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Trade: THETA/USDT/360/OHLC4/KCL/5552

Strategy
THETA/USDT/360/OHLC4/KCL/5552
Pair
THETA_USDT
Interval
6h
Score
526503
Daily Profit
0.230240
Profit Factor
2.897401
Profitability
57.983193
Streak
0.000000
Best Strategy
Training Data Length
2365.250000
Evaluation Time
2025-09-30 13:36
Expiration Time
2025-12-10 06:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2058356.4921 -41611.0069 -2016745.4852 -652286.4826 -23584773.179 22932486.6964
Total P&L (%) -2058.3565 -41.611 -2016.7455 -652.2865 -23584.7732 22932.4867
Avg Daily Profit (%) -0.8702 -0.0176 -0.8527 0 0 0.2302
Buy And Hold Return (%) 382.5056 382.5056 382.5056 382.5056 382.5056 382.5056
Max Trade Drawdown -2264402 -148931 -2161534 -30496496 -31094426 -7564895
Profit Factor 0.2492 0.8834 0.1544 0.9876 0.4178 2.8974
Total Trades 238 119 119 238 119 119
Winning Trades 192 89 103 132 63 69
Losing Trades 46 30 16 106 56 50
Profitability (%) 80.6723 74.7899 86.5546 55.4622 52.9412 57.9832
Ratio Avg Win / Avg Loss 0.0597 0.2978 0.024 0.7931 0.3714 2.0996
Largest Winning Trade 20421 20421 18136 10648727 1830938 10648727
Largest Losing Trade -1531295 -57515 -1531295 -15283502 -15283502 -3961965
Avg Bars in Trades 38 35 41 38 35 41
Avg Bars in Winners 11 7 15 26 23 28
Avg Bars in Losers 148 118 205 53 48 58
Bars Traded 9115 4216 4899 9115 4216 4899
Profit Streak 54.4421 54.6921 54.4421 0 0 0
Trades During Streak 20 10 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573742 -575853 -574540 -578824 -580634 526503
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9461,
    "evaluation_days": 2365.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560168000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228596603,
    "expiration_time": 1765342728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "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": [
        [
            -2058356.4920811115,
            -41611.006929112,
            -2016745.4851519987,
            -652286.4826437307,
            -23584773.179001812,
            22932486.696358077
        ],
        [
            -2058.356492,
            -41.611007,
            -2016.745485,
            -652.286483,
            -23584.773179,
            22932.486696
        ],
        [
            -0.870249,
            -0.017593,
            -0.852656,
            0,
            0,
            0.23024
        ],
        [
            382.505643,
            382.505643,
            382.505643,
            382.505643,
            382.505643,
            382.505643
        ],
        [
            -2264402,
            -148931,
            -2161534,
            -30496496,
            -31094426,
            -7564895
        ],
        [
            0.24923,
            0.883375,
            0.154358,
            0.987598,
            0.417776,
            2.897401
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            192,
            89,
            103,
            132,
            63,
            69
        ],
        [
            46,
            30,
            16,
            106,
            56,
            50
        ],
        [
            80.672269,
            74.789916,
            86.554622,
            55.462185,
            52.941176,
            57.983193
        ],
        [
            0.059711,
            0.297767,
            0.023978,
            0.793071,
            0.371356,
            2.099566
        ],
        [
            20421,
            20421,
            18136,
            10648727,
            1830938,
            10648727
        ],
        [
            -1531295,
            -57515,
            -1531295,
            -15283502,
            -15283502,
            -3961965
        ],
        [
            38,
            35,
            41,
            38,
            35,
            41
        ],
        [
            11,
            7,
            15,
            26,
            23,
            28
        ],
        [
            148,
            118,
            205,
            53,
            48,
            58
        ],
        [
            9115,
            4216,
            4899,
            9115,
            4216,
            4899
        ],
        [
            54.44209,
            54.69209,
            54.44209,
            0,
            0,
            0
        ],
        [
            20,
            10,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573742,
            -575853,
            -574540,
            -578824,
            -580634,
            526503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9461,
    "evaluation_days": 2365.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560168000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228596603,
    "expiration_time": 1765342728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 246,
            "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)