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Trade: THETA/USDT/720/BBU/WMA/2670

Strategy
THETA/USDT/720/BBU/WMA/2670
Pair
THETA_USDT
Interval
12h
Score
334017
Daily Profit
0.195362
Profit Factor
1.498727
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-10-10 20:36
Expiration Time
2025-12-20 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -3144905.2547 -3126.9076 -3141778.3472 1974228.7473 -8252068.2018 10226296.9492
Total P&L (%) -3144.9053 -3.1269 -3141.7783 1974.2287 -8252.0682 10226.2969
Avg Daily Profit (%) -1.3236 -0.0013 -1.3223 0.1277 0 0.1954
Buy And Hold Return (%) 446.1422 446.1422 446.1422 446.1422 446.1422 446.1422
Max Trade Drawdown -3276661 -115397 -3266997 -19005634 -13074588 -12230275
Profit Factor 0.1441 0.9855 0.0918 1.0483 0.5941 1.4987
Total Trades 81 41 40 81 41 40
Winning Trades 48 24 24 48 23 25
Losing Trades 33 17 16 33 18 15
Profitability (%) 59.2593 58.5366 60 59.2593 56.0976 62.5
Ratio Avg Win / Avg Loss 0.099 0.698 0.0612 0.7207 0.465 0.8992
Largest Winning Trade 38926 27341 38926 5820398 1820953 5820398
Largest Losing Trade -3103056 -28579 -3103056 -8240291 -5500131 -8240291
Avg Bars in Trades 51 14 90 51 14 90
Avg Bars in Winners 38 12 64 52 13 88
Avg Bars in Losers 71 17 128 51 16 93
Bars Traded 4200 597 3603 4200 597 3603
Profit Streak 100.7339 111.2339 0 100.7339 111.2339 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 -595017 -578795 -579453 -207223 -579111 334017
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561204800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760117806247,
    "expiration_time": 1766256192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 4.42747
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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": [
        [
            -3144905.254701604,
            -3126.9075508916,
            -3141778.3471507123,
            1974228.74733764,
            -8252068.201849444,
            10226296.94918708
        ],
        [
            -3144.905255,
            -3.126908,
            -3141.778347,
            1974.228747,
            -8252.068202,
            10226.296949
        ],
        [
            -1.323613,
            -0.001316,
            -1.322297,
            0.127698,
            0,
            0.195362
        ],
        [
            446.142209,
            446.142209,
            446.142209,
            446.142209,
            446.142209,
            446.142209
        ],
        [
            -3276661,
            -115397,
            -3266997,
            -19005634,
            -13074588,
            -12230275
        ],
        [
            0.14406,
            0.985452,
            0.091782,
            1.048345,
            0.594115,
            1.498727
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            48,
            24,
            24,
            48,
            23,
            25
        ],
        [
            33,
            17,
            16,
            33,
            18,
            15
        ],
        [
            59.259259,
            58.536585,
            60,
            59.259259,
            56.097561,
            62.5
        ],
        [
            0.099041,
            0.698028,
            0.061188,
            0.720738,
            0.464959,
            0.899236
        ],
        [
            38926,
            27341,
            38926,
            5820398,
            1820953,
            5820398
        ],
        [
            -3103056,
            -28579,
            -3103056,
            -8240291,
            -5500131,
            -8240291
        ],
        [
            51,
            14,
            90,
            51,
            14,
            90
        ],
        [
            38,
            12,
            64,
            52,
            13,
            88
        ],
        [
            71,
            17,
            128,
            51,
            16,
            93
        ],
        [
            4200,
            597,
            3603,
            4200,
            597,
            3603
        ],
        [
            100.733869,
            111.233869,
            0,
            100.733869,
            111.233869,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -595017,
            -578795,
            -579453,
            -207223,
            -579111,
            334017
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561204800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760117806247,
    "expiration_time": 1766256192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 4.42747
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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)