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Trade: THETA/USDT/720/HWMA/KCB/4372

Strategy
THETA/USDT/720/HWMA/KCB/4372
Pair
THETA_USDT
Interval
12h
Score
713209
Daily Profit
0.736872
Profit Factor
4.548595
Profitability
58.333333
Streak
33.239506
Best Strategy
Training Data Length
2375.500000
Evaluation Time
2025-10-10 08:44
Expiration Time
2025-12-20 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1750439.0153 1707472.2604 42966.7549 403585.3208 134379.742 269205.5788
Total P&L (%) 1750.439 1707.4723 42.9668 403.5853 134.3797 269.2056
Avg Daily Profit (%) 0.7369 0.7188 0.0181 0.0681 0.0359 0.055
Buy And Hold Return (%) 491.195 491.195 491.195 491.195 491.195 491.195
Max Trade Drawdown -185396 -51229 -174444 -251496 -142434 -176342
Profit Factor 4.5486 9.6223 1.1455 1.4116 1.2884 1.5231
Total Trades 96 48 48 96 48 48
Winning Trades 56 25 31 56 25 31
Losing Trades 40 23 17 40 23 17
Profitability (%) 58.3333 52.0833 64.5833 58.3333 52.0833 64.5833
Ratio Avg Win / Avg Loss 3.249 8.8525 0.6282 1.0083 1.1853 0.8353
Largest Winning Trade 1610236 1610236 41598 160556 160556 149325
Largest Losing Trade -89234 -42648 -89234 -176342 -120011 -176342
Avg Bars in Trades 46 45 47 46 45 47
Avg Bars in Winners 60 57 63 60 57 63
Avg Bars in Losers 27 33 19 27 33 19
Bars Traded 4506 2206 2300 4506 2206 2300
Profit Streak 33.2395 52.7395 33.2395 33.2395 52.7395 33.2395
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 713209 707660 -394060 -264720 -309409 -282948
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4751,
    "evaluation_days": 2375.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563580800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075093287,
    "expiration_time": 1766211696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 202,
            "na": 0.2,
            "nb": 0.41245,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1750439.01528981,
            1707472.260353489,
            42966.7549363204,
            403585.3207961437,
            134379.7420115497,
            269205.5787845939
        ],
        [
            1750.439015,
            1707.47226,
            42.966755,
            403.585321,
            134.379742,
            269.205579
        ],
        [
            0.736872,
            0.718784,
            0.018087,
            0.068075,
            0.035863,
            0.055001
        ],
        [
            491.194969,
            491.194969,
            491.194969,
            491.194969,
            491.194969,
            491.194969
        ],
        [
            -185396,
            -51229,
            -174444,
            -251496,
            -142434,
            -176342
        ],
        [
            4.548595,
            9.622324,
            1.145528,
            1.41156,
            1.288353,
            1.523136
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            58.333333,
            52.083333,
            64.583333,
            58.333333,
            52.083333,
            64.583333
        ],
        [
            3.248996,
            8.852538,
            0.628193,
            1.008257,
            1.185285,
            0.835268
        ],
        [
            1610236,
            1610236,
            41598,
            160556,
            160556,
            149325
        ],
        [
            -89234,
            -42648,
            -89234,
            -176342,
            -120011,
            -176342
        ],
        [
            46,
            45,
            47,
            46,
            45,
            47
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            27,
            33,
            19,
            27,
            33,
            19
        ],
        [
            4506,
            2206,
            2300,
            4506,
            2206,
            2300
        ],
        [
            33.239506,
            52.739506,
            33.239506,
            33.239506,
            52.739506,
            33.239506
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            713209,
            707660,
            -394060,
            -264720,
            -309409,
            -282948
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4751,
    "evaluation_days": 2375.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563580800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760075093287,
    "expiration_time": 1766211696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 202,
            "na": 0.2,
            "nb": 0.41245,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)