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Trade: THETA/USDT/120/OHLC4/MIDPRICE/8843

Strategy
THETA/USDT/120/OHLC4/MIDPRICE/8843
Pair
THETA_USDT
Interval
2h
Score
421623
Daily Profit
0.176701
Profit Factor
1.608015
Profitability
50.000000
Streak
13.796017
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 02:06
Expiration Time
2025-12-19 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1876887.0282 -46992.7583 -1829894.2698 49890.8747 3856748.3009 -3806857.4262
Total P&L (%) -1876.887 -46.9928 -1829.8943 49.8909 3856.7483 -3806.8574
Avg Daily Profit (%) -0.9009 -0.0226 -0.8784 0.0194 0.1767 0
Buy And Hold Return (%) 484.9872 484.9872 484.9872 484.9872 484.9872 484.9872
Max Trade Drawdown -1941288 -167563 -1861250 -6041771 -1583162 -6732380
Profit Factor 0.2901 0.8911 0.1728 1.0032 1.608 0.5938
Total Trades 300 150 150 300 150 150
Winning Trades 239 116 123 139 75 64
Losing Trades 61 34 27 161 75 86
Profitability (%) 79.6667 77.3333 82 46.3333 50 42.6667
Ratio Avg Win / Avg Loss 0.074 0.2612 0.0379 1.162 1.608 0.7979
Largest Winning Trade 23384 17348 23384 2436748 2436748 1350520
Largest Losing Trade -1484131 -65724 -1484131 -1924196 -642805 -1924196
Avg Bars in Trades 81 92 69 81 92 69
Avg Bars in Winners 22 22 21 93 103 81
Avg Bars in Losers 312 330 290 70 81 61
Bars Traded 24357 13865 10492 24357 13865 10492
Profit Streak 13.796 13.796 56.9627 13.796 13.796 56.9627
Trades During Streak 3 1 12 3 1 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573865 -576127 -574482 -548072 421623 -581695
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579550400000,
    "first_datapoint_time": 1582819200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759619175890,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "offset": 221
        }
    }
}
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": [
        [
            -1876887.028183576,
            -46992.7583494971,
            -1829894.2698340772,
            49890.8746663167,
            3856748.3008899693,
            -3806857.426223654
        ],
        [
            -1876.887028,
            -46.992758,
            -1829.89427,
            49.890875,
            3856.748301,
            -3806.857426
        ],
        [
            -0.900907,
            -0.022557,
            -0.878351,
            0.019429,
            0.176701,
            0
        ],
        [
            484.987196,
            484.987196,
            484.987196,
            484.987196,
            484.987196,
            484.987196
        ],
        [
            -1941288,
            -167563,
            -1861250,
            -6041771,
            -1583162,
            -6732380
        ],
        [
            0.290082,
            0.891122,
            0.172816,
            1.003175,
            1.608015,
            0.59376
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            239,
            116,
            123,
            139,
            75,
            64
        ],
        [
            61,
            34,
            27,
            161,
            75,
            86
        ],
        [
            79.666667,
            77.333333,
            82,
            46.333333,
            50,
            42.666667
        ],
        [
            0.074038,
            0.261191,
            0.037935,
            1.161951,
            1.608015,
            0.797864
        ],
        [
            23384,
            17348,
            23384,
            2436748,
            2436748,
            1350520
        ],
        [
            -1484131,
            -65724,
            -1484131,
            -1924196,
            -642805,
            -1924196
        ],
        [
            81,
            92,
            69,
            81,
            92,
            69
        ],
        [
            22,
            22,
            21,
            93,
            103,
            81
        ],
        [
            312,
            330,
            290,
            70,
            81,
            61
        ],
        [
            24357,
            13865,
            10492,
            24357,
            13865,
            10492
        ],
        [
            13.796017,
            13.796017,
            56.962684,
            13.796017,
            13.796017,
            56.962684
        ],
        [
            3,
            1,
            12,
            3,
            1,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573865,
            -576127,
            -574482,
            -548072,
            421623,
            -581695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579550400000,
    "first_datapoint_time": 1582819200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759619175890,
    "expiration_time": 1766095200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "offset": 221
        }
    }
}

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)