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Trade: THETA/USDT/120/DCL/HWMA/8971

Strategy
THETA/USDT/120/DCL/HWMA/8971
Pair
THETA_USDT
Interval
2h
Score
435979
Daily Profit
0.663484
Profit Factor
3.020951
Profitability
41.242938
Streak
39.647398
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 06:32
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1381704.428 1347580.5954 34123.8327 1438097.2341 1291662.1443 146435.0897
Total P&L (%) 1381.7044 1347.5806 34.1238 1438.0972 1291.6621 146.4351
Avg Daily Profit (%) 0.6635 0.6471 0.0164 0.1313 0.1265 0.0433
Buy And Hold Return (%) 558.4578 558.4578 558.4578 558.4578 558.4578 558.4578
Max Trade Drawdown -148855 -173026 -38759 -3521890 -3382561 -929550
Profit Factor 3.021 3.5266 1.227 1.1164 1.1303 1.06
Total Trades 177 88 89 177 88 89
Winning Trades 73 30 43 73 30 43
Losing Trades 104 58 46 104 58 46
Profitability (%) 41.2429 34.0909 48.3146 41.2429 34.0909 48.3146
Ratio Avg Win / Avg Loss 4.3038 6.818 1.3126 1.5905 2.1852 1.134
Largest Winning Trade 773784 773784 15093 3471524 3471524 305871
Largest Losing Trade -43545 -43545 -17629 -1137162 -1137162 -432405
Avg Bars in Trades 137 271 6 137 271 6
Avg Bars in Winners 209 501 6 209 501 6
Avg Bars in Losers 87 151 5 87 151 5
Bars Traded 24396 23852 544 24396 23852 544
Profit Streak 39.6474 0 39.7307 39.6474 0 39.7307
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435979 285568 -337244 -114094 -111144 -455472
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759030335156,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1381704.428048949,
            1347580.5953749649,
            34123.8326739842,
            1438097.234071005,
            1291662.144341217,
            146435.0897297885
        ],
        [
            1381.704428,
            1347.580595,
            34.123833,
            1438.097234,
            1291.662144,
            146.43509
        ],
        [
            0.663484,
            0.647098,
            0.016386,
            0.131329,
            0.126519,
            0.043319
        ],
        [
            558.457777,
            558.457777,
            558.457777,
            558.457777,
            558.457777,
            558.457777
        ],
        [
            -148855,
            -173026,
            -38759,
            -3521890,
            -3382561,
            -929550
        ],
        [
            3.020951,
            3.52655,
            1.227005,
            1.116387,
            1.130253,
            1.060024
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            73,
            30,
            43,
            73,
            30,
            43
        ],
        [
            104,
            58,
            46,
            104,
            58,
            46
        ],
        [
            41.242938,
            34.090909,
            48.314607,
            41.242938,
            34.090909,
            48.314607
        ],
        [
            4.303821,
            6.817997,
            1.31261,
            1.590469,
            2.185156,
            1.133979
        ],
        [
            773784,
            773784,
            15093,
            3471524,
            3471524,
            305871
        ],
        [
            -43545,
            -43545,
            -17629,
            -1137162,
            -1137162,
            -432405
        ],
        [
            137,
            271,
            6,
            137,
            271,
            6
        ],
        [
            209,
            501,
            6,
            209,
            501,
            6
        ],
        [
            87,
            151,
            5,
            87,
            151,
            5
        ],
        [
            24396,
            23852,
            544,
            24396,
            23852,
            544
        ],
        [
            39.647398,
            0,
            39.730731,
            39.647398,
            0,
            39.730731
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435979,
            285568,
            -337244,
            -114094,
            -111144,
            -455472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579672800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759030335156,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)