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Trade: THETA/USDT/360/DCM/LINREG/9558

Strategy
THETA/USDT/360/DCM/LINREG/9558
Pair
THETA_USDT
Interval
6h
Score
523043
Daily Profit
0.701316
Profit Factor
9.341811
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
2370.750000
Evaluation Time
2025-10-06 01:25
Expiration Time
2025-12-15 22:56

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1560603.2027 1662645.1747 -102041.972 -471340.4648 -191961.3109 -279379.154
Total P&L (%) 1560.6032 1662.6452 -102.042 -471.3405 -191.9613 -279.3792
Avg Daily Profit (%) 0.6583 0.7013 -0.043 0 0 0
Buy And Hold Return (%) 608.9661 608.9661 608.9661 608.9661 608.9661 608.9661
Max Trade Drawdown -192916 -74943 -256944 -661865 -399709 -374222
Profit Factor 3.6732 9.3418 0.7346 0.6955 0.7376 0.6577
Total Trades 66 33 33 66 33 33
Winning Trades 27 14 13 34 17 17
Losing Trades 39 19 20 32 16 16
Profitability (%) 40.9091 42.4242 39.3939 51.5152 51.5152 51.5152
Ratio Avg Win / Avg Loss 5.3057 12.6782 1.1302 0.6546 0.6942 0.619
Largest Winning Trade 1670283 1670283 51885 106411 94751 106411
Largest Losing Trade -153598 -29071 -153598 -339591 -339591 -189899
Avg Bars in Trades 137 111 162 137 111 162
Avg Bars in Winners 247 170 330 67 55 79
Avg Bars in Losers 60 68 53 211 171 251
Bars Traded 9046 3682 5364 9046 3682 5364
Profit Streak 0 0 0 75.4343 251.1843 75.4343
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117036 523043 -583260 -707709 -579635 -580048
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9483,
    "evaluation_days": 2370.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563084000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703126023,
    "expiration_time": 1765832184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 229
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 166,
            "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": [
        [
            1560603.2026949006,
            1662645.1746814023,
            -102041.9719865014,
            -471340.4648462795,
            -191961.3108835681,
            -279379.1539627116
        ],
        [
            1560.603203,
            1662.645175,
            -102.041972,
            -471.340465,
            -191.961311,
            -279.379154
        ],
        [
            0.658274,
            0.701316,
            -0.043042,
            0,
            0,
            0
        ],
        [
            608.966051,
            608.966051,
            608.966051,
            608.966051,
            608.966051,
            608.966051
        ],
        [
            -192916,
            -74943,
            -256944,
            -661865,
            -399709,
            -374222
        ],
        [
            3.673162,
            9.341811,
            0.734604,
            0.695476,
            0.737616,
            0.657703
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            27,
            14,
            13,
            34,
            17,
            17
        ],
        [
            39,
            19,
            20,
            32,
            16,
            16
        ],
        [
            40.909091,
            42.424242,
            39.393939,
            51.515152,
            51.515152,
            51.515152
        ],
        [
            5.305679,
            12.678172,
            1.13016,
            0.654565,
            0.694227,
            0.619014
        ],
        [
            1670283,
            1670283,
            51885,
            106411,
            94751,
            106411
        ],
        [
            -153598,
            -29071,
            -153598,
            -339591,
            -339591,
            -189899
        ],
        [
            137,
            111,
            162,
            137,
            111,
            162
        ],
        [
            247,
            170,
            330,
            67,
            55,
            79
        ],
        [
            60,
            68,
            53,
            211,
            171,
            251
        ],
        [
            9046,
            3682,
            5364,
            9046,
            3682,
            5364
        ],
        [
            0,
            0,
            0,
            75.434329,
            251.184329,
            75.434329
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117036,
            523043,
            -583260,
            -707709,
            -579635,
            -580048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9483,
    "evaluation_days": 2370.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563084000000,
    "last_datapoint_time": 1759687200000,
    "evaluation_time": 1759703126023,
    "expiration_time": 1765832184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 229
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 166,
            "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)