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Trade: THETA/USDT/360/HWMA/DCM/2944

Strategy
THETA/USDT/360/HWMA/DCM/2944
Pair
THETA_USDT
Interval
6h
Score
519601
Daily Profit
0.165405
Profit Factor
2.234554
Profitability
78.651685
Streak
141.306203
Best Strategy
Training Data Length
2370.250000
Evaluation Time
2025-10-05 10:20
Expiration Time
2025-12-15 10:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1400706.3023 52765.6049 -1453471.9071 -86893.8563 -5013206.5682 4926312.7119
Total P&L (%) -1400.7063 52.7656 -1453.4719 -86.8939 -5013.2066 4926.3127
Avg Daily Profit (%) -0.591 0.0223 -0.6132 -0.0857 0 0.1654
Buy And Hold Return (%) 455.1859 455.1859 455.1859 455.1859 455.1859 455.1859
Max Trade Drawdown -1598380 -134801 -1539806 -7457845 -6942684 -2480272
Profit Factor 0.3724 1.1321 0.2068 0.9943 0.5496 2.2346
Total Trades 178 89 89 178 89 89
Winning Trades 147 73 74 133 63 70
Losing Trades 31 16 15 45 26 19
Profitability (%) 82.5843 82.0225 83.1461 74.7191 70.7865 78.6517
Ratio Avg Win / Avg Loss 0.0785 0.2481 0.0419 0.3364 0.2268 0.6065
Largest Winning Trade 23816 23816 18406 2421663 937184 2421663
Largest Losing Trade -1220863 -63716 -1220863 -4472371 -4472371 -1724989
Avg Bars in Trades 51 63 38 51 63 38
Avg Bars in Winners 19 22 17 28 27 30
Avg Bars in Losers 199 251 145 116 149 70
Bars Traded 9085 5645 3440 9085 5645 3440
Profit Streak 85.8062 85.8062 141.3062 85.8062 85.8062 141.3062
Trades During Streak 9 4 9 9 4 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573808 -400363 -575081 -575022 -576713 519601
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648855940,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40638,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "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": [
        [
            -1400706.302250272,
            52765.6048512196,
            -1453471.9071014915,
            -86893.8562965902,
            -5013206.568231359,
            4926312.711934774
        ],
        [
            -1400.706302,
            52.765605,
            -1453.471907,
            -86.893856,
            -5013.206568,
            4926.312712
        ],
        [
            -0.590953,
            0.022262,
            -0.613215,
            -0.085696,
            0,
            0.165405
        ],
        [
            455.185924,
            455.185924,
            455.185924,
            455.185924,
            455.185924,
            455.185924
        ],
        [
            -1598380,
            -134801,
            -1539806,
            -7457845,
            -6942684,
            -2480272
        ],
        [
            0.372412,
            1.13207,
            0.206776,
            0.994254,
            0.549628,
            2.234554
        ],
        [
            178,
            89,
            89,
            178,
            89,
            89
        ],
        [
            147,
            73,
            74,
            133,
            63,
            70
        ],
        [
            31,
            16,
            15,
            45,
            26,
            19
        ],
        [
            82.58427,
            82.022472,
            83.146067,
            74.719101,
            70.786517,
            78.651685
        ],
        [
            0.078536,
            0.248125,
            0.041914,
            0.336402,
            0.226831,
            0.606522
        ],
        [
            23816,
            23816,
            18406,
            2421663,
            937184,
            2421663
        ],
        [
            -1220863,
            -63716,
            -1220863,
            -4472371,
            -4472371,
            -1724989
        ],
        [
            51,
            63,
            38,
            51,
            63,
            38
        ],
        [
            19,
            22,
            17,
            28,
            27,
            30
        ],
        [
            199,
            251,
            145,
            116,
            149,
            70
        ],
        [
            9085,
            5645,
            3440,
            9085,
            5645,
            3440
        ],
        [
            85.806203,
            85.806203,
            141.306203,
            85.806203,
            85.806203,
            141.306203
        ],
        [
            9,
            4,
            9,
            9,
            4,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573808,
            -400363,
            -575081,
            -575022,
            -576713,
            519601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9481,
    "evaluation_days": 2370.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559973600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759648855940,
    "expiration_time": 1765787688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.40638,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 237,
            "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)