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Trade: THETA/USDT/720/JMA/HMA/2870

Strategy
THETA/USDT/720/JMA/HMA/2870
Pair
THETA_USDT
Interval
12h
Score
374582
Daily Profit
0.158579
Profit Factor
2.087447
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 16:18
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 934745.7481 832250.7685 102494.9796 7759546.2017 3651815.41 4107730.7917
Total P&L (%) 934.7457 832.2508 102.495 7759.5462 3651.8154 4107.7308
Avg Daily Profit (%) 0.3961 0.3526 0.0434 0.1851 0.1537 0.1586
Buy And Hold Return (%) 528.2286 528.2286 528.2286 528.2286 528.2286 528.2286
Max Trade Drawdown -88412 -85866 -109485 -4612354 -4081789 -1193894
Profit Factor 3.0238 4.5954 1.4449 1.7338 1.5373 2.0874
Total Trades 64 32 32 64 32 32
Winning Trades 30 15 15 30 15 15
Losing Trades 34 17 17 34 17 17
Profitability (%) 46.875 46.875 46.875 46.875 46.875 46.875
Ratio Avg Win / Avg Loss 3.427 5.2081 1.6375 1.965 1.7422 2.3658
Largest Winning Trade 224376 224376 72177 3734742 3734742 3706547
Largest Losing Trade -52197 -29554 -52197 -1981657 -1981657 -946765
Avg Bars in Trades 70 66 74 70 66 74
Avg Bars in Winners 94 85 103 94 85 103
Avg Bars in Losers 48 49 48 48 49 48
Bars Traded 4495 2119 2376 4495 2119 2376
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137650 211482 -299844 -133518 323340 374582

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892716146,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 87,
            "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": [
        [
            934745.748135696,
            832250.7685034899,
            102494.9796322063,
            7759546.201680727,
            3651815.409975094,
            4107730.7917056326
        ],
        [
            934.745748,
            832.250769,
            102.49498,
            7759.546202,
            3651.81541,
            4107.730792
        ],
        [
            0.396079,
            0.352649,
            0.04343,
            0.1851,
            0.153712,
            0.158579
        ],
        [
            528.228629,
            528.228629,
            528.228629,
            528.228629,
            528.228629,
            528.228629
        ],
        [
            -88412,
            -85866,
            -109485,
            -4612354,
            -4081789,
            -1193894
        ],
        [
            3.023821,
            4.595417,
            1.444864,
            1.733812,
            1.537278,
            2.087447
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            46.875,
            46.875,
            46.875,
            46.875,
            46.875,
            46.875
        ],
        [
            3.426997,
            5.20814,
            1.637512,
            1.964987,
            1.742248,
            2.365773
        ],
        [
            224376,
            224376,
            72177,
            3734742,
            3734742,
            3706547
        ],
        [
            -52197,
            -29554,
            -52197,
            -1981657,
            -1981657,
            -946765
        ],
        [
            70,
            66,
            74,
            70,
            66,
            74
        ],
        [
            94,
            85,
            103,
            94,
            85,
            103
        ],
        [
            48,
            49,
            48,
            48,
            49,
            48
        ],
        [
            4495,
            2119,
            2376,
            4495,
            2119,
            2376
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137650,
            211482,
            -299844,
            -133518,
            323340,
            374582
        ]
    ]
}
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": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892716146,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 87,
            "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)