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Trade: THETA/USDT/480/HWMA/KCL/1147

Strategy
THETA/USDT/480/HWMA/KCL/1147
Pair
THETA_USDT
Interval
8h
Score
475020
Daily Profit
0.313326
Profit Factor
2.582685
Profitability
44.444444
Streak
233.344184
Best Strategy
Training Data Length
2360.330000
Evaluation Time
2025-09-25 11:15
Expiration Time
2025-12-04 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -8106492.3768 22414.2551 -8128906.6319 156214465.2963 -4683187.8862 160897653.1825
Total P&L (%) -8106.4924 22.4143 -8128.9066 156214.4653 -4683.1879 160897.6532
Avg Daily Profit (%) -3.4345 0.0095 -3.444 0.3121 0 0.3133
Buy And Hold Return (%) 537.2767 537.2767 537.2767 537.2767 537.2767 537.2767
Max Trade Drawdown -8237382 -52495 -8246173 -54242174 -28201351 -55025259
Profit Factor 0.0585 1.1834 0.0423 1.9575 0.9238 2.5827
Total Trades 73 37 36 73 37 36
Winning Trades 57 26 31 31 15 16
Losing Trades 16 11 5 42 22 20
Profitability (%) 78.0822 70.2703 86.1111 42.4658 40.5405 44.4444
Ratio Avg Win / Avg Loss 0.0164 0.5007 0.0068 2.652 1.355 3.2284
Largest Winning Trade 33303 19424 33303 126251285 12951718 126251285
Largest Losing Trade -8200498 -48949 -8200498 -37698341 -12512826 -37698341
Avg Bars in Trades 86 21 153 86 21 153
Avg Bars in Winners 53 13 87 92 26 153
Avg Bars in Losers 202 39 559 81 17 153
Bars Traded 6297 781 5516 6297 781 5516
Profit Streak 166.0109 166.0109 233.3442 166.0109 166.0109 233.3442
Trades During Streak 4 2 6 4 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651754 -362513 -574870 -65111 -581539 475020

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558512000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758788137480,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -8106492.376779603,
            22414.2551148629,
            -8128906.631894466,
            156214465.29631495,
            -4683187.886181155,
            160897653.18249616
        ],
        [
            -8106.492377,
            22.414255,
            -8128.906632,
            156214.465296,
            -4683.187886,
            160897.653182
        ],
        [
            -3.434474,
            0.009496,
            -3.44397,
            0.312072,
            0,
            0.313326
        ],
        [
            537.276687,
            537.276687,
            537.276687,
            537.276687,
            537.276687,
            537.276687
        ],
        [
            -8237382,
            -52495,
            -8246173,
            -54242174,
            -28201351,
            -55025259
        ],
        [
            0.058514,
            1.183387,
            0.042317,
            1.957465,
            0.923842,
            2.582685
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            57,
            26,
            31,
            31,
            15,
            16
        ],
        [
            16,
            11,
            5,
            42,
            22,
            20
        ],
        [
            78.082192,
            70.27027,
            86.111111,
            42.465753,
            40.540541,
            44.444444
        ],
        [
            0.016425,
            0.500664,
            0.006825,
            2.652049,
            1.354968,
            3.228356
        ],
        [
            33303,
            19424,
            33303,
            126251285,
            12951718,
            126251285
        ],
        [
            -8200498,
            -48949,
            -8200498,
            -37698341,
            -12512826,
            -37698341
        ],
        [
            86,
            21,
            153,
            86,
            21,
            153
        ],
        [
            53,
            13,
            87,
            92,
            26,
            153
        ],
        [
            202,
            39,
            559,
            81,
            17,
            153
        ],
        [
            6297,
            781,
            5516,
            6297,
            781,
            5516
        ],
        [
            166.01085,
            166.01085,
            233.344184,
            166.01085,
            166.01085,
            233.344184
        ],
        [
            4,
            2,
            6,
            4,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651754,
            -362513,
            -574870,
            -65111,
            -581539,
            475020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7081,
    "evaluation_days": 2360.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558512000000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758788137480,
    "expiration_time": 1764876384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)