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Trade: THETA/USDT/360/HL2/KCL/1640

Strategy
THETA/USDT/360/HL2/KCL/1640
Pair
THETA_USDT
Interval
6h
Score
319927
Daily Profit
0.319839
Profit Factor
1.397831
Profitability
40.425532
Streak
155.562627
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 04:30
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 -10347491.4298 23693.1073 -10371184.5371 187063278.8701 -37305104.1571 224368383.0273
Total P&L (%) -10347.4914 23.6931 -10371.1845 187063.2789 -37305.1042 224368.383
Avg Daily Profit (%) -4.3855 0.01 -4.3955 0.3198 0 0.3276
Buy And Hold Return (%) 470.3048 470.3048 470.3048 470.3048 470.3048 470.3048
Max Trade Drawdown -10525378 -44393 -10509329 -150716458 -77521312 -145807326
Profit Factor 0.0548 1.1429 0.038 1.3978 0.7881 1.7627
Total Trades 141 71 70 141 71 70
Winning Trades 107 47 60 57 31 26
Losing Trades 34 24 10 84 40 44
Profitability (%) 75.8865 66.1972 85.7143 40.4255 43.662 37.1429
Ratio Avg Win / Avg Loss 0.0174 0.5836 0.0063 2.06 1.0169 2.983
Largest Winning Trade 28815 20334 28815 309687647 31206722 309687647
Largest Losing Trade -10493266 -41703 -10493266 -123700050 -43934193 -123700050
Avg Bars in Trades 59 14 105 59 14 105
Avg Bars in Winners 39 5 66 56 15 104
Avg Bars in Losers 122 31 342 61 12 106
Bars Traded 8396 1007 7389 8396 1007 7389
Profit Streak 155.5626 155.5626 220.3126 155.5626 155.5626 220.3126
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575389 -493487 -669107 319927 -667292 -85581

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": 1559023200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850210938,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -10347491.42975007,
            23693.107349381,
            -10371184.537099449,
            187063278.8701236,
            -37305104.15713113,
            224368383.0272547
        ],
        [
            -10347.49143,
            23.693107,
            -10371.184537,
            187063.27887,
            -37305.104157,
            224368.383027
        ],
        [
            -4.385459,
            0.010042,
            -4.395501,
            0.319839,
            0,
            0.327567
        ],
        [
            470.304818,
            470.304818,
            470.304818,
            470.304818,
            470.304818,
            470.304818
        ],
        [
            -10525378,
            -44393,
            -10509329,
            -150716458,
            -77521312,
            -145807326
        ],
        [
            0.054757,
            1.142945,
            0.038027,
            1.397831,
            0.788073,
            1.76269
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            107,
            47,
            60,
            57,
            31,
            26
        ],
        [
            34,
            24,
            10,
            84,
            40,
            44
        ],
        [
            75.886525,
            66.197183,
            85.714286,
            40.425532,
            43.661972,
            37.142857
        ],
        [
            0.017399,
            0.583632,
            0.006338,
            2.059961,
            1.016868,
            2.983014
        ],
        [
            28815,
            20334,
            28815,
            309687647,
            31206722,
            309687647
        ],
        [
            -10493266,
            -41703,
            -10493266,
            -123700050,
            -43934193,
            -123700050
        ],
        [
            59,
            14,
            105,
            59,
            14,
            105
        ],
        [
            39,
            5,
            66,
            56,
            15,
            104
        ],
        [
            122,
            31,
            342,
            61,
            12,
            106
        ],
        [
            8396,
            1007,
            7389,
            8396,
            1007,
            7389
        ],
        [
            155.562626,
            155.562627,
            220.312627,
            155.562627,
            155.562627,
            220.312627
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575389,
            -493487,
            -669107,
            319927,
            -667292,
            -85581
        ]
    ]
}
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": 1559023200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758850210938,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)