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Trade: THETA/USDT/360/WMA/MIDPRICE/1552

Strategy
THETA/USDT/360/WMA/MIDPRICE/1552
Pair
THETA_USDT
Interval
6h
Score
336200
Daily Profit
0.309707
Profit Factor
2.019934
Profitability
51.111111
Streak
0.000000
Best Strategy
Training Data Length
2376.250000
Evaluation Time
2025-10-11 13:52
Expiration Time
2025-12-21 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 735940.764 721556.1825 14384.5815 -162817.8319 807417.1651 -970234.9969
Total P&L (%) 735.9408 721.5562 14.3846 -162.8178 807.4172 -970.235
Avg Daily Profit (%) 0.3097 0.3037 0.0061 0 0.0929 0
Buy And Hold Return (%) 299.8429 299.8429 299.8429 299.8429 299.8429 299.8429
Max Trade Drawdown -139408 -146814 -206570 -875406 -74817 -1009290
Profit Factor 2.0199 2.5184 1.0584 0.878 3.6513 0.0579
Total Trades 90 45 45 90 45 45
Winning Trades 46 20 26 39 25 14
Losing Trades 44 25 19 51 20 31
Profitability (%) 51.1111 44.4444 57.7778 43.3333 55.5556 31.1111
Ratio Avg Win / Avg Loss 1.9321 3.148 0.7734 1.1481 2.9211 0.1281
Largest Winning Trade 263047 263047 28656 541013 541013 17377
Largest Losing Trade -103545 -49509 -103545 -773155 -74164 -773155
Avg Bars in Trades 102 146 59 102 146 59
Avg Bars in Winners 110 162 71 118 159 45
Avg Bars in Losers 94 133 42 91 130 65
Bars Traded 9252 6591 2661 9252 6591 2661
Profit Streak 0 0 482.2032 44.9532 76.9532 0
Trades During Streak 0 0 7 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336200 268221 -505996 -580908 -63817 -588057
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559822400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179954087,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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": [
        [
            735940.7639901394,
            721556.1825197019,
            14384.5814704377,
            -162817.8318590145,
            807417.1650690205,
            -970234.9969280355
        ],
        [
            735.940764,
            721.556183,
            14.384581,
            -162.817832,
            807.417165,
            -970.234997
        ],
        [
            0.309707,
            0.303653,
            0.006053,
            0,
            0.092855,
            0
        ],
        [
            299.842891,
            299.842891,
            299.842891,
            299.842891,
            299.842891,
            299.842891
        ],
        [
            -139408,
            -146814,
            -206570,
            -875406,
            -74817,
            -1009290
        ],
        [
            2.019934,
            2.518415,
            1.05839,
            0.877981,
            3.651332,
            0.057867
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            46,
            20,
            26,
            39,
            25,
            14
        ],
        [
            44,
            25,
            19,
            51,
            20,
            31
        ],
        [
            51.111111,
            44.444444,
            57.777778,
            43.333333,
            55.555556,
            31.111111
        ],
        [
            1.932111,
            3.148019,
            0.773439,
            1.148129,
            2.921066,
            0.128134
        ],
        [
            263047,
            263047,
            28656,
            541013,
            541013,
            17377
        ],
        [
            -103545,
            -49509,
            -103545,
            -773155,
            -74164,
            -773155
        ],
        [
            102,
            146,
            59,
            102,
            146,
            59
        ],
        [
            110,
            162,
            71,
            118,
            159,
            45
        ],
        [
            94,
            133,
            42,
            91,
            130,
            65
        ],
        [
            9252,
            6591,
            2661,
            9252,
            6591,
            2661
        ],
        [
            0,
            0,
            482.203172,
            44.953172,
            76.953172,
            0
        ],
        [
            0,
            0,
            7,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336200,
            268221,
            -505996,
            -580908,
            -63817,
            -588057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559822400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760179954087,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "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)