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Trade: THETA/USDT/360/KCU/SWMA/9716

Strategy
THETA/USDT/360/KCU/SWMA/9716
Pair
THETA_USDT
Interval
6h
Score
333871
Daily Profit
0.148777
Profit Factor
1.944650
Profitability
59.523810
Streak
0.000000
Best Strategy
Training Data Length
2368.250000
Evaluation Time
2025-10-03 16:27
Expiration Time
2025-12-13 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1023964.4453 42072.6218 -1066037.0671 14836.4747 3281152.6351 -3266316.1604
Total P&L (%) -1023.9644 42.0726 -1066.0371 14.8365 3281.1526 -3266.3162
Avg Daily Profit (%) -0.4324 0.0178 -0.4501 0.0058 0.1488 0
Buy And Hold Return (%) 533.3907 533.3907 533.3907 533.3907 533.3907 533.3907
Max Trade Drawdown -1173528 -128307 -1172854 -6450682 -1649955 -5665132
Profit Factor 0.396 1.1491 0.2456 1.0014 1.9447 0.535
Total Trades 84 42 42 84 42 42
Winning Trades 55 26 29 47 25 22
Losing Trades 29 16 13 37 17 20
Profitability (%) 65.4762 61.9048 69.0476 55.9524 59.5238 52.381
Ratio Avg Win / Avg Loss 0.2088 0.7071 0.1101 0.7883 1.3224 0.4864
Largest Winning Trade 52148 52148 39076 3239065 3239065 1112522
Largest Losing Trade -745046 -63505 -745046 -1177560 -955981 -1177560
Avg Bars in Trades 108 70 146 108 70 146
Avg Bars in Winners 76 35 113 103 68 142
Avg Bars in Losers 168 126 219 114 72 150
Bars Traded 9101 2947 6154 9101 2947 6154
Profit Streak 92.0607 0 121.3107 92.0607 0 121.3107
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577710 -391544 -577700 -569879 333871 -579860
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9473,
    "evaluation_days": 2368.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558288800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759498048508,
    "expiration_time": 1765609704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "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": [
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            42072.6218472465,
            -1066037.0671125916,
            14836.4747033558,
            3281152.635062368,
            -3266316.1603590148
        ],
        [
            -1023.964445,
            42.072622,
            -1066.037067,
            14.836475,
            3281.152635,
            -3266.31616
        ],
        [
            -0.432372,
            0.017765,
            -0.450137,
            0.005842,
            0.148777,
            0
        ],
        [
            533.390706,
            533.390706,
            533.390706,
            533.390706,
            533.390706,
            533.390706
        ],
        [
            -1173528,
            -128307,
            -1172854,
            -6450682,
            -1649955,
            -5665132
        ],
        [
            0.396006,
            1.149055,
            0.245583,
            1.001413,
            1.94465,
            0.535018
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            55,
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            29,
            47,
            25,
            22
        ],
        [
            29,
            16,
            13,
            37,
            17,
            20
        ],
        [
            65.47619,
            61.904762,
            69.047619,
            55.952381,
            59.52381,
            52.380952
        ],
        [
            0.208803,
            0.707111,
            0.110089,
            0.788347,
            1.322362,
            0.48638
        ],
        [
            52148,
            52148,
            39076,
            3239065,
            3239065,
            1112522
        ],
        [
            -745046,
            -63505,
            -745046,
            -1177560,
            -955981,
            -1177560
        ],
        [
            108,
            70,
            146,
            108,
            70,
            146
        ],
        [
            76,
            35,
            113,
            103,
            68,
            142
        ],
        [
            168,
            126,
            219,
            114,
            72,
            150
        ],
        [
            9101,
            2947,
            6154,
            9101,
            2947,
            6154
        ],
        [
            92.060747,
            0,
            121.310747,
            92.060747,
            0,
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        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577710,
            -391544,
            -577700,
            -569879,
            333871,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9473,
    "evaluation_days": 2368.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558288800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759498048508,
    "expiration_time": 1765609704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 45,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "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)