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Trade: THETA/USDT/360/ALMA/DCM/6877

Strategy
THETA/USDT/360/ALMA/DCM/6877
Pair
THETA_USDT
Interval
6h
Score
502380
Daily Profit
0.752591
Profit Factor
6.415209
Profitability
36.363636
Streak
37.726804
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 14:26
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1755471.2649 1775738.9399 -20267.675 474469.3273 173563.0529 300906.2743
Total P&L (%) 1755.4713 1775.7389 -20.2677 474.4693 173.5631 300.9063
Avg Daily Profit (%) 0.744 0.7526 -0.0086 0.0741 0.0427 0.0589
Buy And Hold Return (%) 567.2566 567.2566 567.2566 567.2566 567.2566 567.2566
Max Trade Drawdown -217752 -188887 -112693 -1884848 -1440007 -503217
Profit Factor 3.8918 6.4152 0.9274 1.1586 1.0915 1.2748
Total Trades 66 33 33 66 33 33
Winning Trades 27 12 15 27 12 15
Losing Trades 39 21 18 39 21 18
Profitability (%) 40.9091 36.3636 45.4545 40.9091 36.3636 45.4545
Ratio Avg Win / Avg Loss 5.6216 11.2266 1.1129 1.6735 1.9101 1.5298
Largest Winning Trade 1528458 1528458 63838 1362189 1362189 570802
Largest Losing Trade -50381 -37214 -50381 -390230 -390230 -243921
Avg Bars in Trades 140 151 128 140 151 128
Avg Bars in Winners 196 216 180 196 216 180
Avg Bars in Losers 101 114 85 101 114 85
Bars Traded 9247 4994 4253 9247 4994 4253
Profit Streak 8.7268 37.7268 0 8.7268 37.7268 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115000 502380 -580903 -436348 -424795 -280846

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558375200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885995900,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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": [
        [
            1755471.2649426293,
            1775738.9399462927,
            -20267.6750036635,
            474469.3272567691,
            173563.0529269649,
            300906.2743298036
        ],
        [
            1755.471265,
            1775.73894,
            -20.267675,
            474.469327,
            173.563053,
            300.906274
        ],
        [
            0.744001,
            0.752591,
            -0.00859,
            0.074123,
            0.042661,
            0.058867
        ],
        [
            567.256637,
            567.256637,
            567.256637,
            567.256637,
            567.256637,
            567.256637
        ],
        [
            -217752,
            -188887,
            -112693,
            -1884848,
            -1440007,
            -503217
        ],
        [
            3.891842,
            6.415209,
            0.927389,
            1.158604,
            1.091511,
            1.274824
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            40.909091,
            36.363636,
            45.454545,
            40.909091,
            36.363636,
            45.454545
        ],
        [
            5.62155,
            11.226615,
            1.112866,
            1.673539,
            1.910145,
            1.529789
        ],
        [
            1528458,
            1528458,
            63838,
            1362189,
            1362189,
            570802
        ],
        [
            -50381,
            -37214,
            -50381,
            -390230,
            -390230,
            -243921
        ],
        [
            140,
            151,
            128,
            140,
            151,
            128
        ],
        [
            196,
            216,
            180,
            196,
            216,
            180
        ],
        [
            101,
            114,
            85,
            101,
            114,
            85
        ],
        [
            9247,
            4994,
            4253,
            9247,
            4994,
            4253
        ],
        [
            8.726804,
            37.726804,
            0,
            8.726804,
            37.726804,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115000,
            502380,
            -580903,
            -436348,
            -424795,
            -280846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558375200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885995900,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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)