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Trade: THETA/USDT/720/HWMA/BBM/7666

Strategy
THETA/USDT/720/HWMA/BBM/7666
Pair
THETA_USDT
Interval
12h
Score
445022
Daily Profit
0.176457
Profit Factor
1.814602
Profitability
52.413793
Streak
10.054597
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 16:18
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 -1406791.9851 68973.7601 -1475765.7452 -70433.0619 6311787.2061 -6382220.2679
Total P&L (%) -1406.792 68.9738 -1475.7657 -70.4331 6311.7872 -6382.2203
Avg Daily Profit (%) -0.5961 0.0292 -0.6253 -0.0516 0.1765 0
Buy And Hold Return (%) 478.7979 478.7979 478.7979 478.7979 478.7979 478.7979
Max Trade Drawdown -1651879 -200186 -1609414 -9504600 -3393930 -9434011
Profit Factor 0.4021 1.165 0.2373 0.9963 1.8146 0.4259
Total Trades 290 145 145 290 145 145
Winning Trades 228 110 118 150 76 74
Losing Trades 62 35 27 140 69 71
Profitability (%) 78.6207 75.8621 81.3793 51.7241 52.4138 51.0345
Ratio Avg Win / Avg Loss 0.1093 0.3707 0.0543 0.9298 1.6475 0.4087
Largest Winning Trade 25071 25071 12028 4728063 4728063 2048948
Largest Losing Trade -1286320 -66228 -1286320 -1697778 -855905 -1697778
Avg Bars in Trades 15 17 13 15 17 13
Avg Bars in Winners 5 5 4 15 18 12
Avg Bars in Losers 53 54 51 15 16 14
Bars Traded 4553 2578 1975 4553 2578 1975
Profit Streak 10.0546 10.0546 119.5546 10.0546 10.0546 119.5546
Trades During Streak 3 1 16 3 1 16
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573731 -356152 -574663 -577217 445022 -578830

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559822400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892717192,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7345,
            "nb": 0.74326,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 116,
            "offset": 129,
            "std": 1.41458
        }
    }
}
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": [
        [
            -1406791.9850984497,
            68973.7600584194,
            -1475765.745156869,
            -70433.0618782758,
            6311787.20606129,
            -6382220.267939567
        ],
        [
            -1406.791985,
            68.97376,
            -1475.765745,
            -70.433062,
            6311.787206,
            -6382.220268
        ],
        [
            -0.596098,
            0.029226,
            -0.625324,
            -0.051619,
            0.176457,
            0
        ],
        [
            478.797881,
            478.797881,
            478.797881,
            478.797881,
            478.797881,
            478.797881
        ],
        [
            -1651879,
            -200186,
            -1609414,
            -9504600,
            -3393930,
            -9434011
        ],
        [
            0.402099,
            1.165032,
            0.237307,
            0.996267,
            1.814602,
            0.425923
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            228,
            110,
            118,
            150,
            76,
            74
        ],
        [
            62,
            35,
            27,
            140,
            69,
            71
        ],
        [
            78.62069,
            75.862069,
            81.37931,
            51.724138,
            52.413793,
            51.034483
        ],
        [
            0.109343,
            0.370692,
            0.054299,
            0.929849,
            1.647467,
            0.408656
        ],
        [
            25071,
            25071,
            12028,
            4728063,
            4728063,
            2048948
        ],
        [
            -1286320,
            -66228,
            -1286320,
            -1697778,
            -855905,
            -1697778
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            5,
            5,
            4,
            15,
            18,
            12
        ],
        [
            53,
            54,
            51,
            15,
            16,
            14
        ],
        [
            4553,
            2578,
            1975,
            4553,
            2578,
            1975
        ],
        [
            10.054597,
            10.054597,
            119.554597,
            10.054597,
            10.054597,
            119.554597
        ],
        [
            3,
            1,
            16,
            3,
            1,
            16
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573731,
            -356152,
            -574663,
            -577217,
            445022,
            -578830
        ]
    ]
}
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": 1559822400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892717192,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.7345,
            "nb": 0.74326,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 116,
            "offset": 129,
            "std": 1.41458
        }
    }
}

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)