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Trade: THETA/USDT/720/MIDPOINT/KCU/8392

Strategy
THETA/USDT/720/MIDPOINT/KCU/8392
Pair
THETA_USDT
Interval
12h
Score
349427
Daily Profit
0.382868
Profit Factor
3.467116
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2364.500000
Evaluation Time
2025-09-29 15:24
Expiration Time
2025-12-09 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 707223.7615 905291.9487 -198068.1872 -124859.196 -326434.2805 201575.0845
Total P&L (%) 707.2238 905.2919 -198.0682 -124.8592 -326.4343 201.5751
Avg Daily Profit (%) 0.2991 0.3829 -0.0838 0 0 0.0467
Buy And Hold Return (%) 389.6542 389.6542 389.6542 389.6542 389.6542 389.6542
Max Trade Drawdown -271274 -205414 -272738 -554366 -499157 -61410
Profit Factor 1.9224 3.4671 0.5046 0.8129 0.4014 2.6518
Total Trades 67 33 34 67 33 34
Winning Trades 27 15 12 33 15 18
Losing Trades 40 18 22 34 18 16
Profitability (%) 40.2985 45.4545 35.2941 49.2537 45.4545 52.9412
Ratio Avg Win / Avg Loss 2.848 4.1605 0.9251 0.8376 0.4817 2.3571
Largest Winning Trade 864988 864988 49099 194203 88796 194203
Largest Losing Trade -135481 -49517 -135481 -411492 -411492 -52086
Avg Bars in Trades 67 79 55 67 79 55
Avg Bars in Winners 102 103 100 44 52 38
Avg Bars in Losers 43 59 31 89 101 74
Bars Traded 4513 2623 1890 4513 2623 1890
Profit Streak 16.017 0 70.517 0 247.517 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120059 349427 -585956 -702068 -581598 -290902
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560038400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148668694,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "offset": 111
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 38,
            "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": [
        [
            707223.7614735394,
            905291.9486900591,
            -198068.1872165194,
            -124859.196006407,
            -326434.2804790775,
            201575.0844726706
        ],
        [
            707.223761,
            905.291949,
            -198.068187,
            -124.859196,
            -326.43428,
            201.575084
        ],
        [
            0.299101,
            0.382868,
            -0.083767,
            0,
            0,
            0.046695
        ],
        [
            389.654195,
            389.654195,
            389.654195,
            389.654195,
            389.654195,
            389.654195
        ],
        [
            -271274,
            -205414,
            -272738,
            -554366,
            -499157,
            -61410
        ],
        [
            1.922376,
            3.467116,
            0.504579,
            0.812919,
            0.401446,
            2.651773
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            27,
            15,
            12,
            33,
            15,
            18
        ],
        [
            40,
            18,
            22,
            34,
            18,
            16
        ],
        [
            40.298507,
            45.454545,
            35.294118,
            49.253731,
            45.454545,
            52.941176
        ],
        [
            2.847965,
            4.160539,
            0.925061,
            0.837553,
            0.481736,
            2.357132
        ],
        [
            864988,
            864988,
            49099,
            194203,
            88796,
            194203
        ],
        [
            -135481,
            -49517,
            -135481,
            -411492,
            -411492,
            -52086
        ],
        [
            67,
            79,
            55,
            67,
            79,
            55
        ],
        [
            102,
            103,
            100,
            44,
            52,
            38
        ],
        [
            43,
            59,
            31,
            89,
            101,
            74
        ],
        [
            4513,
            2623,
            1890,
            4513,
            2623,
            1890
        ],
        [
            16.016999,
            0,
            70.516999,
            0,
            247.516999,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120059,
            349427,
            -585956,
            -702068,
            -581598,
            -290902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560038400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148668694,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "offset": 111
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 38,
            "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)