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Trade: THETA/USDT/360/KCU/PWMA/5304

Strategy
THETA/USDT/360/KCU/PWMA/5304
Pair
THETA_USDT
Interval
6h
Score
328109
Daily Profit
0.216896
Profit Factor
1.303450
Profitability
64.864865
Streak
56.697398
Best Strategy
Training Data Length
2366.250000
Evaluation Time
2025-10-01 13:44
Expiration Time
2025-12-11 07:42

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2139929.2822 116285.3707 -2256214.6528 13601305.4434 -3145562.221 16746867.6644
Total P&L (%) -2139.9293 116.2854 -2256.2147 13601.3054 -3145.5622 16746.8677
Avg Daily Profit (%) -0.9044 0.0491 -0.9535 0.2081 0 0.2169
Buy And Hold Return (%) 733.4297 733.4297 733.4297 733.4297 733.4297 733.4297
Max Trade Drawdown -2465185 -61219 -2465762 -42157850 -25045317 -40256938
Profit Factor 0.2292 2.1073 0.1554 1.1586 0.8972 1.3035
Total Trades 74 37 37 74 37 37
Winning Trades 51 28 23 51 27 24
Losing Trades 23 9 14 23 10 13
Profitability (%) 68.9189 75.6757 62.1622 68.9189 72.973 64.8649
Ratio Avg Win / Avg Loss 0.1034 0.6774 0.0946 0.5225 0.3323 0.706
Largest Winning Trade 34383 32372 34383 10703760 4621328 10703760
Largest Losing Trade -2214429 -47734 -2214429 -34706809 -21963155 -34706809
Avg Bars in Trades 118 17 218 118 17 218
Avg Bars in Winners 74 15 146 104 16 204
Avg Bars in Losers 214 23 337 148 22 245
Bars Traded 8751 655 8096 8751 655 8096
Profit Streak 56.6974 204.9474 56.6974 56.6974 204.9474 56.6974
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -645844 -286858 -578634 -104731 -576156 328109
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9465,
    "evaluation_days": 2366.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557511200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315455211,
    "expiration_time": 1765431720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 42,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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": [
        [
            -2139929.282157158,
            116285.3706573159,
            -2256214.6528144744,
            13601305.443373216,
            -3145562.2209808007,
            16746867.664354026
        ],
        [
            -2139.929282,
            116.285371,
            -2256.214653,
            13601.305443,
            -3145.562221,
            16746.867664
        ],
        [
            -0.904355,
            0.049143,
            -0.953498,
            0.208143,
            0,
            0.216896
        ],
        [
            733.429661,
            733.429661,
            733.429661,
            733.429661,
            733.429661,
            733.429661
        ],
        [
            -2465185,
            -61219,
            -2465762,
            -42157850,
            -25045317,
            -40256938
        ],
        [
            0.229215,
            2.107329,
            0.155382,
            1.158565,
            0.897168,
            1.30345
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            51,
            28,
            23,
            51,
            27,
            24
        ],
        [
            23,
            9,
            14,
            23,
            10,
            13
        ],
        [
            68.918919,
            75.675676,
            62.162162,
            68.918919,
            72.972973,
            64.864865
        ],
        [
            0.103371,
            0.677356,
            0.09458,
            0.52249,
            0.332285,
            0.706036
        ],
        [
            34383,
            32372,
            34383,
            10703760,
            4621328,
            10703760
        ],
        [
            -2214429,
            -47734,
            -2214429,
            -34706809,
            -21963155,
            -34706809
        ],
        [
            118,
            17,
            218,
            118,
            17,
            218
        ],
        [
            74,
            15,
            146,
            104,
            16,
            204
        ],
        [
            214,
            23,
            337,
            148,
            22,
            245
        ],
        [
            8751,
            655,
            8096,
            8751,
            655,
            8096
        ],
        [
            56.697398,
            204.947398,
            56.697398,
            56.697398,
            204.947398,
            56.697398
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -645844,
            -286858,
            -578634,
            -104731,
            -576156,
            328109
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9465,
    "evaluation_days": 2366.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557511200000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759315455211,
    "expiration_time": 1765431720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 42,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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)