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Trade: THETA/USDT/720/SWMA/MIDPOINT/8851

Strategy
THETA/USDT/720/SWMA/MIDPOINT/8851
Pair
THETA_USDT
Interval
12h
Score
675482
Daily Profit
0.797694
Profit Factor
5.401591
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 02:18
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 1758779.3675 1896119.1712 -137339.8037 -57209.6692 -43603.1005 -13606.5687
Total P&L (%) 1758.7794 1896.1192 -137.3398 -57.2097 -43.6031 -13.6066
Avg Daily Profit (%) 0.7399 0.7977 -0.0578 -0.0357 -0.0241 -0.0062
Buy And Hold Return (%) 231.9073 231.9073 231.9073 231.9073 231.9073 231.9073
Max Trade Drawdown -314935 -244065 -144209 -1616133 -1219260 -480063
Profit Factor 3.1361 5.4016 0.6501 0.9755 0.9694 0.985
Total Trades 78 39 39 78 39 39
Winning Trades 35 17 18 35 17 18
Losing Trades 43 22 21 43 22 21
Profitability (%) 44.8718 43.5897 46.1538 44.8718 43.5897 46.1538
Ratio Avg Win / Avg Loss 3.853 6.9903 0.7585 1.1984 1.2545 1.1491
Largest Winning Trade 1810635 1810635 63230 1128034 1128034 326195
Largest Losing Trade -46311 -44745 -46311 -459765 -332251 -459765
Avg Bars in Trades 58 66 49 58 66 49
Avg Bars in Winners 71 76 67 71 76 67
Avg Bars in Losers 47 58 35 47 58 35
Bars Traded 4535 2590 1944 4535 2590 1944
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 -22126 675482 -582253 -619883 -581583 -580586
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560168000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224736050,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "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": [
        [
            1758779.3674521877,
            1896119.1711741486,
            -137339.8037219605,
            -57209.6692030506,
            -43603.1005454806,
            -13606.5686575704
        ],
        [
            1758.779367,
            1896.119171,
            -137.339804,
            -57.209669,
            -43.603101,
            -13.606569
        ],
        [
            0.739916,
            0.797694,
            -0.057779,
            -0.035705,
            -0.024093,
            -0.006153
        ],
        [
            231.907259,
            231.907259,
            231.907259,
            231.907259,
            231.907259,
            231.907259
        ],
        [
            -314935,
            -244065,
            -144209,
            -1616133,
            -1219260,
            -480063
        ],
        [
            3.136137,
            5.401591,
            0.650148,
            0.975453,
            0.969402,
            0.984975
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            44.871795,
            43.589744,
            46.153846,
            44.871795,
            43.589744,
            46.153846
        ],
        [
            3.852968,
            6.990294,
            0.758506,
            1.198414,
            1.254521,
            1.149138
        ],
        [
            1810635,
            1810635,
            63230,
            1128034,
            1128034,
            326195
        ],
        [
            -46311,
            -44745,
            -46311,
            -459765,
            -332251,
            -459765
        ],
        [
            58,
            66,
            49,
            58,
            66,
            49
        ],
        [
            71,
            76,
            67,
            71,
            76,
            67
        ],
        [
            47,
            58,
            35,
            47,
            58,
            35
        ],
        [
            4535,
            2590,
            1944,
            4535,
            2590,
            1944
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22126,
            675482,
            -582253,
            -619883,
            -581583,
            -580586
        ]
    ]
}
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": 1560168000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760224736050,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 84,
            "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)