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Trade: THETA/USDT/720/HMA/ALMA/5220

Strategy
THETA/USDT/720/HMA/ALMA/5220
Pair
THETA_USDT
Interval
12h
Score
460826
Daily Profit
0.230708
Profit Factor
1.680933
Profitability
57.142857
Streak
78.640603
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 18:22
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 -6710211.6348 -16415.8573 -6693795.7775 12827009.4823 22908374.4329 -10081364.9507
Total P&L (%) -6710.2116 -16.4159 -6693.7958 12827.0095 22908.3744 -10081.365
Avg Daily Profit (%) -2.8433 -0.007 -2.8364 0.2062 0.2307 0
Buy And Hold Return (%) 519.9129 519.9129 519.9129 519.9129 519.9129 519.9129
Max Trade Drawdown -6947925 -193424 -6784491 -53160103 -14186746 -53794959
Profit Factor 0.0631 0.9353 0.0311 1.1422 1.6809 0.8217
Total Trades 69 35 34 69 35 34
Winning Trades 52 24 28 36 20 16
Losing Trades 17 11 6 33 15 18
Profitability (%) 75.3623 68.5714 82.3529 52.1739 57.1429 47.0588
Ratio Avg Win / Avg Loss 0.0206 0.4287 0.0067 1.0471 1.2607 0.9244
Largest Winning Trade 104064 104064 31134 40162963 20752080 40162963
Largest Losing Trade -6685863 -58366 -6685863 -25560171 -6974801 -25560171
Avg Bars in Trades 64 70 58 64 70 58
Avg Bars in Winners 14 9 18 62 78 42
Avg Bars in Losers 218 205 243 67 60 72
Bars Traded 4465 2478 1987 4465 2478 1987
Profit Streak 56.6406 78.6406 56.6406 56.6406 78.6406 56.6406
Trades During Streak 11 6 5 11 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -681804 -576869 -575155 -159998 460826 -580416

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563667200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900148086,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 205,
            "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": [
        [
            -6710211.634844777,
            -16415.8573132101,
            -6693795.77753157,
            12827009.48226917,
            22908374.4329392,
            -10081364.95067002
        ],
        [
            -6710.211635,
            -16.415857,
            -6693.795778,
            12827.009482,
            22908.374433,
            -10081.364951
        ],
        [
            -2.84331,
            -0.006956,
            -2.836354,
            0.206225,
            0.230708,
            0
        ],
        [
            519.91285,
            519.91285,
            519.91285,
            519.91285,
            519.91285,
            519.91285
        ],
        [
            -6947925,
            -193424,
            -6784491,
            -53160103,
            -14186746,
            -53794959
        ],
        [
            0.063117,
            0.935251,
            0.031113,
            1.142245,
            1.680933,
            0.821673
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            52,
            24,
            28,
            36,
            20,
            16
        ],
        [
            17,
            11,
            6,
            33,
            15,
            18
        ],
        [
            75.362319,
            68.571429,
            82.352941,
            52.173913,
            57.142857,
            47.058824
        ],
        [
            0.020635,
            0.428657,
            0.006667,
            1.047058,
            1.2607,
            0.924382
        ],
        [
            104064,
            104064,
            31134,
            40162963,
            20752080,
            40162963
        ],
        [
            -6685863,
            -58366,
            -6685863,
            -25560171,
            -6974801,
            -25560171
        ],
        [
            64,
            70,
            58,
            64,
            70,
            58
        ],
        [
            14,
            9,
            18,
            62,
            78,
            42
        ],
        [
            218,
            205,
            243,
            67,
            60,
            72
        ],
        [
            4465,
            2478,
            1987,
            4465,
            2478,
            1987
        ],
        [
            56.640603,
            78.640603,
            56.640603,
            56.640603,
            78.640603,
            56.640603
        ],
        [
            11,
            6,
            5,
            11,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -681804,
            -576869,
            -575155,
            -159998,
            460826,
            -580416
        ]
    ]
}
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": 1563667200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758900148086,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 6,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 205,
            "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)