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Trade: THETA/USDT/240/WMA/LINREG/3542

Strategy
THETA/USDT/240/WMA/LINREG/3542
Pair
THETA_USDT
Interval
4h
Score
488231
Daily Profit
0.726558
Profit Factor
3.777235
Profitability
40.517241
Streak
4.724331
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-28 04:23
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1713825.6469 1666487.1906 47338.4563 2019165.0695 2310972.8014 -291807.7318
Total P&L (%) 1713.8256 1666.4872 47.3385 2019.1651 2310.9728 -291.8077
Avg Daily Profit (%) 0.7266 0.7065 0.0201 0.1295 0.135 0
Buy And Hold Return (%) 539.1997 539.1997 539.1997 539.1997 539.1997 539.1997
Max Trade Drawdown -150501 -151272 -69152 -4983783 -3836717 -1732084
Profit Factor 3.7772 5.9261 1.1698 1.1846 1.3514 0.9331
Total Trades 116 58 58 116 58 58
Winning Trades 47 21 26 47 21 26
Losing Trades 69 37 32 69 37 32
Profitability (%) 40.5172 36.2069 44.8276 40.5172 36.2069 44.8276
Ratio Avg Win / Avg Loss 5.5453 10.4412 1.4397 1.7391 2.381 1.1484
Largest Winning Trade 1328588 1328588 60615 5149502 5149502 1097873
Largest Losing Trade -48756 -37746 -48756 -2119944 -2119944 -1704723
Avg Bars in Trades 119 115 124 119 115 124
Avg Bars in Winners 164 170 159 164 170 159
Avg Bars in Losers 89 83 95 89 83 95
Bars Traded 13880 6675 7205 13880 6675 7205
Profit Streak 4.7243 0 14.391 4.7243 0 14.391
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488231 -167886 -546572 -41391 -198525 -760103
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022582192,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "offset": 152
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "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": [
        [
            1713825.6469286103,
            1666487.1905961016,
            47338.4563325085,
            2019165.06954337,
            2310972.801354061,
            -291807.7318106908
        ],
        [
            1713.825647,
            1666.487191,
            47.338456,
            2019.16507,
            2310.972801,
            -291.807732
        ],
        [
            0.726558,
            0.706489,
            0.020069,
            0.129538,
            0.135015,
            0
        ],
        [
            539.199729,
            539.199729,
            539.199729,
            539.199729,
            539.199729,
            539.199729
        ],
        [
            -150501,
            -151272,
            -69152,
            -4983783,
            -3836717,
            -1732084
        ],
        [
            3.777235,
            5.926107,
            1.169793,
            1.184607,
            1.351404,
            0.933091
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            40.517241,
            36.206897,
            44.827586,
            40.517241,
            36.206897,
            44.827586
        ],
        [
            5.545303,
            10.441237,
            1.439745,
            1.739104,
            2.381046,
            1.148419
        ],
        [
            1328588,
            1328588,
            60615,
            5149502,
            5149502,
            1097873
        ],
        [
            -48756,
            -37746,
            -48756,
            -2119944,
            -2119944,
            -1704723
        ],
        [
            119,
            115,
            124,
            119,
            115,
            124
        ],
        [
            164,
            170,
            159,
            164,
            170,
            159
        ],
        [
            89,
            83,
            95,
            89,
            83,
            95
        ],
        [
            13880,
            6675,
            7205,
            13880,
            6675,
            7205
        ],
        [
            4.724331,
            0,
            14.390997,
            4.724331,
            0,
            14.390998
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488231,
            -167886,
            -546572,
            -41391,
            -198525,
            -760103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1558411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022582192,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 13,
            "offset": 152
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "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)