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Trade: THETA/USDT/720/SUPERTREND/BBL/6158

Strategy
THETA/USDT/720/SUPERTREND/BBL/6158
Pair
THETA_USDT
Interval
12h
Score
493349
Daily Profit
0.197218
Profit Factor
2.267843
Profitability
62.500000
Streak
75.004682
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 15:06
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 -1846817.0213 28119.1229 -1874936.1442 -1329835.4645 10355932.4187 -11685767.8832
Total P&L (%) -1846.817 28.1191 -1874.9361 -1329.8355 10355.9324 -11685.7679
Avg Daily Profit (%) -0.7826 0.0119 -0.7945 0 0.1972 0
Buy And Hold Return (%) 484.4508 484.4508 484.4508 484.4508 484.4508 484.4508
Max Trade Drawdown -1928462 -88797 -1968683 -49976822 -4067450 -48656429
Profit Factor 0.2819 1.1561 0.2161 0.9824 2.2678 0.8261
Total Trades 80 40 40 80 40 40
Winning Trades 42 23 19 45 25 20
Losing Trades 38 17 21 35 15 20
Profitability (%) 52.5 57.5 47.5 56.25 62.5 50
Ratio Avg Win / Avg Loss 0.2551 0.8545 0.2388 0.7641 1.3607 0.8261
Largest Winning Trade 69266 40919 69266 13082920 3505779 13082920
Largest Losing Trade -1166472 -24205 -1166472 -26112077 -4067450 -26112077
Avg Bars in Trades 56 12 100 56 12 100
Avg Bars in Winners 61 10 124 58 15 111
Avg Bars in Losers 50 15 79 54 7 89
Bars Traded 4529 495 4034 4529 495 4034
Profit Streak 0 0 0 75.0047 75.0047 78.0047
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -604231 -391899 -581722 -602780 493349 -580192
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888404507,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 3.21581
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 1.35451
        }
    }
}
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": [
        [
            -1846817.021307341,
            28119.1228529454,
            -1874936.1441602868,
            -1329835.4644638542,
            10355932.418713823,
            -11685767.883177672
        ],
        [
            -1846.817021,
            28.119123,
            -1874.936144,
            -1329.835464,
            10355.932419,
            -11685.767883
        ],
        [
            -0.78255,
            0.011915,
            -0.794464,
            0,
            0.197218,
            0
        ],
        [
            484.450818,
            484.450818,
            484.450818,
            484.450818,
            484.450818,
            484.450818
        ],
        [
            -1928462,
            -88797,
            -1968683,
            -49976822,
            -4067450,
            -48656429
        ],
        [
            0.281921,
            1.156103,
            0.216083,
            0.982351,
            2.267843,
            0.82606
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            42,
            23,
            19,
            45,
            25,
            20
        ],
        [
            38,
            17,
            21,
            35,
            15,
            20
        ],
        [
            52.5,
            57.5,
            47.5,
            56.25,
            62.5,
            50
        ],
        [
            0.255071,
            0.854511,
            0.238829,
            0.764051,
            1.360706,
            0.82606
        ],
        [
            69266,
            40919,
            69266,
            13082920,
            3505779,
            13082920
        ],
        [
            -1166472,
            -24205,
            -1166472,
            -26112077,
            -4067450,
            -26112077
        ],
        [
            56,
            12,
            100,
            56,
            12,
            100
        ],
        [
            61,
            10,
            124,
            58,
            15,
            111
        ],
        [
            50,
            15,
            79,
            54,
            7,
            89
        ],
        [
            4529,
            495,
            4034,
            4529,
            495,
            4034
        ],
        [
            0,
            0,
            0,
            75.004682,
            75.004682,
            78.004682
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -604231,
            -391899,
            -581722,
            -602780,
            493349,
            -580192
        ]
    ]
}
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": 1560772800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888404507,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 137,
            "offset": 0,
            "multiplier": 3.21581
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 1.35451
        }
    }
}

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)