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Trade: THETA/USDT/720/MIDPRICE/KCU/2559

Strategy
THETA/USDT/720/MIDPRICE/KCU/2559
Pair
THETA_USDT
Interval
12h
Score
488178
Daily Profit
0.673600
Profit Factor
5.217705
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 07:48
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 1653068.3753 1589695.7065 63372.6687 2326999.5344 6048757.3331 -3721757.7988
Total P&L (%) 1653.0684 1589.6957 63.3727 2326.9995 6048.7573 -3721.7578
Avg Daily Profit (%) 0.7005 0.6736 0.0269 0.1352 0.1747 0
Buy And Hold Return (%) 475.5725 475.5725 475.5725 475.5725 475.5725 475.5725
Max Trade Drawdown -264382 -222192 -91775 -19519183 -14072835 -5814021
Profit Factor 3.6475 5.2177 1.2561 1.0884 1.3227 0.5094
Total Trades 75 37 38 75 37 38
Winning Trades 38 15 23 38 15 23
Losing Trades 37 22 15 37 22 15
Profitability (%) 50.6667 40.5405 60.5263 50.6667 40.5405 60.5263
Ratio Avg Win / Avg Loss 3.5515 7.6526 0.8192 1.0597 1.94 0.3322
Largest Winning Trade 791231 791231 42797 17787030 17787030 1020991
Largest Losing Trade -66892 -55241 -66892 -10390200 -10390200 -3497149
Avg Bars in Trades 56 70 43 56 70 43
Avg Bars in Winners 48 64 37 48 64 37
Avg Bars in Losers 65 74 51 65 74 51
Bars Traded 4250 2610 1640 4250 2610 1640
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 -44760 488178 -323253 -198017 197345 -579400

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862126112,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 57,
            "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": [
        [
            1653068.3752637934,
            1589695.7065239144,
            63372.6687398794,
            2326999.5343836914,
            6048757.333144823,
            -3721757.798761126
        ],
        [
            1653.068375,
            1589.695707,
            63.372669,
            2326.999534,
            6048.757333,
            -3721.757799
        ],
        [
            0.700453,
            0.6736,
            0.026853,
            0.135229,
            0.174679,
            0
        ],
        [
            475.572519,
            475.572519,
            475.572519,
            475.572519,
            475.572519,
            475.572519
        ],
        [
            -264382,
            -222192,
            -91775,
            -19519183,
            -14072835,
            -5814021
        ],
        [
            3.647518,
            5.217705,
            1.256078,
            1.088376,
            1.3227,
            0.509414
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            50.666667,
            40.540541,
            60.526316,
            50.666667,
            40.540541,
            60.526316
        ],
        [
            3.551531,
            7.652634,
            0.819181,
            1.059735,
            1.939961,
            0.332226
        ],
        [
            791231,
            791231,
            42797,
            17787030,
            17787030,
            1020991
        ],
        [
            -66892,
            -55241,
            -66892,
            -10390200,
            -10390200,
            -3497149
        ],
        [
            56,
            70,
            43,
            56,
            70,
            43
        ],
        [
            48,
            64,
            37,
            48,
            64,
            37
        ],
        [
            65,
            74,
            51,
            65,
            74,
            51
        ],
        [
            4250,
            2610,
            1640,
            4250,
            2610,
            1640
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44760,
            488178,
            -323253,
            -198017,
            197345,
            -579400
        ]
    ]
}
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": 1560600000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862126112,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 57,
            "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)