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Trade: THETA/USDT/720/SMA/MIDPOINT/4723

Strategy
THETA/USDT/720/SMA/MIDPOINT/4723
Pair
THETA_USDT
Interval
12h
Score
331885
Daily Profit
0.615010
Profit Factor
5.503017
Profitability
30.555556
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 1362208.3987 1451423.0575 -89214.6588 -13491.7009 -15771.6977 2279.9967
Total P&L (%) 1362.2084 1451.4231 -89.2147 -13.4917 -15.7717 2.28
Avg Daily Profit (%) 0.5772 0.615 -0.0378 -0.0061 -0.0073 0.001
Buy And Hold Return (%) 458.8083 458.8083 458.8083 458.8083 458.8083 458.8083
Max Trade Drawdown -151281 -141086 -144437 -440346 -405176 -160711
Profit Factor 2.9986 5.503 0.7517 0.9887 0.9761 1.0043
Total Trades 72 36 36 72 36 36
Winning Trades 23 11 12 23 11 12
Losing Trades 49 25 24 49 25 24
Profitability (%) 31.9444 30.5556 33.3333 31.9444 30.5556 33.3333
Ratio Avg Win / Avg Loss 6.3884 12.5069 1.5033 2.1064 2.2185 2.0085
Largest Winning Trade 1353912 1353912 56054 374160 374160 127431
Largest Losing Trade -76194 -36058 -76194 -142757 -142757 -77790
Avg Bars in Trades 63 58 68 63 58 68
Avg Bars in Winners 127 104 148 127 104 148
Avg Bars in Losers 32 37 27 32 37 27
Bars Traded 4545 2097 2448 4545 2097 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 -76948 331885 -584483 -668799 -585564 -578533

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561420800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930307037,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 14,
            "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": [
        [
            1362208.398689753,
            1451423.0574780826,
            -89214.6587883291,
            -13491.7009098929,
            -15771.6976574628,
            2279.9967475699
        ],
        [
            1362.208399,
            1451.423057,
            -89.214659,
            -13.491701,
            -15.771698,
            2.279997
        ],
        [
            0.577207,
            0.61501,
            -0.037803,
            -0.006141,
            -0.007273,
            0.000955
        ],
        [
            458.808271,
            458.808271,
            458.808271,
            458.808271,
            458.808271,
            458.808271
        ],
        [
            -151281,
            -141086,
            -144437,
            -440346,
            -405176,
            -160711
        ],
        [
            2.998616,
            5.503017,
            0.751667,
            0.988728,
            0.976128,
            1.004252
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            31.944444,
            30.555556,
            33.333333,
            31.944444,
            30.555556,
            33.333333
        ],
        [
            6.388356,
            12.506857,
            1.503333,
            2.10642,
            2.218472,
            2.008504
        ],
        [
            1353912,
            1353912,
            56054,
            374160,
            374160,
            127431
        ],
        [
            -76194,
            -36058,
            -76194,
            -142757,
            -142757,
            -77790
        ],
        [
            63,
            58,
            68,
            63,
            58,
            68
        ],
        [
            127,
            104,
            148,
            127,
            104,
            148
        ],
        [
            32,
            37,
            27,
            32,
            37,
            27
        ],
        [
            4545,
            2097,
            2448,
            4545,
            2097,
            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
        ],
        [
            -76948,
            331885,
            -584483,
            -668799,
            -585564,
            -578533
        ]
    ]
}
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": 1561420800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758930307037,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 14,
            "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)