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Trade: THETA/USDT/360/SSF/RMA/8720

Strategy
THETA/USDT/360/SSF/RMA/8720
Pair
THETA_USDT
Interval
6h
Score
452093
Daily Profit
0.236818
Profit Factor
2.528312
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 02:50
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7195846.9284 -69895.6556 -7125951.2728 -159528.5103 26436541.7924 -26596070.3026
Total P&L (%) -7195.8469 -69.8957 -7125.9513 -159.5285 26436.5418 -26596.0703
Avg Daily Profit (%) -3.0497 -0.0296 -3.0201 0 0.2368 0
Buy And Hold Return (%) 630.1956 630.1956 630.1956 630.1956 630.1956 630.1956
Max Trade Drawdown -7321683 -189877 -7206812 -46797931 -16852734 -37967840
Profit Factor 0.058 0.7381 0.0334 0.9973 2.5283 0.3637
Total Trades 66 33 33 66 33 33
Winning Trades 42 19 23 30 16 14
Losing Trades 24 14 10 36 17 19
Profitability (%) 63.6364 57.5758 69.697 45.4545 48.4848 42.4242
Ratio Avg Win / Avg Loss 0.0332 0.5438 0.0145 1.1968 2.6863 0.4937
Largest Winning Trade 31735 26509 31735 18622847 18622847 5889599
Largest Losing Trade -7150565 -53865 -7150565 -13342305 -5466425 -13342305
Avg Bars in Trades 138 156 119 138 156 119
Avg Bars in Winners 54 63 46 185 239 123
Avg Bars in Losers 284 282 287 98 78 116
Bars Traded 9109 5167 3942 9109 5167 3942
Profit Streak 30.2433 73.7433 30.2433 0 0 0
Trades During Streak 2 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706507 -578446 -577709 -709656 452093 -583748

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558591200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844220381,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "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": [
        [
            -7195846.928377053,
            -69895.6555575617,
            -7125951.272819489,
            -159528.5102535471,
            26436541.7923524,
            -26596070.30260593
        ],
        [
            -7195.846928,
            -69.895656,
            -7125.951273,
            -159.52851,
            26436.541792,
            -26596.070303
        ],
        [
            -3.049734,
            -0.029623,
            -3.020111,
            0,
            0.236818,
            0
        ],
        [
            630.195623,
            630.195623,
            630.195623,
            630.195623,
            630.195623,
            630.195623
        ],
        [
            -7321683,
            -189877,
            -7206812,
            -46797931,
            -16852734,
            -37967840
        ],
        [
            0.058017,
            0.738071,
            0.033401,
            0.997301,
            2.528312,
            0.363746
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            42,
            19,
            23,
            30,
            16,
            14
        ],
        [
            24,
            14,
            10,
            36,
            17,
            19
        ],
        [
            63.636364,
            57.575758,
            69.69697,
            45.454545,
            48.484848,
            42.424242
        ],
        [
            0.033152,
            0.543841,
            0.014522,
            1.196761,
            2.686332,
            0.493655
        ],
        [
            31735,
            26509,
            31735,
            18622847,
            18622847,
            5889599
        ],
        [
            -7150565,
            -53865,
            -7150565,
            -13342305,
            -5466425,
            -13342305
        ],
        [
            138,
            156,
            119,
            138,
            156,
            119
        ],
        [
            54,
            63,
            46,
            185,
            239,
            123
        ],
        [
            284,
            282,
            287,
            98,
            78,
            116
        ],
        [
            9109,
            5167,
            3942,
            9109,
            5167,
            3942
        ],
        [
            30.243291,
            73.743291,
            30.243291,
            0,
            0,
            0
        ],
        [
            2,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706507,
            -578446,
            -577709,
            -709656,
            452093,
            -583748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558591200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758844220381,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "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)