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Trade: THETA/USDT/720/HMA/MIDPOINT/3981

Strategy
THETA/USDT/720/HMA/MIDPOINT/3981
Pair
THETA_USDT
Interval
12h
Score
516188
Daily Profit
0.152858
Profit Factor
2.316888
Profitability
83.783784
Streak
283.895788
Best Strategy
Training Data Length
2366.500000
Evaluation Time
2025-10-01 12:29
Expiration Time
2025-12-11 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2490129.0177 -12680.8288 -2477448.1889 -32478.0916 -3646187.0798 3613708.9882
Total P&L (%) -2490.129 -12.6808 -2477.4482 -32.4781 -3646.1871 3613.709
Avg Daily Profit (%) -1.0522 -0.0054 -1.0469 -0.0166 0 0.1529
Buy And Hold Return (%) 596.5174 596.5174 596.5174 596.5174 596.5174 596.5174
Max Trade Drawdown -2594350 -127536 -2571471 -6255002 -5840933 -2400198
Profit Factor 0.1754 0.9535 0.0982 0.9965 0.4476 2.3169
Total Trades 73 36 37 73 36 37
Winning Trades 56 25 31 56 25 31
Losing Trades 17 11 6 17 11 6
Profitability (%) 76.7123 69.4444 83.7838 76.7123 69.4444 83.7838
Ratio Avg Win / Avg Loss 0.0533 0.4195 0.019 0.3025 0.1969 0.4484
Largest Winning Trade 27062 27062 22181 2449585 967720 2449585
Largest Losing Trade -2376989 -55724 -2376989 -2650997 -2650997 -1805233
Avg Bars in Trades 61 76 47 61 76 47
Avg Bars in Winners 20 21 20 29 17 38
Avg Bars in Losers 196 201 187 168 211 91
Bars Traded 4513 2760 1753 4513 2760 1753
Profit Streak 79.3958 79.3958 283.8958 79.3958 79.3958 283.8958
Trades During Streak 7 3 7 7 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651758 -576890 -575080 -651758 -576890 516188
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563105600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310996111,
    "expiration_time": 1765410768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "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": [
        [
            -2490129.017658772,
            -12680.8287534867,
            -2477448.188905285,
            -32478.0915909586,
            -3646187.079755635,
            3613708.988164675
        ],
        [
            -2490.129018,
            -12.680829,
            -2477.448189,
            -32.478092,
            -3646.18708,
            3613.708988
        ],
        [
            -1.052241,
            -0.005358,
            -1.046883,
            -0.016594,
            0,
            0.152858
        ],
        [
            596.517413,
            596.517413,
            596.517413,
            596.517413,
            596.517413,
            596.517413
        ],
        [
            -2594350,
            -127536,
            -2571471,
            -6255002,
            -5840933,
            -2400198
        ],
        [
            0.175445,
            0.953502,
            0.098207,
            0.996524,
            0.447597,
            2.316888
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            17,
            11,
            6,
            17,
            11,
            6
        ],
        [
            76.712329,
            69.444444,
            83.783784,
            76.712329,
            69.444444,
            83.783784
        ],
        [
            0.05326,
            0.419541,
            0.019008,
            0.302516,
            0.196942,
            0.44843
        ],
        [
            27062,
            27062,
            22181,
            2449585,
            967720,
            2449585
        ],
        [
            -2376989,
            -55724,
            -2376989,
            -2650997,
            -2650997,
            -1805233
        ],
        [
            61,
            76,
            47,
            61,
            76,
            47
        ],
        [
            20,
            21,
            20,
            29,
            17,
            38
        ],
        [
            196,
            201,
            187,
            168,
            211,
            91
        ],
        [
            4513,
            2760,
            1753,
            4513,
            2760,
            1753
        ],
        [
            79.395788,
            79.395788,
            283.895788,
            79.395788,
            79.395788,
            283.895788
        ],
        [
            7,
            3,
            7,
            7,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651758,
            -576890,
            -575080,
            -651758,
            -576890,
            516188
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4733,
    "evaluation_days": 2366.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563105600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310996111,
    "expiration_time": 1765410768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "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)