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Trade: THETA/USDT/120/BBL/ZLMA/5888

Strategy
THETA/USDT/120/BBL/ZLMA/5888
Pair
THETA_USDT
Interval
2h
Score
685848
Daily Profit
2.101252
Profit Factor
6.568810
Profitability
42.016807
Streak
3.174385
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-10 23:11
Expiration Time
2025-12-24 19:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4377265.3154 4465405.519 -88140.2035 94620.6809 1229155.3544 -1134534.6734
Total P&L (%) 4377.2653 4465.4055 -88.1402 94.6207 1229.1554 -1134.5347
Avg Daily Profit (%) 2.1013 2.1436 -0.0423 0.032 0.1243 0
Buy And Hold Return (%) 367.3353 367.3353 367.3353 367.3353 367.3353 367.3353
Max Trade Drawdown -316865 -266448 -84642 -6816943 -5455826 -1904872
Profit Factor 6.5688 9.7344 0.6792 1.01 1.1909 0.6297
Total Trades 119 59 60 119 59 60
Winning Trades 50 21 29 50 21 29
Losing Trades 69 38 31 69 38 31
Profitability (%) 42.0168 35.5932 48.3333 42.0168 35.5932 48.3333
Ratio Avg Win / Avg Loss 9.065 17.6146 0.7261 1.3937 2.155 0.6732
Largest Winning Trade 4413497 4413497 16498 6475275 6475275 579958
Largest Losing Trade -46556 -46556 -27746 -2322536 -2322536 -1008317
Avg Bars in Trades 204 357 54 204 357 54
Avg Bars in Winners 271 573 53 271 573 53
Avg Bars in Losers 155 237 55 155 237 55
Bars Traded 24357 21073 3284 24357 21073 3284
Profit Streak 3.1744 0 7.2577 3.1744 0 7.2577
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 685848 -159700 -749925 -529304 -221494 -749925
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1581818400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760127066908,
    "expiration_time": 1766598681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.00408
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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": [
        [
            4377265.315447367,
            4465405.518977328,
            -88140.2035299656,
            94620.6809311293,
            1229155.3543667893,
            -1134534.6734356596
        ],
        [
            4377.265315,
            4465.405519,
            -88.140204,
            94.620681,
            1229.155354,
            -1134.534673
        ],
        [
            2.101252,
            2.143563,
            -0.042311,
            0.03197,
            0.124269,
            0
        ],
        [
            367.335283,
            367.335283,
            367.335283,
            367.335283,
            367.335283,
            367.335283
        ],
        [
            -316865,
            -266448,
            -84642,
            -6816943,
            -5455826,
            -1904872
        ],
        [
            6.56881,
            9.734361,
            0.679241,
            1.009957,
            1.190894,
            0.629737
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            69,
            38,
            31,
            69,
            38,
            31
        ],
        [
            42.016807,
            35.59322,
            48.333333,
            42.016807,
            35.59322,
            48.333333
        ],
        [
            9.064958,
            17.614559,
            0.726086,
            1.39374,
            2.154951,
            0.673167
        ],
        [
            4413497,
            4413497,
            16498,
            6475275,
            6475275,
            579958
        ],
        [
            -46556,
            -46556,
            -27746,
            -2322536,
            -2322536,
            -1008317
        ],
        [
            204,
            357,
            54,
            204,
            357,
            54
        ],
        [
            271,
            573,
            53,
            271,
            573,
            53
        ],
        [
            155,
            237,
            55,
            155,
            237,
            55
        ],
        [
            24357,
            21073,
            3284,
            24357,
            21073,
            3284
        ],
        [
            3.174385,
            0,
            7.257719,
            3.174385,
            0,
            7.257719
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            685848,
            -159700,
            -749925,
            -529304,
            -221494,
            -749925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1581818400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760127066908,
    "expiration_time": 1766598681600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.00408
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "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)