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Trade: THETA/USDT/360/SINWMA/HILO/8119

Strategy
THETA/USDT/360/SINWMA/HILO/8119
Pair
THETA_USDT
Interval
6h
Score
309817
Daily Profit
0.579260
Profit Factor
3.266154
Profitability
33.928571
Streak
0.000000
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 1373571.3862 1358688.0278 14883.3584 1070371.5978 308729.4265 761642.1713
Total P&L (%) 1373.5714 1358.688 14.8834 1070.3716 308.7294 761.6422
Avg Daily Profit (%) 0.5793 0.573 0.0063 0.1038 0.0594 0.0909
Buy And Hold Return (%) 434.0014 434.0014 434.0014 434.0014 434.0014 434.0014
Max Trade Drawdown -82422 -136298 -83300 -1564015 -2385385 -1000513
Profit Factor 3.2662 5.2043 1.0526 1.1379 1.0675 1.2389
Total Trades 112 56 56 112 56 56
Winning Trades 38 17 21 38 17 21
Losing Trades 74 39 35 74 39 35
Profitability (%) 33.9286 30.3571 37.5 33.9286 30.3571 37.5
Ratio Avg Win / Avg Loss 6.3604 11.9392 1.7543 2.216 2.449 2.0648
Largest Winning Trade 1148178 1148178 55797 1860784 1860784 950174
Largest Losing Trade -30021 -23985 -30021 -655852 -655852 -329229
Avg Bars in Trades 81 68 94 81 68 94
Avg Bars in Winners 153 147 158 153 147 158
Avg Bars in Losers 44 33 56 44 33 56
Bars Traded 9109 3808 5301 9109 3808 5301
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309817 -171796 -696966 -131433 -612505 -264130
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": 1560038400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759740198370,
    "expiration_time": 1765876680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1373571.3861662317,
            1358688.0277637348,
            14883.3584024975,
            1070371.5977916445,
            308729.4264696052,
            761642.1713220393
        ],
        [
            1373.571386,
            1358.688028,
            14.883358,
            1070.371598,
            308.729426,
            761.642171
        ],
        [
            0.57926,
            0.572984,
            0.006277,
            0.103793,
            0.059391,
            0.090866
        ],
        [
            434.001432,
            434.001432,
            434.001432,
            434.001432,
            434.001432,
            434.001432
        ],
        [
            -82422,
            -136298,
            -83300,
            -1564015,
            -2385385,
            -1000513
        ],
        [
            3.266154,
            5.204283,
            1.052599,
            1.137922,
            1.067526,
            1.238859
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            33.928571,
            30.357143,
            37.5,
            33.928571,
            30.357143,
            37.5
        ],
        [
            6.360405,
            11.939237,
            1.754332,
            2.215953,
            2.44903,
            2.064764
        ],
        [
            1148178,
            1148178,
            55797,
            1860784,
            1860784,
            950174
        ],
        [
            -30021,
            -23985,
            -30021,
            -655852,
            -655852,
            -329229
        ],
        [
            81,
            68,
            94,
            81,
            68,
            94
        ],
        [
            153,
            147,
            158,
            153,
            147,
            158
        ],
        [
            44,
            33,
            56,
            44,
            33,
            56
        ],
        [
            9109,
            3808,
            5301,
            9109,
            3808,
            5301
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            309817,
            -171796,
            -696966,
            -131433,
            -612505,
            -264130
        ]
    ]
}
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": 1560038400000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759740198370,
    "expiration_time": 1765876680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)