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Trade: THETA/USDT/720/MIDPRICE/BBM/9849

Strategy
THETA/USDT/720/MIDPRICE/BBM/9849
Pair
THETA_USDT
Interval
12h
Score
358163
Daily Profit
0.646513
Profit Factor
6.024275
Profitability
30.769231
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 02:45
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 1500453.7601 1525771.7045 -25317.9444 454215.9738 21652.6865 432563.2873
Total P&L (%) 1500.4538 1525.7717 -25.3179 454.216 21.6527 432.5633
Avg Daily Profit (%) 0.6358 0.6465 -0.0107 0.0726 0.0083 0.0709
Buy And Hold Return (%) 483.9529 483.9529 483.9529 483.9529 483.9529 483.9529
Max Trade Drawdown -105781 -104963 -105531 -1135449 -1068157 -527974
Profit Factor 3.4337 6.0243 0.9191 1.1039 1.0092 1.215
Total Trades 78 39 39 78 39 39
Winning Trades 24 12 12 24 12 12
Losing Trades 54 27 27 54 27 27
Profitability (%) 30.7692 30.7692 30.7692 30.7692 30.7692 30.7692
Ratio Avg Win / Avg Loss 7.7259 13.5546 2.0679 2.4838 2.2707 2.7336
Largest Winning Trade 1383398 1383398 59706 980671 980671 591001
Largest Losing Trade -28288 -27007 -28288 -456332 -456332 -348892
Avg Bars in Trades 57 44 71 57 44 71
Avg Bars in Winners 124 94 154 124 94 154
Avg Bars in Losers 28 22 34 28 22 34
Bars Traded 4500 1726 2774 4500 1726 2774
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30948 358163 -585458 -413164 -564285 -270840
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930309496,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.24563
        }
    }
}
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": [
        [
            1500453.7601246452,
            1525771.7044769984,
            -25317.944352353,
            454215.9738268885,
            21652.6865271607,
            432563.2872997285
        ],
        [
            1500.45376,
            1525.771704,
            -25.317944,
            454.215974,
            21.652687,
            432.563287
        ],
        [
            0.635785,
            0.646513,
            -0.010728,
            0.072585,
            0.008305,
            0.070895
        ],
        [
            483.952912,
            483.952912,
            483.952912,
            483.952912,
            483.952912,
            483.952912
        ],
        [
            -105781,
            -104963,
            -105531,
            -1135449,
            -1068157,
            -527974
        ],
        [
            3.433738,
            6.024275,
            0.919071,
            1.10392,
            1.009181,
            1.214951
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            30.769231,
            30.769231,
            30.769231,
            30.769231,
            30.769231,
            30.769231
        ],
        [
            7.72591,
            13.554618,
            2.06791,
            2.483819,
            2.270657,
            2.733639
        ],
        [
            1383398,
            1383398,
            59706,
            980671,
            980671,
            591001
        ],
        [
            -28288,
            -27007,
            -28288,
            -456332,
            -456332,
            -348892
        ],
        [
            57,
            44,
            71,
            57,
            44,
            71
        ],
        [
            124,
            94,
            154,
            124,
            94,
            154
        ],
        [
            28,
            22,
            34,
            28,
            22,
            34
        ],
        [
            4500,
            1726,
            2774,
            4500,
            1726,
            2774
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30948,
            358163,
            -585458,
            -413164,
            -564285,
            -270840
        ]
    ]
}
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": 1560470400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930309496,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.24563
        }
    }
}

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)