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Trade: THETA/USDT/480/KCL/PWMA/1130

Strategy
THETA/USDT/480/KCL/PWMA/1130
Pair
THETA_USDT
Interval
8h
Score
760305
Daily Profit
2.480890
Profit Factor
19.976478
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
2374.330000
Evaluation Time
2025-10-09 10:38
Expiration Time
2025-12-19 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5810378.2695 5890451.5575 -80073.288 86893.8568 1385495.0379 -1298601.1811
Total P&L (%) 5810.3783 5890.4516 -80.0733 86.8939 1385.495 -1298.6012
Avg Daily Profit (%) 2.4472 2.4809 -0.0337 0.0263 0.1137 0
Buy And Hold Return (%) 516.2988 516.2988 516.2988 516.2988 516.2988 516.2988
Max Trade Drawdown -195410 -155694 -115986 -2484910 -1255664 -1375377
Profit Factor 10.7892 19.9765 0.7172 1.0227 1.7735 0.3636
Total Trades 76 38 38 76 38 38
Winning Trades 34 17 17 34 17 17
Losing Trades 42 21 21 42 21 21
Profitability (%) 44.7368 44.7368 44.7368 44.7368 44.7368 44.7368
Ratio Avg Win / Avg Loss 13.3278 24.6768 0.886 1.2633 2.1909 0.4492
Largest Winning Trade 6010679 6010679 43035 2613848 2613848 241726
Largest Losing Trade -43591 -43591 -30511 -777622 -777622 -584887
Avg Bars in Trades 86 128 44 86 128 44
Avg Bars in Winners 116 181 52 116 181 52
Avg Bars in Losers 62 85 38 62 85 38
Bars Traded 6582 4890 1692 6582 4890 1692
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32700 760305 -582811 -574868 -42837 -582811
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7123,
    "evaluation_days": 2374.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561651200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759995512020,
    "expiration_time": 1766122272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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": [
        [
            5810378.269496906,
            5890451.557480324,
            -80073.2879834179,
            86893.8568442356,
            1385495.037933333,
            -1298601.1810890993
        ],
        [
            5810.378269,
            5890.451557,
            -80.073288,
            86.893857,
            1385.495038,
            -1298.601181
        ],
        [
            2.447165,
            2.48089,
            -0.033725,
            0.026342,
            0.113711,
            0
        ],
        [
            516.298812,
            516.298812,
            516.298812,
            516.298812,
            516.298812,
            516.298812
        ],
        [
            -195410,
            -155694,
            -115986,
            -2484910,
            -1255664,
            -1375377
        ],
        [
            10.789185,
            19.976478,
            0.717198,
            1.022677,
            1.773549,
            0.363645
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842,
            44.736842
        ],
        [
            13.327816,
            24.676826,
            0.885951,
            1.263307,
            2.190855,
            0.449209
        ],
        [
            6010679,
            6010679,
            43035,
            2613848,
            2613848,
            241726
        ],
        [
            -43591,
            -43591,
            -30511,
            -777622,
            -777622,
            -584887
        ],
        [
            86,
            128,
            44,
            86,
            128,
            44
        ],
        [
            116,
            181,
            52,
            116,
            181,
            52
        ],
        [
            62,
            85,
            38,
            62,
            85,
            38
        ],
        [
            6582,
            4890,
            1692,
            6582,
            4890,
            1692
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32700,
            760305,
            -582811,
            -574868,
            -42837,
            -582811
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7123,
    "evaluation_days": 2374.33,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561651200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759995512020,
    "expiration_time": 1766122272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "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)