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Trade: THETA/USDT/720/FWMA/PSAR/8248

Strategy
THETA/USDT/720/FWMA/PSAR/8248
Pair
THETA_USDT
Interval
12h
Score
788650
Daily Profit
2.394831
Profit Factor
30.878013
Profitability
45.454545
Streak
12.165568
Best Strategy
Training Data Length
2370.500000
Evaluation Time
2025-10-05 06:58
Expiration Time
2025-12-15 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5674321.0088 5676947.8157 -2626.8069 1308940.9083 829955.7049 478985.2034
Total P&L (%) 5674.321 5676.9478 -2.6268 1308.9409 829.9557 478.9852
Avg Daily Profit (%) 2.3937 2.3948 -0.0011 0.1117 0.0941 0.0741
Buy And Hold Return (%) 772.7491 772.7491 772.7491 772.7491 772.7491 772.7491
Max Trade Drawdown -129470 -47593 -96446 -563755 -469260 -515656
Profit Factor 14.9468 30.878 0.9879 1.4325 1.5536 1.3136
Total Trades 65 33 32 65 33 32
Winning Trades 31 15 16 31 15 16
Losing Trades 34 18 16 34 18 16
Profitability (%) 47.6923 45.4545 50 47.6923 45.4545 50
Ratio Avg Win / Avg Loss 16.3933 37.0536 0.9879 1.5711 1.8643 1.3136
Largest Winning Trade 5716491 5716491 82826 1111693 1111693 545995
Largest Losing Trade -47593 -47593 -28494 -320365 -231517 -320365
Avg Bars in Trades 64 62 67 64 62 67
Avg Bars in Winners 96 96 96 96 96 96
Avg Bars in Losers 36 35 38 36 35 38
Bars Traded 4224 2073 2151 4224 2073 2151
Profit Streak 12.1656 12.1656 14.1656 12.1656 12.1656 14.1656
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112734 788650 -580215 -186246 -208074 -259042
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1575806400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636705067,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 238
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            5674321.008784954,
            5676947.815707859,
            -2626.8069229053,
            1308940.9082873121,
            829955.7049265187,
            478985.2033607936
        ],
        [
            5674.321009,
            5676.947816,
            -2.626807,
            1308.940908,
            829.955705,
            478.985203
        ],
        [
            2.393723,
            2.394831,
            -0.001108,
            0.11166,
            0.094116,
            0.074109
        ],
        [
            772.7491,
            772.7491,
            772.7491,
            772.7491,
            772.7491,
            772.7491
        ],
        [
            -129470,
            -47593,
            -96446,
            -563755,
            -469260,
            -515656
        ],
        [
            14.946788,
            30.878013,
            0.987887,
            1.432483,
            1.553595,
            1.313603
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            47.692308,
            45.454545,
            50,
            47.692308,
            45.454545,
            50
        ],
        [
            16.393251,
            37.053616,
            0.987887,
            1.57111,
            1.864314,
            1.313603
        ],
        [
            5716491,
            5716491,
            82826,
            1111693,
            1111693,
            545995
        ],
        [
            -47593,
            -47593,
            -28494,
            -320365,
            -231517,
            -320365
        ],
        [
            64,
            62,
            67,
            64,
            62,
            67
        ],
        [
            96,
            96,
            96,
            96,
            96,
            96
        ],
        [
            36,
            35,
            38,
            36,
            35,
            38
        ],
        [
            4224,
            2073,
            2151,
            4224,
            2073,
            2151
        ],
        [
            12.165568,
            12.165568,
            14.165568,
            12.165568,
            12.165568,
            14.165568
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112734,
            788650,
            -580215,
            -186246,
            -208074,
            -259042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1575806400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636705067,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 248,
            "offset": 238
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)