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Trade: THETA/USDT/360/WMA/SMA/2627

Strategy
THETA/USDT/360/WMA/SMA/2627
Pair
THETA_USDT
Interval
6h
Score
498055
Daily Profit
0.827997
Profit Factor
8.787836
Profitability
33.333333
Streak
113.927620
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-28 07:15
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 2033260.5079 1953658.8873 79601.6206 4681723.2423 65321.3849 4616401.8574
Total P&L (%) 2033.2605 1953.6589 79.6016 4681.7232 65.3214 4616.4019
Avg Daily Profit (%) 0.8617 0.828 0.0337 0.164 0.0213 0.1635
Buy And Hold Return (%) 507.8194 507.8194 507.8194 507.8194 507.8194 507.8194
Max Trade Drawdown -117796 -122672 -73873 -6457583 -7372968 -3587895
Profit Factor 5.0236 8.7878 1.3128 1.2084 1.0051 1.48
Total Trades 73 36 37 73 36 37
Winning Trades 28 12 16 28 12 16
Losing Trades 45 24 21 45 24 21
Profitability (%) 38.3562 33.3333 43.2432 38.3562 33.3333 43.2432
Ratio Avg Win / Avg Loss 8.0736 17.5757 1.7231 1.9421 2.0102 1.9424
Largest Winning Trade 1637505 1637505 59260 5820631 5820631 3165648
Largest Losing Trade -33177 -29452 -33177 -1952797 -1952797 -1788437
Avg Bars in Trades 124 115 133 124 115 133
Avg Bars in Winners 193 217 176 193 217 176
Avg Bars in Losers 81 65 100 81 65 100
Bars Traded 9100 4172 4928 9100 4172 4928
Profit Streak 0 113.9276 0 0 113.9276 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61992 498055 -314950 -72439 -549519 266326
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": 1558872000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032946341,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "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": [
        [
            2033260.507920308,
            1953658.8872874887,
            79601.620632819,
            4681723.242308258,
            65321.3849274991,
            4616401.857380763
        ],
        [
            2033.260508,
            1953.658887,
            79.601621,
            4681.723242,
            65.321385,
            4616.401857
        ],
        [
            0.861734,
            0.827997,
            0.033737,
            0.164041,
            0.021309,
            0.163458
        ],
        [
            507.819428,
            507.819428,
            507.819428,
            507.819428,
            507.819428,
            507.819428
        ],
        [
            -117796,
            -122672,
            -73873,
            -6457583,
            -7372968,
            -3587895
        ],
        [
            5.023552,
            8.787836,
            1.312802,
            1.208435,
            1.005086,
            1.479958
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            38.356164,
            33.333333,
            43.243243,
            38.356164,
            33.333333,
            43.243243
        ],
        [
            8.073566,
            17.575673,
            1.723052,
            1.942127,
            2.010172,
            1.942445
        ],
        [
            1637505,
            1637505,
            59260,
            5820631,
            5820631,
            3165648
        ],
        [
            -33177,
            -29452,
            -33177,
            -1952797,
            -1952797,
            -1788437
        ],
        [
            124,
            115,
            133,
            124,
            115,
            133
        ],
        [
            193,
            217,
            176,
            193,
            217,
            176
        ],
        [
            81,
            65,
            100,
            81,
            65,
            100
        ],
        [
            9100,
            4172,
            4928,
            9100,
            4172,
            4928
        ],
        [
            0,
            113.92762,
            0,
            0,
            113.92762,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61992,
            498055,
            -314950,
            -72439,
            -549519,
            266326
        ]
    ]
}
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": 1558872000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032946341,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "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)