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Trade: THETA/USDT/480/WMA/SMA/9818

Strategy
THETA/USDT/480/WMA/SMA/9818
Pair
THETA_USDT
Interval
8h
Score
533888
Daily Profit
0.208929
Profit Factor
2.140760
Profitability
80.952381
Streak
256.951498
Best Strategy
Training Data Length
2369.670000
Evaluation Time
2025-10-04 17:50
Expiration Time
2025-12-14 12:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1705537.1118 -24555.9996 -1680981.1122 348605.2049 -13609219.5253 13957824.7302
Total P&L (%) -1705.5371 -24.556 -1680.9811 348.6052 -13609.2195 13957.8247
Avg Daily Profit (%) -0.7197 -0.0104 -0.7094 0.0634 0 0.2089
Buy And Hold Return (%) 532.3974 532.3974 532.3974 532.3974 532.3974 532.3974
Max Trade Drawdown -1847683 -137063 -1766375 -20070387 -17472076 -10776385
Profit Factor 0.2334 0.913 0.1347 1.0091 0.4798 2.1408
Total Trades 84 42 42 84 42 42
Winning Trades 67 32 35 63 29 34
Losing Trades 17 10 7 21 13 8
Profitability (%) 79.7619 76.1905 83.3333 75 69.0476 80.9524
Ratio Avg Win / Avg Loss 0.0592 0.2853 0.0269 0.3364 0.2151 0.5037
Largest Winning Trade 22494 17281 22494 10384843 1512738 10384843
Largest Losing Trade -1269948 -57770 -1269948 -9113154 -9113154 -5320980
Avg Bars in Trades 81 87 74 81 87 74
Avg Bars in Winners 28 27 30 37 29 43
Avg Bars in Losers 287 279 297 213 217 206
Bars Traded 6820 3685 3135 6820 3685 3135
Profit Streak 147.2848 147.2848 256.9515 147.2848 147.2848 256.9515
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574881 -575957 -575124 -481029 -576883 533888
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 2369.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561622400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759589409397,
    "expiration_time": 1765706976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "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": [
        [
            -1705537.1117886729,
            -24555.9995833367,
            -1680981.112205336,
            348605.2049385475,
            -13609219.52525112,
            13957824.730189662
        ],
        [
            -1705.537112,
            -24.556,
            -1680.981112,
            348.605205,
            -13609.219525,
            13957.82473
        ],
        [
            -0.719736,
            -0.010363,
            -0.709374,
            0.063361,
            0,
            0.208929
        ],
        [
            532.397408,
            532.397408,
            532.397408,
            532.397408,
            532.397408,
            532.397408
        ],
        [
            -1847683,
            -137063,
            -1766375,
            -20070387,
            -17472076,
            -10776385
        ],
        [
            0.23344,
            0.913032,
            0.13466,
            1.00908,
            0.479754,
            2.14076
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            67,
            32,
            35,
            63,
            29,
            34
        ],
        [
            17,
            10,
            7,
            21,
            13,
            8
        ],
        [
            79.761905,
            76.190476,
            83.333333,
            75,
            69.047619,
            80.952381
        ],
        [
            0.059231,
            0.285323,
            0.026932,
            0.33636,
            0.215062,
            0.503708
        ],
        [
            22494,
            17281,
            22494,
            10384843,
            1512738,
            10384843
        ],
        [
            -1269948,
            -57770,
            -1269948,
            -9113154,
            -9113154,
            -5320980
        ],
        [
            81,
            87,
            74,
            81,
            87,
            74
        ],
        [
            28,
            27,
            30,
            37,
            29,
            43
        ],
        [
            287,
            279,
            297,
            213,
            217,
            206
        ],
        [
            6820,
            3685,
            3135,
            6820,
            3685,
            3135
        ],
        [
            147.284831,
            147.284831,
            256.951498,
            147.284831,
            147.284831,
            256.951498
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574881,
            -575957,
            -575124,
            -481029,
            -576883,
            533888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7109,
    "evaluation_days": 2369.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561622400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759589409397,
    "expiration_time": 1765706976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 10,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 236,
            "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)