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Trade: THETA/USDT/480/DCM/SUPERTREND/2686

Strategy
THETA/USDT/480/DCM/SUPERTREND/2686
Pair
THETA_USDT
Interval
8h
Score
310478
Daily Profit
0.355973
Profit Factor
1.955846
Profitability
52.000000
Streak
51.017491
Best Strategy
Training Data Length
2367.670000
Evaluation Time
2025-10-02 19:25
Expiration Time
2025-12-12 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 842826.92 787337.2307 55489.6893 1769888.1772 1769305.7068 582.4704
Total P&L (%) 842.8269 787.3372 55.4897 1769.8882 1769.3057 0.5825
Avg Daily Profit (%) 0.356 0.3325 0.0234 0.1238 0.1237 0.0002
Buy And Hold Return (%) 384.699 384.699 384.699 384.699 384.699 384.699
Max Trade Drawdown -218546 -173917 -118492 -8806166 -5443761 -3899756
Profit Factor 1.9558 2.6668 1.1355 1.1057 1.1762 1.0001
Total Trades 125 62 63 125 62 63
Winning Trades 65 30 35 65 30 35
Losing Trades 60 32 28 60 32 28
Profitability (%) 52 48.3871 55.5556 52 48.3871 55.5556
Ratio Avg Win / Avg Loss 1.8054 2.8446 0.9084 1.0207 1.2546 0.8001
Largest Winning Trade 292658 292658 51629 4108115 4108115 1889011
Largest Losing Trade -38277 -31117 -38277 -2780023 -2043650 -2780023
Avg Bars in Trades 54 54 54 54 54 54
Avg Bars in Winners 66 68 64 66 68 64
Avg Bars in Losers 42 41 43 42 41 43
Bars Traded 6851 3395 3456 6851 3395 3456
Profit Streak 51.0175 0 76.3508 51.0175 0 76.3508
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310478 -147127 -545842 -132159 -210606 -725757
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 2367.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559174400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759422311215,
    "expiration_time": 1765528992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 4.18973
        }
    }
}
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": [
        [
            842826.9199613035,
            787337.2306835256,
            55489.6892777781,
            1769888.1772178446,
            1769305.706777038,
            582.4704408071
        ],
        [
            842.82692,
            787.337231,
            55.489689,
            1769.888177,
            1769.305707,
            0.58247
        ],
        [
            0.355973,
            0.332537,
            0.023436,
            0.123762,
            0.123749,
            0.000245
        ],
        [
            384.69898,
            384.69898,
            384.69898,
            384.69898,
            384.69898,
            384.69898
        ],
        [
            -218546,
            -173917,
            -118492,
            -8806166,
            -5443761,
            -3899756
        ],
        [
            1.955846,
            2.666845,
            1.135536,
            1.105704,
            1.17619,
            1.000087
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            52,
            48.387097,
            55.555556,
            52,
            48.387097,
            55.555556
        ],
        [
            1.805396,
            2.844635,
            0.908429,
            1.02065,
            1.254602,
            0.80007
        ],
        [
            292658,
            292658,
            51629,
            4108115,
            4108115,
            1889011
        ],
        [
            -38277,
            -31117,
            -38277,
            -2780023,
            -2043650,
            -2780023
        ],
        [
            54,
            54,
            54,
            54,
            54,
            54
        ],
        [
            66,
            68,
            64,
            66,
            68,
            64
        ],
        [
            42,
            41,
            43,
            42,
            41,
            43
        ],
        [
            6851,
            3395,
            3456,
            6851,
            3395,
            3456
        ],
        [
            51.017491,
            0,
            76.350824,
            51.017491,
            0,
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        ],
        [
            1,
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            1,
            1,
            0,
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        ],
        [
            0.8,
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        ],
        [
            310478,
            -147127,
            -545842,
            -132159,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7103,
    "evaluation_days": 2367.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559174400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759422311215,
    "expiration_time": 1765528992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 4.18973
        }
    }
}

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)