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Trade: THETA/USDT/720/KCL/BBL/7596

Strategy
THETA/USDT/720/KCL/BBL/7596
Pair
THETA_USDT
Interval
12h
Score
333983
Daily Profit
0.209521
Profit Factor
1.346896
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 14:58
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 -2376798.6845 632.8081 -2377431.4926 -252558473.5399 13870518.911 -266428992.4508
Total P&L (%) -2376.7987 0.6328 -2377.4315 -252558.4735 13870.5189 -266428.9925
Avg Daily Profit (%) -1.0071 0.0003 -1.0074 0 0.2095 0
Buy And Hold Return (%) 621.8074 621.8074 621.8074 621.8074 621.8074 621.8074
Max Trade Drawdown -2529569 -29311 -2512598 -398108148 -16300979 -393403894
Profit Factor 0.1854 1.0079 0.1623 0.5472 1.3469 0.4854
Total Trades 81 41 40 81 41 40
Winning Trades 45 20 25 44 22 22
Losing Trades 36 21 15 37 19 18
Profitability (%) 55.5556 48.7805 62.5 54.321 53.6585 55
Ratio Avg Win / Avg Loss 0.1483 1.0583 0.0974 0.4601 1.1632 0.3972
Largest Winning Trade 65878 21180 65878 97939167 12905670 97939167
Largest Losing Trade -1454609 -17911 -1454609 -258206467 -15792926 -258206467
Avg Bars in Trades 56 2 111 56 2 111
Avg Bars in Winners 46 1 81 46 2 90
Avg Bars in Losers 68 2 162 67 2 137
Bars Traded 4550 86 4464 4550 86 4464
Profit Streak 234.9992 234.9992 236.9992 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -595362 -569604 -578539 -596495 333983 -580101
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558051200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974327214,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 4.19128
        }
    }
}
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": [
        [
            -2376798.68445552,
            632.8081252296,
            -2377431.492580748,
            -252558473.5398696,
            13870518.910955539,
            -266428992.45082515
        ],
        [
            -2376.798684,
            0.632808,
            -2377.431493,
            -252558.47354,
            13870.518911,
            -266428.992451
        ],
        [
            -1.007118,
            0.000268,
            -1.007386,
            0,
            0.209521,
            0
        ],
        [
            621.80739,
            621.80739,
            621.80739,
            621.80739,
            621.80739,
            621.80739
        ],
        [
            -2529569,
            -29311,
            -2512598,
            -398108148,
            -16300979,
            -393403894
        ],
        [
            0.185389,
            1.007927,
            0.162252,
            0.547174,
            1.346896,
            0.485414
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            45,
            20,
            25,
            44,
            22,
            22
        ],
        [
            36,
            21,
            15,
            37,
            19,
            18
        ],
        [
            55.555556,
            48.780488,
            62.5,
            54.320988,
            53.658537,
            55
        ],
        [
            0.148311,
            1.058324,
            0.097351,
            0.460124,
            1.163228,
            0.397157
        ],
        [
            65878,
            21180,
            65878,
            97939167,
            12905670,
            97939167
        ],
        [
            -1454609,
            -17911,
            -1454609,
            -258206467,
            -15792926,
            -258206467
        ],
        [
            56,
            2,
            111,
            56,
            2,
            111
        ],
        [
            46,
            1,
            81,
            46,
            2,
            90
        ],
        [
            68,
            2,
            162,
            67,
            2,
            137
        ],
        [
            4550,
            86,
            4464,
            4550,
            86,
            4464
        ],
        [
            234.999157,
            234.999158,
            236.999158,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -595362,
            -569604,
            -578539,
            -596495,
            333983,
            -580101
        ]
    ]
}
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": 1558051200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758974327214,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 4.19128
        }
    }
}

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)