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Trade: THETA/USDT/720/HILO/SWMA/5456

Strategy
THETA/USDT/720/HILO/SWMA/5456
Pair
THETA_USDT
Interval
12h
Score
332452
Daily Profit
0.169093
Profit Factor
1.260168
Profitability
64.705882
Streak
251.986586
Best Strategy
Training Data Length
2370.000000
Evaluation Time
2025-10-05 02:40
Expiration Time
2025-12-14 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -988974.9705 63089.0938 -1052064.0644 479225.5919 -4903181.8814 5382407.4732
Total P&L (%) -988.975 63.0891 -1052.0641 479.2256 -4903.1819 5382.4075
Avg Daily Profit (%) -0.4173 0.0266 -0.4439 0.0741 0 0.1691
Buy And Hold Return (%) 467.9608 467.9608 467.9608 467.9608 467.9608 467.9608
Max Trade Drawdown -1194881 -121208 -1142525 -18797877 -11280920 -17013498
Profit Factor 0.3659 1.2758 0.2095 1.0129 0.702 1.2602
Total Trades 67 33 34 67 33 34
Winning Trades 41 18 23 37 15 22
Losing Trades 26 15 11 30 18 12
Profitability (%) 61.194 54.5455 67.6471 55.2239 45.4545 64.7059
Ratio Avg Win / Avg Loss 0.232 1.0631 0.1002 0.8213 0.8424 0.6874
Largest Winning Trade 106681 106681 39015 8687893 3225445 8687893
Largest Losing Trade -750763 -57597 -750763 -12321365 -6152722 -12321365
Avg Bars in Trades 67 77 57 67 77 57
Avg Bars in Winners 42 59 29 54 69 44
Avg Bars in Losers 106 98 116 82 82 81
Bars Traded 4493 2541 1952 4493 2541 1952
Profit Streak 17.9866 0 251.9866 17.9866 0 251.9866
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -699761 -322590 -577109 -579998 -582570 332452
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4740,
    "evaluation_days": 2370,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621241021,
    "expiration_time": 1765722240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 214,
            "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": [
        [
            -988974.9705470684,
            63089.0938490865,
            -1052064.0643961548,
            479225.5918501837,
            -4903181.881390607,
            5382407.473240794
        ],
        [
            -988.974971,
            63.089094,
            -1052.064064,
            479.225592,
            -4903.181881,
            5382.407473
        ],
        [
            -0.417289,
            0.02662,
            -0.443909,
            0.074142,
            0,
            0.169093
        ],
        [
            467.960787,
            467.960787,
            467.960787,
            467.960787,
            467.960787,
            467.960787
        ],
        [
            -1194881,
            -121208,
            -1142525,
            -18797877,
            -11280920,
            -17013498
        ],
        [
            0.365897,
            1.275754,
            0.209483,
            1.012902,
            0.702036,
            1.260168
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            41,
            18,
            23,
            37,
            15,
            22
        ],
        [
            26,
            15,
            11,
            30,
            18,
            12
        ],
        [
            61.19403,
            54.545455,
            67.647059,
            55.223881,
            45.454545,
            64.705882
        ],
        [
            0.232032,
            1.063128,
            0.100188,
            0.821272,
            0.842443,
            0.687364
        ],
        [
            106681,
            106681,
            39015,
            8687893,
            3225445,
            8687893
        ],
        [
            -750763,
            -57597,
            -750763,
            -12321365,
            -6152722,
            -12321365
        ],
        [
            67,
            77,
            57,
            67,
            77,
            57
        ],
        [
            42,
            59,
            29,
            54,
            69,
            44
        ],
        [
            106,
            98,
            116,
            82,
            82,
            81
        ],
        [
            4493,
            2541,
            1952,
            4493,
            2541,
            1952
        ],
        [
            17.986586,
            0,
            251.986586,
            17.986586,
            0,
            251.986586
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -699761,
            -322590,
            -577109,
            -579998,
            -582570,
            332452
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4740,
    "evaluation_days": 2370,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564056000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759621241021,
    "expiration_time": 1765722240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 214,
            "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)