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Trade: THETA/USDT/720/HL2/HL2/5230

Strategy
THETA/USDT/720/HL2/HL2/5230
Pair
THETA_USDT
Interval
12h
Score
682180
Daily Profit
2.224858
Profit Factor
11.537643
Profitability
39.130435
Streak
0.000000
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 15:28
Expiration Time
2025-12-18 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5280699.9832 5289881.3877 -9181.4045 -572920.5345 -275927.5533 -296992.9812
Total P&L (%) 5280.7 5289.8814 -9.1814 -572.9205 -275.9276 -296.993
Avg Daily Profit (%) 2.2249 2.2287 -0.0039 0 0 0
Buy And Hold Return (%) 556.25 556.25 556.25 556.25 556.25 556.25
Max Trade Drawdown -187509 -89080 -162603 -708206 -405316 -353311
Profit Factor 11.5376 26.0699 0.9684 0.5968 0.6021 0.5918
Total Trades 92 46 46 92 46 46
Winning Trades 36 15 21 48 26 22
Losing Trades 56 31 25 44 20 24
Profitability (%) 39.1304 32.6087 45.6522 52.1739 56.5217 47.8261
Ratio Avg Win / Avg Loss 17.9474 53.8777 1.1528 0.5471 0.4632 0.6456
Largest Winning Trade 5317820 5317820 69883 65738 65421 65738
Largest Losing Trade -113636 -40584 -113636 -290618 -290618 -174546
Avg Bars in Trades 49 45 52 49 45 52
Avg Bars in Winners 104 112 98 14 7 23
Avg Bars in Losers 13 13 14 87 95 80
Bars Traded 4532 2095 2437 4532 2095 2437
Profit Streak 0 0 0 32.5197 54.0197 32.5197
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 682180 584811 -580728 -579254 -579296 -581009
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759926501463,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 197
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            5280699.983240348,
            5289881.387703017,
            -9181.4044626679,
            -572920.5345133685,
            -275927.553294273,
            -296992.9812190959
        ],
        [
            5280.699983,
            5289.881388,
            -9.181404,
            -572.920535,
            -275.927553,
            -296.992981
        ],
        [
            2.224858,
            2.228726,
            -0.003868,
            0,
            0,
            0
        ],
        [
            556.25,
            556.25,
            556.25,
            556.25,
            556.25,
            556.25
        ],
        [
            -187509,
            -89080,
            -162603,
            -708206,
            -405316,
            -353311
        ],
        [
            11.537643,
            26.069863,
            0.968353,
            0.596806,
            0.602104,
            0.591756
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            36,
            15,
            21,
            48,
            26,
            22
        ],
        [
            56,
            31,
            25,
            44,
            20,
            24
        ],
        [
            39.130435,
            32.608696,
            45.652174,
            52.173913,
            56.521739,
            47.826087
        ],
        [
            17.947445,
            53.877717,
            1.152801,
            0.547072,
            0.463157,
            0.645552
        ],
        [
            5317820,
            5317820,
            69883,
            65738,
            65421,
            65738
        ],
        [
            -113636,
            -40584,
            -113636,
            -290618,
            -290618,
            -174546
        ],
        [
            49,
            45,
            52,
            49,
            45,
            52
        ],
        [
            104,
            112,
            98,
            14,
            7,
            23
        ],
        [
            13,
            13,
            14,
            87,
            95,
            80
        ],
        [
            4532,
            2095,
            2437,
            4532,
            2095,
            2437
        ],
        [
            0,
            0,
            0,
            32.519693,
            54.019693,
            32.519693
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            682180,
            584811,
            -580728,
            -579254,
            -579296,
            -581009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759926501463,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 197
        }
    },
    "second_band": {
        "type": "hl2",
        "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)