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Trade: THETA/USDT/360/ZLMA/PSAR/2679

Strategy
THETA/USDT/360/ZLMA/PSAR/2679
Pair
THETA_USDT
Interval
6h
Score
600294
Daily Profit
0.847940
Profit Factor
3.812106
Profitability
44.155844
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-26 14:26
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 2000714.9876 1925164.7571 75550.2305 3992921.3161 1106153.6958 2886767.6203
Total P&L (%) 2000.715 1925.1648 75.5502 3992.9213 1106.1537 2886.7676
Avg Daily Profit (%) 0.8479 0.8159 0.032 0.1574 0.1056 0.1441
Buy And Hold Return (%) 469.6155 469.6155 469.6155 469.6155 469.6155 469.6155
Max Trade Drawdown -165647 -130178 -73591 -4975543 -4220853 -2058420
Profit Factor 3.8121 5.859 1.2396 1.2104 1.0948 1.3949
Total Trades 154 77 77 154 77 77
Winning Trades 68 31 37 68 31 37
Losing Trades 86 46 40 86 46 40
Profitability (%) 44.1558 40.2597 48.0519 44.1558 40.2597 48.0519
Ratio Avg Win / Avg Loss 4.8212 8.694 1.3402 1.5308 1.6245 1.508
Largest Winning Trade 1575456 1575456 62336 4187915 4187915 2713591
Largest Losing Trade -36663 -33774 -36663 -1909875 -1909875 -1373007
Avg Bars in Trades 59 57 60 59 57 60
Avg Bars in Winners 82 87 78 82 87 78
Avg Bars in Losers 40 38 43 40 38 43
Bars Traded 9107 4465 4642 9107 4465 4642
Profit Streak 0 0 12.9768 0 0 12.9768
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 600294 -26275 -358282 246799 -217020 -41203

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": 1560448800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885992070,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 123
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 247,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2000714.987604788,
            1925164.757123041,
            75550.2304817476,
            3992921.316103081,
            1106153.6957620606,
            2886767.620341021
        ],
        [
            2000.714988,
            1925.164757,
            75.55023,
            3992.921316,
            1106.153696,
            2886.76762
        ],
        [
            0.84794,
            0.815921,
            0.03202,
            0.157439,
            0.105587,
            0.144065
        ],
        [
            469.615472,
            469.615472,
            469.615472,
            469.615472,
            469.615472,
            469.615472
        ],
        [
            -165647,
            -130178,
            -73591,
            -4975543,
            -4220853,
            -2058420
        ],
        [
            3.812106,
            5.858981,
            1.239646,
            1.210384,
            1.094789,
            1.394932
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            44.155844,
            40.25974,
            48.051948,
            44.155844,
            40.25974,
            48.051948
        ],
        [
            4.821193,
            8.693971,
            1.340158,
            1.53078,
            1.624525,
            1.508035
        ],
        [
            1575456,
            1575456,
            62336,
            4187915,
            4187915,
            2713591
        ],
        [
            -36663,
            -33774,
            -36663,
            -1909875,
            -1909875,
            -1373007
        ],
        [
            59,
            57,
            60,
            59,
            57,
            60
        ],
        [
            82,
            87,
            78,
            82,
            87,
            78
        ],
        [
            40,
            38,
            43,
            40,
            38,
            43
        ],
        [
            9107,
            4465,
            4642,
            9107,
            4465,
            4642
        ],
        [
            0,
            0,
            12.97676,
            0,
            0,
            12.97676
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            600294,
            -26275,
            -358282,
            246799,
            -217020,
            -41203
        ]
    ]
}
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": 1560448800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885992070,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 123
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 247,
            "af": 0,
            "af0": 0,
            "max_af": 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)