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Trade: THETA/USDT/720/HWMA/DCL/1300

Strategy
THETA/USDT/720/HWMA/DCL/1300
Pair
THETA_USDT
Interval
12h
Score
309297
Daily Profit
0.151355
Profit Factor
1.470644
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2365.500000
Evaluation Time
2025-09-30 06:03
Expiration Time
2025-12-10 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6453424.5312 29741.9594 -6483166.4906 -5829183.5268 3478775.5598 -9307959.0866
Total P&L (%) -6453.4245 29.742 -6483.1665 -5829.1835 3478.7756 -9307.9591
Avg Daily Profit (%) -2.7281 0.0126 -2.7407 0 0.1514 0
Buy And Hold Return (%) 519.469 519.469 519.469 519.469 519.469 519.469
Max Trade Drawdown -6642549 -22049 -6647693 -43826677 -4789848 -40541520
Profit Factor 0.0599 1.6672 0.0494 0.9021 1.4706 0.8215
Total Trades 59 30 29 59 30 29
Winning Trades 40 20 20 23 14 9
Losing Trades 19 10 9 36 16 20
Profitability (%) 67.7966 66.6667 68.9655 38.9831 46.6667 31.0345
Ratio Avg Win / Avg Loss 0.0285 0.8336 0.0222 1.412 1.6807 1.8256
Largest Winning Trade 62058 15670 62058 14516271 6085313 14516271
Largest Losing Trade -6626479 -13960 -6626479 -12010215 -1973770 -12010215
Avg Bars in Trades 76 1 153 76 1 153
Avg Bars in Winners 57 1 113 54 1 137
Avg Bars in Losers 115 1 241 89 1 160
Bars Traded 4489 46 4443 4489 46 4443
Profit Streak 4.1275 4.6275 4.1275 0 0 0
Trades During Streak 5 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757128 -337786 -578014 -763173 309297 -585430
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4731,
    "evaluation_days": 2365.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1555934400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201416440,
    "expiration_time": 1765321776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63854,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "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": [
        [
            -6453424.531208839,
            29741.9593800096,
            -6483166.49058885,
            -5829183.526774821,
            3478775.5597980767,
            -9307959.086572895
        ],
        [
            -6453.424531,
            29.741959,
            -6483.166491,
            -5829.183527,
            3478.77556,
            -9307.959087
        ],
        [
            -2.728144,
            0.012573,
            -2.740717,
            0,
            0.151355,
            0
        ],
        [
            519.469027,
            519.469027,
            519.469027,
            519.469027,
            519.469027,
            519.469027
        ],
        [
            -6642549,
            -22049,
            -6647693,
            -43826677,
            -4789848,
            -40541520
        ],
        [
            0.059936,
            1.667192,
            0.049431,
            0.902096,
            1.470644,
            0.82151
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            40,
            20,
            20,
            23,
            14,
            9
        ],
        [
            19,
            10,
            9,
            36,
            16,
            20
        ],
        [
            67.79661,
            66.666667,
            68.965517,
            38.983051,
            46.666667,
            31.034483
        ],
        [
            0.02847,
            0.833596,
            0.022244,
            1.411976,
            1.680736,
            1.825577
        ],
        [
            62058,
            15670,
            62058,
            14516271,
            6085313,
            14516271
        ],
        [
            -6626479,
            -13960,
            -6626479,
            -12010215,
            -1973770,
            -12010215
        ],
        [
            76,
            1,
            153,
            76,
            1,
            153
        ],
        [
            57,
            1,
            113,
            54,
            1,
            137
        ],
        [
            115,
            1,
            241,
            89,
            1,
            160
        ],
        [
            4489,
            46,
            4443,
            4489,
            46,
            4443
        ],
        [
            4.127505,
            4.627505,
            4.127505,
            0,
            0,
            0
        ],
        [
            5,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757128,
            -337786,
            -578014,
            -763173,
            309297,
            -585430
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4731,
    "evaluation_days": 2365.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1555934400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201416440,
    "expiration_time": 1765321776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63854,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "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)