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Trade: THETA/USDT/720/DCM/SUPERTREND/5802

Strategy
THETA/USDT/720/DCM/SUPERTREND/5802
Pair
THETA_USDT
Interval
12h
Score
478020
Daily Profit
0.627225
Profit Factor
2.927402
Profitability
50.000000
Streak
2.871254
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-25 11:54
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1480249.9094 1443896.39 36353.5194 1222676.5979 5601153.6714 -4378477.0735
Total P&L (%) 1480.2499 1443.8964 36.3535 1222.6766 5601.1537 -4378.4771
Avg Daily Profit (%) 0.6272 0.6118 0.0154 0.1095 0.1715 0
Buy And Hold Return (%) 476.0122 476.0122 476.0122 476.0122 476.0122 476.0122
Max Trade Drawdown -166092 -147364 -92806 -13476885 -9566808 -7352468
Profit Factor 2.9274 5.1053 1.0873 1.043 1.3982 0.6959
Total Trades 106 53 53 106 53 53
Winning Trades 53 25 28 53 25 28
Losing Trades 53 28 25 53 28 25
Profitability (%) 50 47.1698 52.8302 50 47.1698 52.8302
Ratio Avg Win / Avg Loss 2.9274 5.7179 0.9708 1.043 1.566 0.6214
Largest Winning Trade 1184565 1184565 55489 13528982 13528982 2236181
Largest Losing Trade -58012 -34212 -58012 -3917917 -2700168 -3917917
Avg Bars in Trades 43 37 48 43 37 48
Avg Bars in Winners 53 48 58 53 48 58
Avg Bars in Losers 32 28 36 32 28 36
Bars Traded 4559 2002 2557 4559 2002 2557
Profit Streak 2.8713 0 67.3713 2.8713 0 67.3713
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478020 -164807 -642895 -224177 -171566 -759496

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790476332,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.51061
        }
    }
}
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": [
        [
            1480249.9093843652,
            1443896.3899966574,
            36353.5193877084,
            1222676.5979161365,
            5601153.671436783,
            -4378477.073520649
        ],
        [
            1480.249909,
            1443.89639,
            36.353519,
            1222.676598,
            5601.153671,
            -4378.477074
        ],
        [
            0.627225,
            0.611821,
            0.015404,
            0.109477,
            0.171471,
            0
        ],
        [
            476.012223,
            476.012223,
            476.012223,
            476.012223,
            476.012223,
            476.012223
        ],
        [
            -166092,
            -147364,
            -92806,
            -13476885,
            -9566808,
            -7352468
        ],
        [
            2.927402,
            5.105267,
            1.087329,
            1.042956,
            1.398244,
            0.695918
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            50,
            47.169811,
            52.830189,
            50,
            47.169811,
            52.830189
        ],
        [
            2.927402,
            5.717899,
            0.970829,
            1.042956,
            1.566033,
            0.621355
        ],
        [
            1184565,
            1184565,
            55489,
            13528982,
            13528982,
            2236181
        ],
        [
            -58012,
            -34212,
            -58012,
            -3917917,
            -2700168,
            -3917917
        ],
        [
            43,
            37,
            48,
            43,
            37,
            48
        ],
        [
            53,
            48,
            58,
            53,
            48,
            58
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            4559,
            2002,
            2557,
            4559,
            2002,
            2557
        ],
        [
            2.871254,
            0,
            67.371254,
            2.871254,
            0,
            67.371254
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478020,
            -164807,
            -642895,
            -224177,
            -171566,
            -759496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790476332,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 224,
            "offset": 0,
            "multiplier": 2.51061
        }
    }
}

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)