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Trade: THETA/USDT/720/LINREG/KCL/1397

Strategy
THETA/USDT/720/LINREG/KCL/1397
Pair
THETA_USDT
Interval
12h
Score
375892
Daily Profit
0.237982
Profit Factor
1.574972
Profitability
61.290323
Streak
81.127554
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 -7610320.8537 14285.878 -7624606.7317 45490781.632 27565942.8995 17924838.7324
Total P&L (%) -7610.3209 14.2859 -7624.6067 45490.7816 27565.9429 17924.8387
Avg Daily Profit (%) -3.2172 0.006 -3.2233 0.2592 0.238 0.2198
Buy And Hold Return (%) 481.1321 481.1321 481.1321 481.1321 481.1321 481.1321
Max Trade Drawdown -7782018 -93437 -7740004 -64678553 -13923248 -80260636
Profit Factor 0.0557 1.0908 0.035 1.3357 1.575 1.2047
Total Trades 62 31 31 62 31 31
Winning Trades 48 20 28 34 19 15
Losing Trades 14 11 3 28 12 16
Profitability (%) 77.4194 64.5161 90.3226 54.8387 61.2903 48.3871
Ratio Avg Win / Avg Loss 0.0162 0.5999 0.0038 1.1 0.9947 1.285
Largest Winning Trade 31149 31149 28789 77813162 35556814 77813162
Largest Losing Trade -7717562 -55223 -7717562 -22478983 -12772803 -22478983
Avg Bars in Trades 70 55 85 70 55 85
Avg Bars in Winners 36 25 43 58 54 64
Avg Bars in Losers 189 110 477 85 58 104
Bars Traded 4384 1733 2651 4384 1733 2651
Profit Streak 81.1276 81.1276 239.1276 81.1276 81.1276 239.1276
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -734356 -470436 -574547 -147660 375892 303091
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": 1563580800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201420642,
    "expiration_time": 1765321776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -7610320.853694251,
            14285.8780242911,
            -7624606.731718542,
            45490781.63196186,
            27565942.89952177,
            17924838.732440084
        ],
        [
            -7610.320854,
            14.285878,
            -7624.606732,
            45490.781632,
            27565.9429,
            17924.838732
        ],
        [
            -3.217214,
            0.006039,
            -3.223254,
            0.259151,
            0.237982,
            0.219828
        ],
        [
            481.132075,
            481.132075,
            481.132075,
            481.132075,
            481.132075,
            481.132075
        ],
        [
            -7782018,
            -93437,
            -7740004,
            -64678553,
            -13923248,
            -80260636
        ],
        [
            0.055656,
            1.090809,
            0.035046,
            1.335681,
            1.574972,
            1.20468
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            48,
            20,
            28,
            34,
            19,
            15
        ],
        [
            14,
            11,
            3,
            28,
            12,
            16
        ],
        [
            77.419355,
            64.516129,
            90.322581,
            54.83871,
            61.290323,
            48.387097
        ],
        [
            0.016233,
            0.599945,
            0.003755,
            1.099973,
            0.994719,
            1.284992
        ],
        [
            31149,
            31149,
            28789,
            77813162,
            35556814,
            77813162
        ],
        [
            -7717562,
            -55223,
            -7717562,
            -22478983,
            -12772803,
            -22478983
        ],
        [
            70,
            55,
            85,
            70,
            55,
            85
        ],
        [
            36,
            25,
            43,
            58,
            54,
            64
        ],
        [
            189,
            110,
            477,
            85,
            58,
            104
        ],
        [
            4384,
            1733,
            2651,
            4384,
            1733,
            2651
        ],
        [
            81.127554,
            81.127554,
            239.127554,
            81.127554,
            81.127554,
            239.127554
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -734356,
            -470436,
            -574547,
            -147660,
            375892,
            303091
        ]
    ]
}
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": 1563580800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759201420642,
    "expiration_time": 1765321776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)