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Trade: THETA/USDT/720/WMA/MIDPOINT/5924

Strategy
THETA/USDT/720/WMA/MIDPOINT/5924
Pair
THETA_USDT
Interval
12h
Score
354408
Daily Profit
0.569820
Profit Factor
4.145449
Profitability
42.500000
Streak
68.165572
Best Strategy
Training Data Length
2370.500000
Evaluation Time
2025-10-05 06:58
Expiration Time
2025-12-15 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1360813.2438 1350757.2829 10055.9609 525824.18 128620.5275 397203.6525
Total P&L (%) 1360.8132 1350.7573 10.056 525.8242 128.6205 397.2037
Avg Daily Profit (%) 0.5741 0.5698 0.0042 0.0774 0.0349 0.0677
Buy And Hold Return (%) 641.8367 641.8367 641.8367 641.8367 641.8367 641.8367
Max Trade Drawdown -228755 -125692 -189588 -599066 -599066 -201251
Profit Factor 2.8597 4.1454 1.0333 1.3244 1.1041 2.0296
Total Trades 80 40 40 80 40 40
Winning Trades 38 17 21 38 17 21
Losing Trades 42 23 19 42 23 19
Profitability (%) 47.5 42.5 52.5 47.5 42.5 52.5
Ratio Avg Win / Avg Loss 3.1607 5.6085 0.9349 1.4638 1.4938 1.8363
Largest Winning Trade 915969 915969 32883 426888 426888 149032
Largest Losing Trade -62169 -62169 -54377 -599066 -599066 -74667
Avg Bars in Trades 55 86 25 55 86 25
Avg Bars in Winners 69 108 38 69 108 38
Avg Bars in Losers 43 70 10 43 70 10
Bars Traded 4472 3470 1002 4472 3470 1002
Profit Streak 68.1656 68.1656 649.6656 68.1656 68.1656 649.6656
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12762 354408 -536488 -278112 -420380 -262442
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636705467,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "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": [
        [
            1360813.2438363754,
            1350757.2829348375,
            10055.9609015384,
            525824.1800060706,
            128620.5275272697,
            397203.652478801
        ],
        [
            1360.813244,
            1350.757283,
            10.055961,
            525.82418,
            128.620528,
            397.203652
        ],
        [
            0.574062,
            0.56982,
            0.004242,
            0.077393,
            0.034889,
            0.067681
        ],
        [
            641.836735,
            641.836735,
            641.836735,
            641.836735,
            641.836735,
            641.836735
        ],
        [
            -228755,
            -125692,
            -189588,
            -599066,
            -599066,
            -201251
        ],
        [
            2.859686,
            4.145449,
            1.033264,
            1.324386,
            1.104129,
            2.029604
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            47.5,
            42.5,
            52.5,
            47.5,
            42.5,
            52.5
        ],
        [
            3.160705,
            5.608548,
            0.934858,
            1.463795,
            1.493822,
            1.836309
        ],
        [
            915969,
            915969,
            32883,
            426888,
            426888,
            149032
        ],
        [
            -62169,
            -62169,
            -54377,
            -599066,
            -599066,
            -74667
        ],
        [
            55,
            86,
            25,
            55,
            86,
            25
        ],
        [
            69,
            108,
            38,
            69,
            108,
            38
        ],
        [
            43,
            70,
            10,
            43,
            70,
            10
        ],
        [
            4472,
            3470,
            1002,
            4472,
            3470,
            1002
        ],
        [
            68.165572,
            68.165572,
            649.665572,
            68.165572,
            68.165573,
            649.665573
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12762,
            354408,
            -536488,
            -278112,
            -420380,
            -262442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636705467,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 147,
            "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)