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Trade: THETA/USDT/720/DCM/SUPERTREND/6571

Strategy
THETA/USDT/720/DCM/SUPERTREND/6571
Pair
THETA_USDT
Interval
12h
Score
300379
Daily Profit
0.267803
Profit Factor
1.602781
Profitability
53.225806
Streak
155.077276
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 04:51
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636567.257 703989.0795 -67421.8225 -76403.0534 -6806.9814 -69596.0721
Total P&L (%) 636.5673 703.9891 -67.4218 -76.4031 -6.807 -69.5961
Avg Daily Profit (%) 0.2678 0.2962 -0.0284 -0.0607 -0.003 -0.0501
Buy And Hold Return (%) 267.4561 267.4561 267.4561 267.4561 267.4561 267.4561
Max Trade Drawdown -208330 -151147 -203062 -142161 -84093 -118545
Profit Factor 1.6028 2.374 0.876 0.7925 0.9639 0.613
Total Trades 124 62 62 124 62 62
Winning Trades 66 33 33 66 33 33
Losing Trades 58 29 29 58 29 29
Profitability (%) 53.2258 53.2258 53.2258 53.2258 53.2258 53.2258
Ratio Avg Win / Avg Loss 1.4085 2.0862 0.7698 0.6964 0.847 0.5387
Largest Winning Trade 286023 286023 34028 58697 58697 20011
Largest Losing Trade -95920 -56660 -95920 -93649 -32584 -93649
Avg Bars in Trades 36 42 30 36 42 30
Avg Bars in Winners 35 43 28 35 43 28
Avg Bars in Losers 37 41 33 37 41 33
Bars Traded 4530 2637 1893 4530 2637 1893
Profit Streak 155.0773 155.0773 227.0773 155.0773 155.0773 227.0773
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300379 -142854 -733184 -578618 -733576 -733184
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233876643,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 156,
            "offset": 0,
            "multiplier": 3.37379
        }
    }
}
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": [
        [
            636567.2570006673,
            703989.0795249876,
            -67421.8225243205,
            -76403.0534096895,
            -6806.981354932,
            -69596.0720547574
        ],
        [
            636.567257,
            703.98908,
            -67.421823,
            -76.403053,
            -6.806981,
            -69.596072
        ],
        [
            0.267803,
            0.296167,
            -0.028364,
            -0.060733,
            -0.002966,
            -0.050076
        ],
        [
            267.456073,
            267.456073,
            267.456073,
            267.456073,
            267.456073,
            267.456073
        ],
        [
            -208330,
            -151147,
            -203062,
            -142161,
            -84093,
            -118545
        ],
        [
            1.602781,
            2.373969,
            0.875989,
            0.79247,
            0.963857,
            0.612972
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            53.225806,
            53.225806,
            53.225806,
            53.225806,
            53.225806,
            53.225806
        ],
        [
            1.408505,
            2.086216,
            0.769808,
            0.696413,
            0.847026,
            0.538672
        ],
        [
            286023,
            286023,
            34028,
            58697,
            58697,
            20011
        ],
        [
            -95920,
            -56660,
            -95920,
            -93649,
            -32584,
            -93649
        ],
        [
            36,
            42,
            30,
            36,
            42,
            30
        ],
        [
            35,
            43,
            28,
            35,
            43,
            28
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            4530,
            2637,
            1893,
            4530,
            2637,
            1893
        ],
        [
            155.077276,
            155.077276,
            227.077276,
            155.077276,
            155.077276,
            227.077276
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300379,
            -142854,
            -733184,
            -578618,
            -733576,
            -733184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561334400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233876643,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 156,
            "offset": 0,
            "multiplier": 3.37379
        }
    }
}

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)