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Trade: THETA/USDT/720/PWMA/JMA/5652

Strategy
THETA/USDT/720/PWMA/JMA/5652
Pair
THETA_USDT
Interval
12h
Score
846175
Daily Profit
2.235638
Profit Factor
18.177032
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 03:29
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5372533.0599 5314110.5812 58422.4786 478835.2532 76191.2744 402643.9788
Total P&L (%) 5372.5331 5314.1106 58.4225 478.8353 76.1913 402.644
Avg Daily Profit (%) 2.2602 2.2356 0.0246 0.0739 0.0238 0.068
Buy And Hold Return (%) 303.998 303.998 303.998 303.998 303.998 303.998
Max Trade Drawdown -150347 -147385 -100993 -706498 -688250 -302232
Profit Factor 10.0322 18.177 1.2047 1.1876 1.0509 1.3811
Total Trades 66 33 33 66 33 33
Winning Trades 36 18 18 36 18 18
Losing Trades 30 15 15 30 15 15
Profitability (%) 54.5455 54.5455 54.5455 54.5455 54.5455 54.5455
Ratio Avg Win / Avg Loss 8.3601 15.1475 1.0039 0.9897 0.8758 1.151
Largest Winning Trade 5196428 5196428 44188 511987 511987 335786
Largest Losing Trade -92741 -49353 -92741 -310157 -310157 -302232
Avg Bars in Trades 68 63 74 68 63 74
Avg Bars in Winners 86 83 90 86 83 90
Avg Bars in Losers 47 39 54 47 39 54
Bars Traded 4540 2092 2448 4540 2092 2448
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 -104948 846175 -325747 -247697 -492395 -165880
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228956161,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "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": [
        [
            5372533.059876736,
            5314110.581236931,
            58422.4786398033,
            478835.2531879713,
            76191.2744358448,
            402643.9787521265
        ],
        [
            5372.53306,
            5314.110581,
            58.422479,
            478.835253,
            76.191274,
            402.643979
        ],
        [
            2.260216,
            2.235638,
            0.024578,
            0.073896,
            0.023831,
            0.067954
        ],
        [
            303.997984,
            303.997984,
            303.997984,
            303.997984,
            303.997984,
            303.997984
        ],
        [
            -150347,
            -147385,
            -100993,
            -706498,
            -688250,
            -302232
        ],
        [
            10.03217,
            18.177032,
            1.204669,
            1.187642,
            1.050949,
            1.381144
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            54.545455,
            54.545455,
            54.545455,
            54.545455,
            54.545455,
            54.545455
        ],
        [
            8.360142,
            15.147526,
            1.003891,
            0.989702,
            0.875791,
            1.150953
        ],
        [
            5196428,
            5196428,
            44188,
            511987,
            511987,
            335786
        ],
        [
            -92741,
            -49353,
            -92741,
            -310157,
            -310157,
            -302232
        ],
        [
            68,
            63,
            74,
            68,
            63,
            74
        ],
        [
            86,
            83,
            90,
            86,
            83,
            90
        ],
        [
            47,
            39,
            54,
            47,
            39,
            54
        ],
        [
            4540,
            2092,
            2448,
            4540,
            2092,
            2448
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104948,
            846175,
            -325747,
            -247697,
            -492395,
            -165880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228956161,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "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)