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Trade: THETA/USDT/720/HILO/SINWMA/2153

Strategy
THETA/USDT/720/HILO/SINWMA/2153
Pair
THETA_USDT
Interval
12h
Score
364221
Daily Profit
0.170062
Profit Factor
1.299567
Profitability
70.000000
Streak
250.192987
Best Strategy
Training Data Length
2369.500000
Evaluation Time
2025-10-04 07:37
Expiration Time
2025-12-14 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -948192.6638 81866.7929 -1030059.4566 1167241.7015 -4337428.7228 5504670.4243
Total P&L (%) -948.1927 81.8668 -1030.0595 1167.2417 -4337.4287 5504.6704
Avg Daily Profit (%) -0.4002 0.0346 -0.4347 0.1072 0 0.1701
Buy And Hold Return (%) 531.9671 531.9671 531.9671 531.9671 531.9671 531.9671
Max Trade Drawdown -1181184 -106203 -1160001 -17309028 -9520925 -15312439
Profit Factor 0.3867 1.3734 0.2236 1.0351 0.7089 1.2996
Total Trades 59 29 30 59 29 30
Winning Trades 35 15 20 35 14 21
Losing Trades 24 14 10 24 15 9
Profitability (%) 59.322 51.7241 66.6667 59.322 48.2759 70
Ratio Avg Win / Avg Loss 0.2652 1.2819 0.1118 0.7098 0.7595 0.557
Largest Winning Trade 106681 106681 39015 6834746 2428600 6834746
Largest Losing Trade -752360 -52010 -752360 -11029358 -5971404 -11029358
Avg Bars in Trades 76 87 65 76 87 65
Avg Bars in Winners 45 59 34 54 63 48
Avg Bars in Losers 121 117 126 107 109 104
Bars Traded 4495 2535 1959 4495 2535 1959
Profit Streak 140.193 140.193 250.193 140.193 140.193 250.193
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757591 -310465 -577289 -415433 -580152 364221
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552674088,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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": [
        [
            -948192.663786633,
            81866.792860586,
            -1030059.4566472193,
            1167241.7015044636,
            -4337428.722791832,
            5504670.4242963
        ],
        [
            -948.192664,
            81.866793,
            -1030.059457,
            1167.241702,
            -4337.428723,
            5504.670424
        ],
        [
            -0.400166,
            0.03455,
            -0.434716,
            0.107229,
            0,
            0.170062
        ],
        [
            531.967144,
            531.967144,
            531.967144,
            531.967144,
            531.967144,
            531.967144
        ],
        [
            -1181184,
            -106203,
            -1160001,
            -17309028,
            -9520925,
            -15312439
        ],
        [
            0.386684,
            1.373448,
            0.223646,
            1.035078,
            0.708892,
            1.299567
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35,
            15,
            20,
            35,
            14,
            21
        ],
        [
            24,
            14,
            10,
            24,
            15,
            9
        ],
        [
            59.322034,
            51.724138,
            66.666667,
            59.322034,
            48.275862,
            70
        ],
        [
            0.265155,
            1.281885,
            0.111823,
            0.709768,
            0.759527,
            0.556957
        ],
        [
            106681,
            106681,
            39015,
            6834746,
            2428600,
            6834746
        ],
        [
            -752360,
            -52010,
            -752360,
            -11029358,
            -5971404,
            -11029358
        ],
        [
            76,
            87,
            65,
            76,
            87,
            65
        ],
        [
            45,
            59,
            34,
            54,
            63,
            48
        ],
        [
            121,
            117,
            126,
            107,
            109,
            104
        ],
        [
            4495,
            2535,
            1959,
            4495,
            2535,
            1959
        ],
        [
            140.192987,
            140.192987,
            250.192987,
            140.192987,
            140.192987,
            250.192987
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757591,
            -310465,
            -577289,
            -415433,
            -580152,
            364221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563969600000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552674088,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 212,
            "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)