Profit
0.213101
Profit Factor
2.068125
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 20:21
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 -5406875.2515 -45019.6385 -5361855.613 -27868.2132 15099147.6845 -15127015.8977
Total P&L (%) -5406.8753 -45.0196 -5361.8556 -27.8682 15099.1477 -15127.0159
Avg Daily Profit (%) -2.291 -0.0191 -2.272 -0.0138 0.2131 0
Buy And Hold Return (%) 573.2143 573.2143 573.2143 573.2143 573.2143 573.2143
Max Trade Drawdown -5567522 -172722 -5451549 -26829006 -7771535 -21962333
Profit Factor 0.0786 0.8524 0.0362 0.9993 2.0681 0.4503
Total Trades 63 31 32 63 31 32
Winning Trades 33 14 19 35 17 18
Losing Trades 30 17 13 28 14 14
Profitability (%) 52.381 45.1613 59.375 55.5556 54.8387 56.25
Ratio Avg Win / Avg Loss 0.0715 1.035 0.0248 0.7995 1.7032 0.3503
Largest Winning Trade 80935 80935 38044 10435915 10435915 4834399
Largest Losing Trade -5375362 -54265 -5375362 -15208164 -4571896 -15208164
Avg Bars in Trades 71 88 54 71 88 54
Avg Bars in Winners 32 46 22 63 94 34
Avg Bars in Losers 114 123 102 81 81 80
Bars Traded 4493 2736 1757 4493 2736 1757
Profit Streak 8.2231 0 9.2231 8.2231 0 9.2231
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -730796 -581033 -578928 -730384 456073 -579333
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993676249,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 198,
            "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": [
        [
            -5406875.251543199,
            -45019.6385395,
            -5361855.613003699,
            -27868.2131574343,
            15099147.684528057,
            -15127015.897685487
        ],
        [
            -5406.875252,
            -45.019639,
            -5361.855613,
            -27.868213,
            15099.147685,
            -15127.015898
        ],
        [
            -2.291049,
            -0.019076,
            -2.271973,
            -0.013841,
            0.213101,
            0
        ],
        [
            573.214286,
            573.214286,
            573.214286,
            573.214286,
            573.214286,
            573.214286
        ],
        [
            -5567522,
            -172722,
            -5451549,
            -26829006,
            -7771535,
            -21962333
        ],
        [
            0.078631,
            0.852368,
            0.036221,
            0.999331,
            2.068125,
            0.450336
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            14,
            19,
            35,
            17,
            18
        ],
        [
            30,
            17,
            13,
            28,
            14,
            14
        ],
        [
            52.380952,
            45.16129,
            59.375,
            55.555556,
            54.83871,
            56.25
        ],
        [
            0.071483,
            1.035018,
            0.024783,
            0.799465,
            1.703162,
            0.350261
        ],
        [
            80935,
            80935,
            38044,
            10435915,
            10435915,
            4834399
        ],
        [
            -5375362,
            -54265,
            -5375362,
            -15208164,
            -4571896,
            -15208164
        ],
        [
            71,
            88,
            54,
            71,
            88,
            54
        ],
        [
            32,
            46,
            22,
            63,
            94,
            34
        ],
        [
            114,
            123,
            102,
            81,
            81,
            80
        ],
        [
            4493,
            2736,
            1757,
            4493,
            2736,
            1757
        ],
        [
            8.223105,
            0,
            9.223105,
            8.223105,
            0,
            9.223105
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -730796,
            -581033,
            -578928,
            -730384,
            456073,
            -579333
        ]
    ]
}
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": 1563364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993676249,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 198,
            "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)