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Trade: THETA/USDT/240/SWMA/KCL/7271

Strategy
THETA/USDT/240/SWMA/KCL/7271
Pair
THETA_USDT
Interval
4h
Score
310124
Daily Profit
0.150869
Profit Factor
1.745145
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2368.500000
Evaluation Time
2025-10-04 08:15
Expiration Time
2025-12-14 07:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 992135.0945 912675.7019 79459.3927 4155147.4585 701251.9221 3453895.5364
Total P&L (%) 992.1351 912.6757 79.4594 4155.1475 701.2519 3453.8955
Avg Daily Profit (%) 0.4189 0.3853 0.0335 0.1585 0.0879 0.1509
Buy And Hold Return (%) 538.407 538.407 538.407 538.407 538.407 538.407
Max Trade Drawdown -134834 -138202 -80093 -4547856 -4477914 -1272921
Profit Factor 2.9174 4.3201 1.3276 1.3281 1.0873 1.7451
Total Trades 63 32 31 63 32 31
Winning Trades 26 12 14 26 12 14
Losing Trades 37 20 17 37 20 17
Profitability (%) 41.2698 37.5 45.1613 41.2698 37.5 45.1613
Ratio Avg Win / Avg Loss 4.1517 7.2002 1.6121 1.89 1.8122 2.1191
Largest Winning Trade 371739 371739 63568 2800514 2800514 2424531
Largest Losing Trade -34002 -32239 -34002 -1781192 -1781192 -1272921
Avg Bars in Trades 220 178 263 220 178 263
Avg Bars in Winners 356 325 383 356 325 383
Avg Bars in Losers 124 90 164 124 90 164
Bars Traded 13876 5709 8167 13876 5709 8167
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147130 111724 -314411 -145623 -275110 310124
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558252800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759554943294,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "offset": 98
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 35,
            "scalar": 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": [
        [
            992135.0945477732,
            912675.7018637441,
            79459.3926840296,
            4155147.4585240176,
            701251.9221257758,
            3453895.536398241
        ],
        [
            992.135095,
            912.675702,
            79.459393,
            4155.147459,
            701.251922,
            3453.895536
        ],
        [
            0.418888,
            0.385339,
            0.033548,
            0.158484,
            0.0879,
            0.150869
        ],
        [
            538.406974,
            538.406974,
            538.406974,
            538.406974,
            538.406974,
            538.406974
        ],
        [
            -134834,
            -138202,
            -80093,
            -4547856,
            -4477914,
            -1272921
        ],
        [
            2.917393,
            4.320116,
            1.327604,
            1.328091,
            1.087335,
            1.745145
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            41.269841,
            37.5,
            45.16129,
            41.269841,
            37.5,
            45.16129
        ],
        [
            4.151675,
            7.200193,
            1.612091,
            1.889976,
            1.812226,
            2.119105
        ],
        [
            371739,
            371739,
            63568,
            2800514,
            2800514,
            2424531
        ],
        [
            -34002,
            -32239,
            -34002,
            -1781192,
            -1781192,
            -1272921
        ],
        [
            220,
            178,
            263,
            220,
            178,
            263
        ],
        [
            356,
            325,
            383,
            356,
            325,
            383
        ],
        [
            124,
            90,
            164,
            124,
            90,
            164
        ],
        [
            13876,
            5709,
            8167,
            13876,
            5709,
            8167
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147130,
            111724,
            -314411,
            -145623,
            -275110,
            310124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14211,
    "evaluation_days": 2368.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558252800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759554943294,
    "expiration_time": 1765689552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 136,
            "offset": 98
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 64,
            "offset": 35,
            "scalar": 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)