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Trade: THETA/USDT/240/SWMA/KCL/5599

Strategy
THETA/USDT/240/SWMA/KCL/5599
Pair
THETA_USDT
Interval
4h
Score
478558
Daily Profit
0.367026
Profit Factor
2.680109
Profitability
43.333333
Streak
232.026599
Best Strategy
Training Data Length
2367.000000
Evaluation Time
2025-10-02 23:38
Expiration Time
2025-12-12 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -9115600.0695 59808.2397 -9175408.3092 402993340.8223 -180383962.025 583377302.8473
Total P&L (%) -9115.6001 59.8082 -9175.4083 402993.3408 -180383.962 583377.3028
Avg Daily Profit (%) -3.8511 0.0253 -3.8764 0.3513 0 0.367
Buy And Hold Return (%) 718.662 718.662 718.662 718.662 718.662 718.662
Max Trade Drawdown -9246594 -56869 -9271121 -194363222 -197105259 -170483146
Profit Factor 0.0588 1.5651 0.0422 1.6162 0.412 2.6801
Total Trades 60 30 30 60 30 30
Winning Trades 37 18 19 29 16 13
Losing Trades 23 12 11 31 14 17
Profitability (%) 61.6667 60 63.3333 48.3333 53.3333 43.3333
Ratio Avg Win / Avg Loss 0.0365 1.0434 0.0244 1.7277 0.3605 3.5048
Largest Winning Trade 63993 27654 63993 569554582 36075580 569554582
Largest Losing Trade -9183539 -23443 -9183539 -103708456 -103708456 -59981771
Avg Bars in Trades 224 56 393 224 56 393
Avg Bars in Winners 191 56 319 199 56 374
Avg Bars in Losers 277 55 520 248 56 407
Bars Traded 13483 1690 11793 13483 1690 11793
Profit Streak 186.6933 186.6933 232.0266 186.6933 186.6933 232.0266
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -751380 -320967 -577741 -160372 -579420 478558
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14202,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557172800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437498195,
    "expiration_time": 1765556064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -9115600.069484485,
            59808.2397178212,
            -9175408.309202304,
            402993340.8222923,
            -180383962.02499896,
            583377302.8472911
        ],
        [
            -9115.600069,
            59.80824,
            -9175.408309,
            402993.340822,
            -180383.962025,
            583377.302847
        ],
        [
            -3.85112,
            0.025268,
            -3.876387,
            0.351345,
            0,
            0.367026
        ],
        [
            718.661972,
            718.661972,
            718.661972,
            718.661972,
            718.661972,
            718.661972
        ],
        [
            -9246594,
            -56869,
            -9271121,
            -194363222,
            -197105259,
            -170483146
        ],
        [
            0.058793,
            1.565135,
            0.042151,
            1.616219,
            0.411955,
            2.680109
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            18,
            19,
            29,
            16,
            13
        ],
        [
            23,
            12,
            11,
            31,
            14,
            17
        ],
        [
            61.666667,
            60,
            63.333333,
            48.333333,
            53.333333,
            43.333333
        ],
        [
            0.036547,
            1.043423,
            0.024403,
            1.727682,
            0.36046,
            3.504758
        ],
        [
            63993,
            27654,
            63993,
            569554582,
            36075580,
            569554582
        ],
        [
            -9183539,
            -23443,
            -9183539,
            -103708456,
            -103708456,
            -59981771
        ],
        [
            224,
            56,
            393,
            224,
            56,
            393
        ],
        [
            191,
            56,
            319,
            199,
            56,
            374
        ],
        [
            277,
            55,
            520,
            248,
            56,
            407
        ],
        [
            13483,
            1690,
            11793,
            13483,
            1690,
            11793
        ],
        [
            186.693266,
            186.693266,
            232.026599,
            186.693266,
            186.693266,
            232.026599
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -751380,
            -320967,
            -577741,
            -160372,
            -579420,
            478558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14202,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557172800000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759437498195,
    "expiration_time": 1765556064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)