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Trade: THETA/USDT/720/SMA/MIDPOINT/4574

Strategy
THETA/USDT/720/SMA/MIDPOINT/4574
Pair
THETA_USDT
Interval
12h
Score
637835
Daily Profit
0.744659
Profit Factor
5.341366
Profitability
46.341463
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 1796762.3892 1770054.6159 26707.7733 719925.9038 1416315.423 -696389.5192
Total P&L (%) 1796.7624 1770.0546 26.7078 719.9259 1416.3154 -696.3895
Avg Daily Profit (%) 0.7559 0.7447 0.0112 0.0886 0.1144 0
Buy And Hold Return (%) 379.657 379.657 379.657 379.657 379.657 379.657
Max Trade Drawdown -167099 -171280 -61590 -10663156 -9896455 -1991963
Profit Factor 4.1405 5.3414 1.1624 1.0347 1.0866 0.8412
Total Trades 81 41 40 81 41 40
Winning Trades 39 19 20 39 19 20
Losing Trades 42 22 20 42 22 20
Profitability (%) 48.1481 46.3415 50 48.1481 46.3415 50
Ratio Avg Win / Avg Loss 4.459 6.1847 1.1624 1.1143 1.2581 0.8412
Largest Winning Trade 989075 989075 41152 10059490 10059490 1499142
Largest Losing Trade -49343 -49343 -27314 -5666193 -5666193 -1720218
Avg Bars in Trades 56 92 19 56 92 19
Avg Bars in Winners 67 111 26 67 111 26
Avg Bars in Losers 45 74 13 45 74 13
Bars Traded 4558 3773 785 4558 3773 785
Profit Streak 0 0 204.0202 0 0 204.0202
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 49855 637835 -384156 -281254 -168955 -579495
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563148800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228947595,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 183,
            "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": [
        [
            1796762.3891800432,
            1770054.6158569779,
            26707.7733230658,
            719925.9037964679,
            1416315.4230373949,
            -696389.5192409279
        ],
        [
            1796.762389,
            1770.054616,
            26.707773,
            719.925904,
            1416.315423,
            -696.389519
        ],
        [
            0.755895,
            0.744659,
            0.011236,
            0.088556,
            0.114448,
            0
        ],
        [
            379.656961,
            379.656961,
            379.656961,
            379.656961,
            379.656961,
            379.656961
        ],
        [
            -167099,
            -171280,
            -61590,
            -10663156,
            -9896455,
            -1991963
        ],
        [
            4.140493,
            5.341366,
            1.162447,
            1.034696,
            1.086557,
            0.841246
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            48.148148,
            46.341463,
            50,
            48.148148,
            46.341463,
            50
        ],
        [
            4.458993,
            6.184739,
            1.162447,
            1.114288,
            1.258118,
            0.841246
        ],
        [
            989075,
            989075,
            41152,
            10059490,
            10059490,
            1499142
        ],
        [
            -49343,
            -49343,
            -27314,
            -5666193,
            -5666193,
            -1720218
        ],
        [
            56,
            92,
            19,
            56,
            92,
            19
        ],
        [
            67,
            111,
            26,
            67,
            111,
            26
        ],
        [
            45,
            74,
            13,
            45,
            74,
            13
        ],
        [
            4558,
            3773,
            785,
            4558,
            3773,
            785
        ],
        [
            0,
            0,
            204.020227,
            0,
            0,
            204.020227
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            49855,
            637835,
            -384156,
            -281254,
            -168955,
            -579495
        ]
    ]
}
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": 1563148800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228947595,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 183,
            "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)