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Trade: THETA/USDT/720/PWMA/T3/3185

Strategy
THETA/USDT/720/PWMA/T3/3185
Pair
THETA_USDT
Interval
12h
Score
750556
Daily Profit
0.867280
Profit Factor
9.628943
Profitability
51.515152
Streak
42.351828
Best Strategy
Training Data Length
2365.000000
Evaluation Time
2025-09-29 23:26
Expiration Time
2025-12-09 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2202644.4372 2051118.3007 151526.1365 16038770.2357 5687704.4309 10351065.8048
Total P&L (%) 2202.6444 2051.1183 151.5261 16038.7702 5687.7044 10351.0658
Avg Daily Profit (%) 0.9314 0.8673 0.0641 0.2152 0.1717 0.1968
Buy And Hold Return (%) 439.2119 439.2119 439.2119 439.2119 439.2119 439.2119
Max Trade Drawdown -108678 -81634 -61535 -8637142 -5686741 -6119913
Profit Factor 5.2228 9.6289 1.5337 1.4535 1.3506 1.5408
Total Trades 67 33 34 67 33 34
Winning Trades 37 17 20 37 17 20
Losing Trades 30 16 14 30 16 14
Profitability (%) 55.2239 51.5152 58.8235 55.2239 51.5152 58.8235
Ratio Avg Win / Avg Loss 4.2347 9.0625 1.0736 1.1785 1.2711 1.0785
Largest Winning Trade 1606945 1606945 53505 7960427 4472725 7960427
Largest Losing Trade -42567 -42567 -36407 -5737682 -3226830 -5737682
Avg Bars in Trades 67 64 71 67 64 71
Avg Bars in Winners 75 72 79 75 72 79
Avg Bars in Losers 57 55 60 57 55 60
Bars Traded 4549 2112 2437 4549 2112 2437
Profit Streak 42.3518 42.3518 71.8518 42.3518 42.3518 71.8518
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98984 750556 -269551 -109709 320832 419728
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177597945,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.6533
        }
    }
}
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": [
        [
            2202644.4372152034,
            2051118.300736147,
            151526.1364790561,
            16038770.235686373,
            5687704.430860529,
            10351065.804825844
        ],
        [
            2202.644437,
            2051.118301,
            151.526136,
            16038.770236,
            5687.704431,
            10351.065805
        ],
        [
            0.931351,
            0.86728,
            0.06407,
            0.215191,
            0.171747,
            0.196781
        ],
        [
            439.211861,
            439.211861,
            439.211861,
            439.211861,
            439.211861,
            439.211861
        ],
        [
            -108678,
            -81634,
            -61535,
            -8637142,
            -5686741,
            -6119913
        ],
        [
            5.222771,
            9.628943,
            1.533714,
            1.453523,
            1.350578,
            1.540778
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            55.223881,
            51.515152,
            58.823529,
            55.223881,
            51.515152,
            58.823529
        ],
        [
            4.234679,
            9.062535,
            1.0736,
            1.178532,
            1.271132,
            1.078545
        ],
        [
            1606945,
            1606945,
            53505,
            7960427,
            4472725,
            7960427
        ],
        [
            -42567,
            -42567,
            -36407,
            -5737682,
            -3226830,
            -5737682
        ],
        [
            67,
            64,
            71,
            67,
            64,
            71
        ],
        [
            75,
            72,
            79,
            75,
            72,
            79
        ],
        [
            57,
            55,
            60,
            57,
            55,
            60
        ],
        [
            4549,
            2112,
            2437,
            4549,
            2112,
            2437
        ],
        [
            42.351828,
            42.351828,
            71.851828,
            42.351828,
            42.351828,
            71.851828
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98984,
            750556,
            -269551,
            -109709,
            320832,
            419728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560513600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759177597945,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.6533
        }
    }
}

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)