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Trade: THETA/USDT/360/MIDPOINT/KCU/5223

Strategy
THETA/USDT/360/MIDPOINT/KCU/5223
Pair
THETA_USDT
Interval
6h
Score
520078
Daily Profit
0.607723
Profit Factor
6.048141
Profitability
40.540541
Streak
13.613421
Best Strategy
Training Data Length
2371.250000
Evaluation Time
2025-10-06 11:43
Expiration Time
2025-12-16 11:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1392344.9586 1441062.0176 -48717.059 62880.551 211785.0779 -148904.5269
Total P&L (%) 1392.345 1441.062 -48.7171 62.8806 211.7851 -148.9045
Avg Daily Profit (%) 0.5872 0.6077 -0.0205 0.0206 0.048 0
Buy And Hold Return (%) 462.5943 462.5943 462.5943 462.5943 462.5943 462.5943
Max Trade Drawdown -150547 -152971 -181526 -705553 -414024 -399734
Profit Factor 3.0841 6.0481 0.8727 1.0421 1.3127 0.818
Total Trades 74 37 37 74 37 37
Winning Trades 30 15 15 30 15 15
Losing Trades 44 22 22 44 22 22
Profitability (%) 40.5405 40.5405 40.5405 40.5405 40.5405 40.5405
Ratio Avg Win / Avg Loss 4.5233 8.8706 1.2799 1.5283 1.9253 1.1997
Largest Winning Trade 1298253 1298253 62892 579400 579400 178342
Largest Losing Trade -80344 -29784 -80344 -332433 -120928 -332433
Avg Bars in Trades 122 118 127 122 118 127
Avg Bars in Winners 167 166 168 167 166 168
Avg Bars in Losers 92 85 98 92 85 98
Bars Traded 9081 4378 4703 9081 4378 4703
Profit Streak 13.6134 13.6134 18.1134 13.6134 13.6134 18.1134
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56757 520078 -581718 -575202 -295951 -581718
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9485,
    "evaluation_days": 2371.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759740199545,
    "expiration_time": 1765876680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1392344.9585815796,
            1441062.0175929626,
            -48717.059011383,
            62880.5509949798,
            211785.0779404959,
            -148904.5269455161
        ],
        [
            1392.344959,
            1441.062018,
            -48.717059,
            62.880551,
            211.785078,
            -148.904527
        ],
        [
            0.587178,
            0.607723,
            -0.020545,
            0.020576,
            0.047967,
            0
        ],
        [
            462.594268,
            462.594268,
            462.594268,
            462.594268,
            462.594268,
            462.594268
        ],
        [
            -150547,
            -152971,
            -181526,
            -705553,
            -414024,
            -399734
        ],
        [
            3.084083,
            6.048141,
            0.872676,
            1.042052,
            1.312698,
            0.817972
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            40.540541,
            40.540541,
            40.540541,
            40.540541,
            40.540541,
            40.540541
        ],
        [
            4.523321,
            8.870607,
            1.279924,
            1.528342,
            1.92529,
            1.199693
        ],
        [
            1298253,
            1298253,
            62892,
            579400,
            579400,
            178342
        ],
        [
            -80344,
            -29784,
            -80344,
            -332433,
            -120928,
            -332433
        ],
        [
            122,
            118,
            127,
            122,
            118,
            127
        ],
        [
            167,
            166,
            168,
            167,
            166,
            168
        ],
        [
            92,
            85,
            98,
            92,
            85,
            98
        ],
        [
            9081,
            4378,
            4703,
            9081,
            4378,
            4703
        ],
        [
            13.613421,
            13.613421,
            18.113421,
            13.613421,
            13.613421,
            18.113421
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56757,
            520078,
            -581718,
            -575202,
            -295951,
            -581718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9485,
    "evaluation_days": 2371.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559779200000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759740199545,
    "expiration_time": 1765876680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)