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Trade: THETA/USDT/720/MIDPRICE/LINREG/6661

Strategy
THETA/USDT/720/MIDPRICE/LINREG/6661
Pair
THETA_USDT
Interval
12h
Score
528095
Daily Profit
0.476712
Profit Factor
5.610079
Profitability
51.428571
Streak
0.000000
Best Strategy
Training Data Length
2367.000000
Evaluation Time
2025-10-02 01:14
Expiration Time
2025-12-11 14:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1277255.0712 1128377.1642 148877.9069 20123226.5457 5444847.5516 14678378.994
Total P&L (%) 1277.2551 1128.3772 148.8779 20123.2265 5444.8476 14678.379
Avg Daily Profit (%) 0.5396 0.4767 0.0629 0.2246 0.1698 0.2113
Buy And Hold Return (%) 468.0843 468.0843 468.0843 468.0843 468.0843 468.0843
Max Trade Drawdown -59535 -79797 -52567 -13695261 -13801707 -7752076
Profit Factor 3.8168 5.6101 1.7134 1.3236 1.1422 1.6144
Total Trades 70 35 35 70 35 35
Winning Trades 33 18 15 33 18 15
Losing Trades 37 17 20 37 17 20
Profitability (%) 47.1429 51.4286 42.8571 47.1429 51.4286 42.8571
Ratio Avg Win / Avg Loss 4.2795 5.2984 2.2846 1.4841 1.0788 2.1525
Largest Winning Trade 639529 639529 54959 11738355 8679155 11738355
Largest Losing Trade -34514 -34514 -26722 -9373365 -9373365 -4424528
Avg Bars in Trades 64 50 78 64 50 78
Avg Bars in Winners 83 55 117 83 55 117
Avg Bars in Losers 46 44 48 46 44 48
Bars Traded 4498 1762 2736 4498 1762 2736
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 -85373 528095 -274261 -91412 -56134 302499
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4734,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759356858080,
    "expiration_time": 1765455264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 65,
            "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": [
        [
            1277255.0711948373,
            1128377.164247389,
            148877.9069474485,
            20123226.54567045,
            5444847.551629103,
            14678378.99404134
        ],
        [
            1277.255071,
            1128.377164,
            148.877907,
            20123.226546,
            5444.847552,
            14678.378994
        ],
        [
            0.539609,
            0.476712,
            0.062897,
            0.224562,
            0.169787,
            0.211281
        ],
        [
            468.084276,
            468.084276,
            468.084276,
            468.084276,
            468.084276,
            468.084276
        ],
        [
            -59535,
            -79797,
            -52567,
            -13695261,
            -13801707,
            -7752076
        ],
        [
            3.816815,
            5.610079,
            1.713439,
            1.323642,
            1.142216,
            1.614373
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            47.142857,
            51.428571,
            42.857143,
            47.142857,
            51.428571,
            42.857143
        ],
        [
            4.279459,
            5.298408,
            2.284586,
            1.484083,
            1.078759,
            2.152497
        ],
        [
            639529,
            639529,
            54959,
            11738355,
            8679155,
            11738355
        ],
        [
            -34514,
            -34514,
            -26722,
            -9373365,
            -9373365,
            -4424528
        ],
        [
            64,
            50,
            78,
            64,
            50,
            78
        ],
        [
            83,
            55,
            117,
            83,
            55,
            117
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            4498,
            1762,
            2736,
            4498,
            1762,
            2736
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85373,
            528095,
            -274261,
            -91412,
            -56134,
            302499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4734,
    "evaluation_days": 2367,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759356858080,
    "expiration_time": 1765455264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 65,
            "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)