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Trade: THETA/USDT/720/HILO/RMA/3481

Strategy
THETA/USDT/720/HILO/RMA/3481
Pair
THETA_USDT
Interval
12h
Score
369503
Daily Profit
0.189810
Profit Factor
1.492212
Profitability
66.666667
Streak
31.795848
Best Strategy
Training Data Length
2368.500000
Evaluation Time
2025-10-03 10:06
Expiration Time
2025-12-13 03:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1413171.1078 -15418.2633 -1397752.8445 380562.4299 -8443975.3216 8824537.7515
Total P&L (%) -1413.1711 -15.4183 -1397.7528 380.5624 -8443.9753 8824.5378
Avg Daily Profit (%) -0.5967 -0.0065 -0.5901 0.0663 0 0.1898
Buy And Hold Return (%) 594.9662 594.9662 594.9662 594.9662 594.9662 594.9662
Max Trade Drawdown -1573640 -150929 -1471360 -18072979 -14621532 -12836700
Profit Factor 0.278 0.9477 0.1592 1.0094 0.6234 1.4922
Total Trades 77 38 39 77 38 39
Winning Trades 45 20 25 47 21 26
Losing Trades 32 18 14 30 17 13
Profitability (%) 58.4416 52.6316 64.1026 61.039 55.2632 66.6667
Ratio Avg Win / Avg Loss 0.1977 0.853 0.0891 0.6443 0.5046 0.7461
Largest Winning Trade 79341 79341 39823 10357422 2952468 10357422
Largest Losing Trade -908655 -57385 -908655 -7980424 -6566533 -7980424
Avg Bars in Trades 60 72 48 60 72 48
Avg Bars in Winners 38 54 25 44 51 38
Avg Bars in Losers 91 92 89 84 97 67
Bars Traded 4631 2745 1886 4631 2745 1886
Profit Streak 31.7958 38.7958 31.7958 31.7958 38.7958 31.7958
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -624685 -579877 -578388 -525573 -579536 369503
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4737,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759475161308,
    "expiration_time": 1765588752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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": [
        [
            -1413171.1077926625,
            -15418.2632694524,
            -1397752.8445232098,
            380562.4299416415,
            -8443975.321605515,
            8824537.751547165
        ],
        [
            -1413.171108,
            -15.418263,
            -1397.752845,
            380.56243,
            -8443.975322,
            8824.537752
        ],
        [
            -0.596652,
            -0.00651,
            -0.590143,
            0.0663,
            0,
            0.18981
        ],
        [
            594.966191,
            594.966191,
            594.966191,
            594.966191,
            594.966191,
            594.966191
        ],
        [
            -1573640,
            -150929,
            -1471360,
            -18072979,
            -14621532,
            -12836700
        ],
        [
            0.278032,
            0.947742,
            0.159169,
            1.009432,
            0.623354,
            1.492212
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            45,
            20,
            25,
            47,
            21,
            26
        ],
        [
            32,
            18,
            14,
            30,
            17,
            13
        ],
        [
            58.441558,
            52.631579,
            64.102564,
            61.038961,
            55.263158,
            66.666667
        ],
        [
            0.197712,
            0.852968,
            0.089134,
            0.644318,
            0.50462,
            0.746106
        ],
        [
            79341,
            79341,
            39823,
            10357422,
            2952468,
            10357422
        ],
        [
            -908655,
            -57385,
            -908655,
            -7980424,
            -6566533,
            -7980424
        ],
        [
            60,
            72,
            48,
            60,
            72,
            48
        ],
        [
            38,
            54,
            25,
            44,
            51,
            38
        ],
        [
            91,
            92,
            89,
            84,
            97,
            67
        ],
        [
            4631,
            2745,
            1886,
            4631,
            2745,
            1886
        ],
        [
            31.795848,
            38.795848,
            31.795848,
            31.795848,
            38.795848,
            31.795848
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -624685,
            -579877,
            -578388,
            -525573,
            -579536,
            369503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4737,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759475161308,
    "expiration_time": 1765588752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 71,
            "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)