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Trade: THETA/USDT/480/DCM/SSF/6465

Strategy
THETA/USDT/480/DCM/SSF/6465
Pair
THETA_USDT
Interval
8h
Score
567813
Daily Profit
0.869865
Profit Factor
11.586352
Profitability
38.709677
Streak
113.128149
Best Strategy
Training Data Length
2361.330000
Evaluation Time
2025-09-26 06:04
Expiration Time
2025-12-05 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2092016.7977 2054039.0092 37977.7884 -965210.2292 -402384.0342 -562826.195
Total P&L (%) 2092.0168 2054.039 37.9778 -965.2102 -402.384 -562.8262
Avg Daily Profit (%) 0.8859 0.8699 0.0161 0 0 0
Buy And Hold Return (%) 498.4306 498.4306 498.4306 498.4306 498.4306 498.4306
Max Trade Drawdown -167531 -97015 -168067 -1049664 -530607 -635163
Profit Factor 5.7849 11.5864 1.1562 0.535 0.5987 0.4753
Total Trades 63 31 32 63 31 32
Winning Trades 31 12 19 31 19 12
Losing Trades 32 19 13 32 12 20
Profitability (%) 49.2063 38.7097 59.375 49.2063 61.2903 37.5
Ratio Avg Win / Avg Loss 5.9715 18.3451 0.7911 0.5522 0.3781 0.7922
Largest Winning Trade 1870060 1870060 44605 122944 122944 114017
Largest Losing Trade -111474 -42319 -111474 -380256 -380256 -256103
Avg Bars in Trades 106 98 114 106 98 114
Avg Bars in Winners 172 171 173 45 43 49
Avg Bars in Losers 42 51 28 165 185 153
Bars Traded 6708 3041 3667 6708 3041 3667
Profit Streak 0 113.1281 0 55.4615 0 79.4615
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131744 567813 -386369 -731524 -579354 -585113

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7084,
    "evaluation_days": 2361.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562256000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758855872084,
    "expiration_time": 1764965376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "offset": 247
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2092016.797661508,
            2054039.0092424299,
            37977.7884190772,
            -965210.2292402984,
            -402384.0342205559,
            -562826.1950197425
        ],
        [
            2092.016798,
            2054.039009,
            37.977788,
            -965.210229,
            -402.384034,
            -562.826195
        ],
        [
            0.885949,
            0.869865,
            0.016083,
            0,
            0,
            0
        ],
        [
            498.430629,
            498.430629,
            498.430629,
            498.430629,
            498.430629,
            498.430629
        ],
        [
            -167531,
            -97015,
            -168067,
            -1049664,
            -530607,
            -635163
        ],
        [
            5.784851,
            11.586352,
            1.156165,
            0.534952,
            0.598722,
            0.475343
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            31,
            12,
            19,
            31,
            19,
            12
        ],
        [
            32,
            19,
            13,
            32,
            12,
            20
        ],
        [
            49.206349,
            38.709677,
            59.375,
            49.206349,
            61.290323,
            37.5
        ],
        [
            5.97146,
            18.345058,
            0.791061,
            0.552208,
            0.37814,
            0.792238
        ],
        [
            1870060,
            1870060,
            44605,
            122944,
            122944,
            114017
        ],
        [
            -111474,
            -42319,
            -111474,
            -380256,
            -380256,
            -256103
        ],
        [
            106,
            98,
            114,
            106,
            98,
            114
        ],
        [
            172,
            171,
            173,
            45,
            43,
            49
        ],
        [
            42,
            51,
            28,
            165,
            185,
            153
        ],
        [
            6708,
            3041,
            3667,
            6708,
            3041,
            3667
        ],
        [
            0,
            113.128149,
            0,
            55.461482,
            0,
            79.461482
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131744,
            567813,
            -386369,
            -731524,
            -579354,
            -585113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7084,
    "evaluation_days": 2361.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562256000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758855872084,
    "expiration_time": 1764965376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 11,
            "offset": 247
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    }
}

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)