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Trade: THETA/USDT/720/PWMA/JMA/2634

Strategy
THETA/USDT/720/PWMA/JMA/2634
Pair
THETA_USDT
Interval
12h
Score
513417
Daily Profit
0.605045
Profit Factor
5.181679
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-09-28 17:58
Expiration Time
2025-12-08 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1448006.3191 1430325.6548 17680.6643 1129896.5375 1860438.2541 -730541.7166
Total P&L (%) 1448.0063 1430.3257 17.6807 1129.8965 1860.4383 -730.5417
Avg Daily Profit (%) 0.6125 0.605 0.0075 0.1062 0.126 0
Buy And Hold Return (%) 413.5769 413.5769 413.5769 413.5769 413.5769 413.5769
Max Trade Drawdown -148314 -150422 -84415 -3612820 -2723617 -1415417
Profit Factor 3.2105 5.1817 1.0565 1.1323 1.3682 0.7904
Total Trades 92 46 46 92 46 46
Winning Trades 40 20 20 40 20 20
Losing Trades 52 26 26 52 26 26
Profitability (%) 43.4783 43.4783 43.4783 43.4783 43.4783 43.4783
Ratio Avg Win / Avg Loss 4.1736 6.7362 1.3734 1.472 1.7786 1.0276
Largest Winning Trade 1196838 1196838 63547 3696576 3696576 611059
Largest Losing Trade -39511 -39511 -33423 -731878 -731878 -463581
Avg Bars in Trades 49 42 56 49 42 56
Avg Bars in Winners 73 63 84 73 63 84
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 4556 1976 2580 4556 1976 2580
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 458761 513417 -509469 -131393 -27077 -581573
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559001600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071508954,
    "expiration_time": 1765188288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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": [
        [
            1448006.319119783,
            1430325.6548476543,
            17680.6642721286,
            1129896.537479171,
            1860438.2541229713,
            -730541.7166437996
        ],
        [
            1448.006319,
            1430.325655,
            17.680664,
            1129.896537,
            1860.438254,
            -730.541717
        ],
        [
            0.612524,
            0.605045,
            0.007479,
            0.106212,
            0.125957,
            0
        ],
        [
            413.576885,
            413.576885,
            413.576885,
            413.576885,
            413.576885,
            413.576885
        ],
        [
            -148314,
            -150422,
            -84415,
            -3612820,
            -2723617,
            -1415417
        ],
        [
            3.210467,
            5.181679,
            1.056484,
            1.132316,
            1.368153,
            0.790434
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            43.478261,
            43.478261,
            43.478261,
            43.478261,
            43.478261,
            43.478261
        ],
        [
            4.173607,
            6.736182,
            1.373429,
            1.47201,
            1.778599,
            1.027564
        ],
        [
            1196838,
            1196838,
            63547,
            3696576,
            3696576,
            611059
        ],
        [
            -39511,
            -39511,
            -33423,
            -731878,
            -731878,
            -463581
        ],
        [
            49,
            42,
            56,
            49,
            42,
            56
        ],
        [
            73,
            63,
            84,
            73,
            63,
            84
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            4556,
            1976,
            2580,
            4556,
            1976,
            2580
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458761,
            513417,
            -509469,
            -131393,
            -27077,
            -581573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559001600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071508954,
    "expiration_time": 1765188288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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)