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Trade: THETA/USDT/240/KCL/JMA/5257

Strategy
THETA/USDT/240/KCL/JMA/5257
Pair
THETA_USDT
Interval
4h
Score
646766
Daily Profit
5.952123
Profit Factor
33.933207
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2369.330000
Evaluation Time
2025-10-05 05:21
Expiration Time
2025-12-15 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 14069558.5745 14102543.1882 -32984.6137 271196.3433 1533072.6854 -1261876.3422
Total P&L (%) 14069.5586 14102.5432 -32.9846 271.1963 1533.0727 -1261.8763
Avg Daily Profit (%) 5.9382 5.9521 -0.0139 0.0554 0.118 0
Buy And Hold Return (%) 507.5547 507.5547 507.5547 507.5547 507.5547 507.5547
Max Trade Drawdown -320154 -245829 -155920 -5949080 -4129881 -1880260
Profit Factor 22.1148 33.9332 0.8615 1.0395 1.3286 0.4246
Total Trades 66 33 33 66 33 33
Winning Trades 32 11 21 32 11 21
Losing Trades 34 22 12 34 22 12
Profitability (%) 48.4848 33.3333 63.6364 48.4848 33.3333 63.6364
Ratio Avg Win / Avg Loss 23.4969 67.8664 0.4923 1.1045 2.6571 0.2426
Largest Winning Trade 14209697 14209697 34174 5594678 5594678 406212
Largest Losing Trade -51735 -48411 -51735 -1859501 -1859501 -911608
Avg Bars in Trades 199 320 78 199 320 78
Avg Bars in Winners 218 515 63 218 515 63
Avg Bars in Losers 181 223 104 181 223 104
Bars Traded 13179 10589 2590 13179 10589 2590
Profit Streak 0 0 84.9313 0 0 84.9313
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104617 646766 -578477 -590879 -43348 -578477
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14216,
    "evaluation_days": 2369.33,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558195200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630867141,
    "expiration_time": 1765763712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "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": [
        [
            14069558.574484691,
            14102543.188158559,
            -32984.6136738732,
            271196.3432662614,
            1533072.6854276627,
            -1261876.3421613998
        ],
        [
            14069.558574,
            14102.543188,
            -32.984614,
            271.196343,
            1533.072685,
            -1261.876342
        ],
        [
            5.938201,
            5.952123,
            -0.013921,
            0.055371,
            0.117953,
            0
        ],
        [
            507.554738,
            507.554738,
            507.554738,
            507.554738,
            507.554738,
            507.554738
        ],
        [
            -320154,
            -245829,
            -155920,
            -5949080,
            -4129881,
            -1880260
        ],
        [
            22.11477,
            33.933207,
            0.861479,
            1.039539,
            1.328557,
            0.424571
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            32,
            11,
            21,
            32,
            11,
            21
        ],
        [
            34,
            22,
            12,
            34,
            22,
            12
        ],
        [
            48.484848,
            33.333333,
            63.636364,
            48.484848,
            33.333333,
            63.636364
        ],
        [
            23.496943,
            67.866415,
            0.492274,
            1.10451,
            2.657115,
            0.242612
        ],
        [
            14209697,
            14209697,
            34174,
            5594678,
            5594678,
            406212
        ],
        [
            -51735,
            -48411,
            -51735,
            -1859501,
            -1859501,
            -911608
        ],
        [
            199,
            320,
            78,
            199,
            320,
            78
        ],
        [
            218,
            515,
            63,
            218,
            515,
            63
        ],
        [
            181,
            223,
            104,
            181,
            223,
            104
        ],
        [
            13179,
            10589,
            2590,
            13179,
            10589,
            2590
        ],
        [
            0,
            0,
            84.931333,
            0,
            0,
            84.931333
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104617,
            646766,
            -578477,
            -590879,
            -43348,
            -578477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14216,
    "evaluation_days": 2369.33,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558195200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759630867141,
    "expiration_time": 1765763712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "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)