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Trade: THETA/USDT/720/PWMA/ALMA/5871

Strategy
THETA/USDT/720/PWMA/ALMA/5871
Pair
THETA_USDT
Interval
12h
Score
525341
Daily Profit
0.747405
Profit Factor
9.550325
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
2374.000000
Evaluation Time
2025-10-08 19:50
Expiration Time
2025-12-18 19:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1945179.3845 1774339.7918 170839.5926 29209559.3045 5322824.036 23886735.2685
Total P&L (%) 1945.1794 1774.3398 170.8396 29209.5593 5322.824 23886.7353
Avg Daily Profit (%) 0.8194 0.7474 0.072 0.2396 0.1683 0.2311
Buy And Hold Return (%) 469.6203 469.6203 469.6203 469.6203 469.6203 469.6203
Max Trade Drawdown -65160 -91960 -33708 -15289152 -13489749 -2779488
Profit Factor 6.1916 9.5503 2.022 1.9964 1.2581 3.7467
Total Trades 82 41 41 82 41 41
Winning Trades 35 16 19 35 16 19
Losing Trades 47 25 22 47 25 22
Profitability (%) 42.6829 39.0244 46.3415 42.6829 39.0244 46.3415
Ratio Avg Win / Avg Loss 8.3144 14.9224 2.3413 2.6808 1.9658 4.3383
Largest Winning Trade 1349209 1349209 58413 15258120 9135565 15258120
Largest Losing Trade -29551 -27075 -29551 -11172527 -11172527 -2356194
Avg Bars in Trades 55 51 59 55 51 59
Avg Bars in Winners 79 84 75 79 84 75
Avg Bars in Losers 37 29 46 37 29 46
Bars Traded 4558 2099 2459 4558 2099 2459
Profit Streak 0 0 22.7014 0 0 22.7014
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 287711 525341 -259630 19657 161056 516233
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4748,
    "evaluation_days": 2374,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759942200355,
    "expiration_time": 1766078208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "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": [
        [
            1945179.3844534878,
            1774339.7918162378,
            170839.5926372486,
            29209559.30449816,
            5322824.036031346,
            23886735.268466808
        ],
        [
            1945.179384,
            1774.339792,
            170.839593,
            29209.559304,
            5322.824036,
            23886.735268
        ],
        [
            0.819368,
            0.747405,
            0.071963,
            0.239566,
            0.168347,
            0.231104
        ],
        [
            469.620253,
            469.620253,
            469.620253,
            469.620253,
            469.620253,
            469.620253
        ],
        [
            -65160,
            -91960,
            -33708,
            -15289152,
            -13489749,
            -2779488
        ],
        [
            6.191592,
            9.550325,
            2.022003,
            1.996367,
            1.258143,
            3.746742
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            42.682927,
            39.02439,
            46.341463,
            42.682927,
            39.02439,
            46.341463
        ],
        [
            8.314424,
            14.922384,
            2.341267,
            2.680835,
            1.965848,
            4.338333
        ],
        [
            1349209,
            1349209,
            58413,
            15258120,
            9135565,
            15258120
        ],
        [
            -29551,
            -27075,
            -29551,
            -11172527,
            -11172527,
            -2356194
        ],
        [
            55,
            51,
            59,
            55,
            51,
            59
        ],
        [
            79,
            84,
            75,
            79,
            84,
            75
        ],
        [
            37,
            29,
            46,
            37,
            29,
            46
        ],
        [
            4558,
            2099,
            2459,
            4558,
            2099,
            2459
        ],
        [
            0,
            0,
            22.701393,
            0,
            0,
            22.701393
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            287711,
            525341,
            -259630,
            19657,
            161056,
            516233
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4748,
    "evaluation_days": 2374,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560556800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759942200355,
    "expiration_time": 1766078208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 9,
            "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)