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Trade: THETA/USDT/720/MIDPRICE/SUPERTREND/5926

Strategy
THETA/USDT/720/MIDPRICE/SUPERTREND/5926
Pair
THETA_USDT
Interval
12h
Score
740795
Daily Profit
0.619686
Profit Factor
6.040175
Profitability
53.846154
Streak
64.077245
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 04:51
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1542469.269 1472992.7644 69476.5045 2770145.571 857697.7383 1912447.8326
Total P&L (%) 1542.4693 1472.9928 69.4765 2770.1456 857.6977 1912.4478
Avg Daily Profit (%) 0.6489 0.6197 0.0292 0.1413 0.0951 0.1264
Buy And Hold Return (%) 272.8393 272.8393 272.8393 272.8393 272.8393 272.8393
Max Trade Drawdown -144034 -132627 -89348 -3954705 -3930137 -1746556
Profit Factor 3.4475 6.0402 1.2056 1.2216 1.1142 1.3832
Total Trades 79 39 40 79 39 40
Winning Trades 41 21 20 41 21 20
Losing Trades 38 18 20 38 18 20
Profitability (%) 51.8987 53.8462 50 51.8987 53.8462 50
Ratio Avg Win / Avg Loss 3.1952 5.1773 1.2056 1.1322 0.955 1.3832
Largest Winning Trade 1184565 1184565 65246 4050129 4050129 1515799
Largest Losing Trade -37522 -34224 -37522 -1434304 -1434304 -941386
Avg Bars in Trades 57 47 67 57 47 67
Avg Bars in Winners 70 58 83 70 58 83
Avg Bars in Losers 43 34 51 43 34 51
Bars Traded 4556 1858 2698 4556 1858 2698
Profit Streak 64.0772 64.0772 83.5772 64.0772 64.0772 83.5772
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11963 740795 -318711 -33884 -163665 -21908
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233874007,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 2.68661
        }
    }
}
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": [
        [
            1542469.2689611078,
            1472992.764414201,
            69476.504546907,
            2770145.570958326,
            857697.7383187816,
            1912447.832639544
        ],
        [
            1542.469269,
            1472.992764,
            69.476505,
            2770.145571,
            857.697738,
            1912.447833
        ],
        [
            0.648914,
            0.619686,
            0.029229,
            0.141326,
            0.095096,
            0.126371
        ],
        [
            272.839315,
            272.839315,
            272.839315,
            272.839315,
            272.839315,
            272.839315
        ],
        [
            -144034,
            -132627,
            -89348,
            -3954705,
            -3930137,
            -1746556
        ],
        [
            3.447483,
            6.040175,
            1.205566,
            1.221595,
            1.114195,
            1.383249
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            51.898734,
            53.846154,
            50,
            51.898734,
            53.846154,
            50
        ],
        [
            3.195228,
            5.177293,
            1.205566,
            1.13221,
            0.955024,
            1.383249
        ],
        [
            1184565,
            1184565,
            65246,
            4050129,
            4050129,
            1515799
        ],
        [
            -37522,
            -34224,
            -37522,
            -1434304,
            -1434304,
            -941386
        ],
        [
            57,
            47,
            67,
            57,
            47,
            67
        ],
        [
            70,
            58,
            83,
            70,
            58,
            83
        ],
        [
            43,
            34,
            51,
            43,
            34,
            51
        ],
        [
            4556,
            1858,
            2698,
            4556,
            1858,
            2698
        ],
        [
            64.077245,
            64.077245,
            83.577245,
            64.077245,
            64.077245,
            83.577245
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11963,
            740795,
            -318711,
            -33884,
            -163665,
            -21908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560772800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233874007,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 93,
            "offset": 0,
            "multiplier": 2.68661
        }
    }
}

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)