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Trade: THETA/USDT/720/MIDPOINT/LINREG/4477

Strategy
THETA/USDT/720/MIDPOINT/LINREG/4477
Pair
THETA_USDT
Interval
12h
Score
316623
Daily Profit
0.714156
Profit Factor
3.375549
Profitability
31.531532
Streak
0.000000
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 10:20
Expiration Time
2025-12-18 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1695048.5396 1655261.7095 39786.8301 2350968.681 2678154.9732 -327186.2922
Total P&L (%) 1695.0485 1655.2617 39.7868 2350.9687 2678.155 -327.1863
Avg Daily Profit (%) 0.7142 0.6974 0.0168 0.1349 0.1402 0
Buy And Hold Return (%) 585.5748 585.5748 585.5748 585.5748 585.5748 585.5748
Max Trade Drawdown -108149 -102328 -106321 -4522976 -2964300 -3001792
Profit Factor 3.3755 5.6542 1.1112 1.153 1.3166 0.9526
Total Trades 111 56 55 111 56 55
Winning Trades 35 15 20 35 15 20
Losing Trades 76 41 35 76 41 35
Profitability (%) 31.5315 26.7857 36.3636 31.5315 26.7857 36.3636
Ratio Avg Win / Avg Loss 7.3298 15.4548 1.9445 2.5036 3.5988 1.6671
Largest Winning Trade 1327656 1327656 63718 3497566 3497566 1821051
Largest Losing Trade -25573 -24859 -25573 -1190635 -1043333 -1190635
Avg Bars in Trades 41 35 47 41 35 47
Avg Bars in Winners 93 89 96 93 89 96
Avg Bars in Losers 17 16 19 17 16 19
Bars Traded 4640 2010 2630 4640 2010 2630
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 316623 -184979 -618998 -72792 -208203 -763636
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908029484,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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": [
        [
            1695048.5395951504,
            1655261.7094890727,
            39786.8301060777,
            2350968.681006085,
            2678154.9731893274,
            -327186.2921832429
        ],
        [
            1695.04854,
            1655.261709,
            39.78683,
            2350.968681,
            2678.154973,
            -327.186292
        ],
        [
            0.714156,
            0.697393,
            0.016763,
            0.134874,
            0.14016,
            0
        ],
        [
            585.574756,
            585.574756,
            585.574756,
            585.574756,
            585.574756,
            585.574756
        ],
        [
            -108149,
            -102328,
            -106321,
            -4522976,
            -2964300,
            -3001792
        ],
        [
            3.375549,
            5.654207,
            1.11117,
            1.15298,
            1.316628,
            0.952647
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            76,
            41,
            35,
            76,
            41,
            35
        ],
        [
            31.531532,
            26.785714,
            36.363636,
            31.531532,
            26.785714,
            36.363636
        ],
        [
            7.329763,
            15.454831,
            1.944548,
            2.503613,
            3.598783,
            1.667132
        ],
        [
            1327656,
            1327656,
            63718,
            3497566,
            3497566,
            1821051
        ],
        [
            -25573,
            -24859,
            -25573,
            -1190635,
            -1043333,
            -1190635
        ],
        [
            41,
            35,
            47,
            41,
            35,
            47
        ],
        [
            93,
            89,
            96,
            93,
            89,
            96
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            4640,
            2010,
            2630,
            4640,
            2010,
            2630
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316623,
            -184979,
            -618998,
            -72792,
            -208203,
            -763636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759908029484,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "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)