← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: THETA/USDT/720/MIDPRICE/WMA/2399

Strategy
THETA/USDT/720/MIDPRICE/WMA/2399
Pair
THETA_USDT
Interval
12h
Score
643894
Daily Profit
0.180128
Profit Factor
3.629731
Profitability
72.727273
Streak
266.267601
Best Strategy
Training Data Length
2371.500000
Evaluation Time
2025-10-06 09:25
Expiration Time
2025-12-16 05:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2028150.5232 -101071.1266 -1927079.3966 103851.7779 -6933235.2798 7037087.0577
Total P&L (%) -2028.1505 -101.0711 -1927.0794 103.8518 -6933.2353 7037.0871
Avg Daily Profit (%) -0.8552 -0.0426 -0.8126 0.03 0 0.1801
Buy And Hold Return (%) 485.0513 485.0513 485.0513 485.0513 485.0513 485.0513
Max Trade Drawdown -2158817 -159970 -2011302 -6781445 -7037002 -1691269
Profit Factor 0.1614 0.6451 0.0969 1.0094 0.1755 3.6297
Total Trades 66 33 33 66 33 33
Winning Trades 46 23 23 46 22 24
Losing Trades 20 10 10 20 11 9
Profitability (%) 69.697 69.697 69.697 69.697 66.6667 72.7273
Ratio Avg Win / Avg Loss 0.0702 0.2805 0.0421 0.4389 0.0877 1.3611
Largest Winning Trade 25472 25472 21264 6523717 725511 6523717
Largest Losing Trade -1433033 -53489 -1433033 -3035929 -3035929 -838469
Avg Bars in Trades 67 74 61 67 74 61
Avg Bars in Winners 26 30 23 33 31 35
Avg Bars in Losers 162 175 149 146 159 130
Bars Traded 4470 2442 2028 4470 2442 2028
Profit Streak 148.2676 148.2676 266.2676 148.2676 148.2676 266.2676
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -705188 -576867 -576831 -654833 -577259 643894
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4743,
    "evaluation_days": 2371.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731920759,
    "expiration_time": 1765855728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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": [
        [
            -2028150.5231781155,
            -101071.1266214297,
            -1927079.3965566852,
            103851.7779159367,
            -6933235.279772274,
            7037087.057688211
        ],
        [
            -2028.150523,
            -101.071127,
            -1927.079397,
            103.851778,
            -6933.23528,
            7037.087058
        ],
        [
            -0.855218,
            -0.042619,
            -0.812599,
            0.030037,
            0,
            0.180128
        ],
        [
            485.051341,
            485.051341,
            485.051341,
            485.051341,
            485.051341,
            485.051341
        ],
        [
            -2158817,
            -159970,
            -2011302,
            -6781445,
            -7037002,
            -1691269
        ],
        [
            0.161415,
            0.645089,
            0.096862,
            1.009369,
            0.175496,
            3.629731
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            46,
            23,
            23,
            46,
            22,
            24
        ],
        [
            20,
            10,
            10,
            20,
            11,
            9
        ],
        [
            69.69697,
            69.69697,
            69.69697,
            69.69697,
            66.666667,
            72.727273
        ],
        [
            0.07018,
            0.280474,
            0.042114,
            0.438856,
            0.087748,
            1.361149
        ],
        [
            25472,
            25472,
            21264,
            6523717,
            725511,
            6523717
        ],
        [
            -1433033,
            -53489,
            -1433033,
            -3035929,
            -3035929,
            -838469
        ],
        [
            67,
            74,
            61,
            67,
            74,
            61
        ],
        [
            26,
            30,
            23,
            33,
            31,
            35
        ],
        [
            162,
            175,
            149,
            146,
            159,
            130
        ],
        [
            4470,
            2442,
            2028,
            4470,
            2442,
            2028
        ],
        [
            148.267601,
            148.267601,
            266.267601,
            148.267601,
            148.267601,
            266.267601
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -705188,
            -576867,
            -576831,
            -654833,
            -577259,
            643894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4743,
    "evaluation_days": 2371.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564444800000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731920759,
    "expiration_time": 1765855728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 8,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "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)