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Trade: THETA/USDT/720/HLC3/MIDPRICE/4968

Strategy
THETA/USDT/720/HLC3/MIDPRICE/4968
Pair
THETA_USDT
Interval
12h
Score
537427
Daily Profit
0.184970
Profit Factor
1.740195
Profitability
88.636364
Streak
284.298215
Best Strategy
Training Data Length
2365.000000
Evaluation Time
2025-09-29 22:09
Expiration Time
2025-12-09 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1237335.8456 118259.2589 -1355595.1045 380910.6818 -7427379.8525 7808290.5343
Total P&L (%) -1237.3358 118.2593 -1355.5951 380.9107 -7427.3799 7808.2905
Avg Daily Profit (%) -0.5232 0.05 -0.5732 0.0664 0 0.185
Buy And Hold Return (%) 435.6174 435.6174 435.6174 435.6174 435.6174 435.6174
Max Trade Drawdown -1496748 -101796 -1508841 -15386181 -14125118 -8761393
Profit Factor 0.411 1.353 0.2323 1.0122 0.6399 1.7402
Total Trades 176 88 88 176 88 88
Winning Trades 150 74 76 146 68 78
Losing Trades 26 14 12 30 20 10
Profitability (%) 85.2273 84.0909 86.3636 82.9545 77.2727 88.6364
Ratio Avg Win / Avg Loss 0.0712 0.256 0.0367 0.208 0.1882 0.2231
Largest Winning Trade 29085 29085 17990 2885485 2025903 2885485
Largest Losing Trade -1220863 -57834 -1220863 -7267417 -7267417 -4672221
Avg Bars in Trades 25 32 19 25 32 19
Avg Bars in Winners 9 9 8 13 11 14
Avg Bars in Losers 122 153 87 88 101 60
Bars Traded 4543 2820 1723 4543 2820 1723
Profit Streak 77.7982 77.7982 284.2982 77.7982 77.7982 284.2982
Trades During Streak 11 5 12 11 5 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573244 -287460 -574500 -471454 -575818 537427
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172965749,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
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            118259.2589104334,
            -1355595.1045132817,
            380910.6817937086,
            -7427379.852492755,
            7808290.534286463
        ],
        [
            -1237.335846,
            118.259259,
            -1355.595105,
            380.910682,
            -7427.379852,
            7808.290534
        ],
        [
            -0.523186,
            0.050004,
            -0.57319,
            0.066428,
            0,
            0.18497
        ],
        [
            435.617394,
            435.617394,
            435.617394,
            435.617394,
            435.617394,
            435.617394
        ],
        [
            -1496748,
            -101796,
            -1508841,
            -15386181,
            -14125118,
            -8761393
        ],
        [
            0.410988,
            1.352993,
            0.232253,
            1.012218,
            0.639917,
            1.740195
        ],
        [
            176,
            88,
            88,
            176,
            88,
            88
        ],
        [
            150,
            74,
            76,
            146,
            68,
            78
        ],
        [
            26,
            14,
            12,
            30,
            20,
            10
        ],
        [
            85.227273,
            84.090909,
            86.363636,
            82.954545,
            77.272727,
            88.636364
        ],
        [
            0.071238,
            0.255972,
            0.036672,
            0.20799,
            0.188211,
            0.223102
        ],
        [
            29085,
            29085,
            17990,
            2885485,
            2025903,
            2885485
        ],
        [
            -1220863,
            -57834,
            -1220863,
            -7267417,
            -7267417,
            -4672221
        ],
        [
            25,
            32,
            19,
            25,
            32,
            19
        ],
        [
            9,
            9,
            8,
            13,
            11,
            14
        ],
        [
            122,
            153,
            87,
            88,
            101,
            60
        ],
        [
            4543,
            2820,
            1723,
            4543,
            2820,
            1723
        ],
        [
            77.798215,
            77.798215,
            284.298215,
            77.798215,
            77.798215,
            284.298215
        ],
        [
            11,
            5,
            12,
            11,
            5,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573244,
            -287460,
            -574500,
            -471454,
            -575818,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172965749,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)