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Trade: THETA/USDT/60/HMA/MIDPRICE/3336

Strategy
THETA/USDT/60/HMA/MIDPRICE/3336
Pair
THETA_USDT
Interval
1h
Score
401495
Daily Profit
0.290753
Profit Factor
1.549137
Profitability
46.540881
Streak
21.466377
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-09-30 06:11
Expiration Time
2025-12-14 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 302868.5536 266585.3248 36283.2288 140106.0153 152830.0333 -12724.018
Total P&L (%) 302.8686 266.5853 36.2832 140.106 152.83 -12.724
Avg Daily Profit (%) 0.2908 0.2559 0.0348 0.0841 0.0891 -0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114242 -88754 -68442 -378095 -270918 -153043
Profit Factor 1.5491 1.9001 1.1421 1.1264 1.2463 0.9739
Total Trades 159 80 79 159 80 79
Winning Trades 74 35 39 74 35 39
Losing Trades 85 45 40 85 45 40
Profitability (%) 46.5409 43.75 49.3671 46.5409 43.75 49.3671
Ratio Avg Win / Avg Loss 1.7794 2.443 1.1714 1.2938 1.6024 0.9989
Largest Winning Trade 207974 207974 33183 274170 274170 57155
Largest Losing Trade -35237 -35237 -24300 -125978 -125978 -47993
Avg Bars in Trades 150 152 149 150 152 149
Avg Bars in Winners 213 235 193 213 235 193
Avg Bars in Losers 96 87 105 96 87 105
Bars Traded 23967 12178 11789 23967 12178 11789
Profit Streak 21.4664 25.9664 0 21.4664 25.9664 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 401495 -9640 -240349 -162088 -94507 -607982
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1670554800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759201894954,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 161
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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": [
        [
            302868.5535693262,
            266585.3248118683,
            36283.2287574578,
            140106.0153066904,
            152830.0333090906,
            -12724.0180024001
        ],
        [
            302.868554,
            266.585325,
            36.283229,
            140.106015,
            152.830033,
            -12.724018
        ],
        [
            0.290753,
            0.255921,
            0.034832,
            0.084122,
            0.089084,
            -0.013064
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114242,
            -88754,
            -68442,
            -378095,
            -270918,
            -153043
        ],
        [
            1.549137,
            1.900078,
            1.142089,
            1.126404,
            1.246341,
            0.973926
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            46.540881,
            43.75,
            49.367089,
            46.540881,
            43.75,
            49.367089
        ],
        [
            1.779414,
            2.442957,
            1.171373,
            1.293843,
            1.602438,
            0.998899
        ],
        [
            207974,
            207974,
            33183,
            274170,
            274170,
            57155
        ],
        [
            -35237,
            -35237,
            -24300,
            -125978,
            -125978,
            -47993
        ],
        [
            150,
            152,
            149,
            150,
            152,
            149
        ],
        [
            213,
            235,
            193,
            213,
            235,
            193
        ],
        [
            96,
            87,
            105,
            96,
            87,
            105
        ],
        [
            23967,
            12178,
            11789,
            23967,
            12178,
            11789
        ],
        [
            21.466377,
            25.966377,
            0,
            21.466377,
            25.966377,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            401495,
            -9640,
            -240349,
            -162088,
            -94507,
            -607982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669197600000,
    "first_datapoint_time": 1670554800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759201894954,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 161
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 155,
            "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)