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Trade: THETA/USDT/720/PWMA/ZLMA/5078

Strategy
THETA/USDT/720/PWMA/ZLMA/5078
Pair
THETA_USDT
Interval
12h
Score
534930
Daily Profit
1.486021
Profit Factor
16.820651
Profitability
31.034483
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 03:29
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 3608404.1237 3532272.3596 76131.764 4223282.2681 3033670.9563 1189611.3118
Total P&L (%) 3608.4041 3532.2724 76.1318 4223.2823 3033.671 1189.6113
Avg Daily Profit (%) 1.5181 1.486 0.032 0.1586 0.145 0.1076
Buy And Hold Return (%) 307.4545 307.4545 307.4545 307.4545 307.4545 307.4545
Max Trade Drawdown -78028 -74314 -64710 -4287188 -3717487 -1881282
Profit Factor 9.184 16.8207 1.3498 1.3277 1.4029 1.222
Total Trades 58 29 29 58 29 29
Winning Trades 23 9 14 23 9 14
Losing Trades 35 20 15 35 20 15
Profitability (%) 39.6552 31.0345 48.2759 39.6552 31.0345 48.2759
Ratio Avg Win / Avg Loss 13.9757 37.3792 1.4462 2.0204 3.1175 1.3093
Largest Winning Trade 3386062 3386062 70636 4384730 4384730 2046894
Largest Losing Trade -44548 -25507 -44548 -1524347 -1524347 -1377909
Avg Bars in Trades 76 67 85 76 67 85
Avg Bars in Winners 131 136 129 131 136 129
Avg Bars in Losers 40 37 44 40 37 44
Bars Traded 4444 1967 2477 4444 1967 2477
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 -161483 534930 -316216 -174752 -4627 -52343
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228947353,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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": [
        [
            3608404.123692013,
            3532272.359648383,
            76131.7640436301,
            4223282.2681115195,
            3033670.9563256865,
            1189611.3117858313
        ],
        [
            3608.404124,
            3532.27236,
            76.131764,
            4223.282268,
            3033.670956,
            1189.611312
        ],
        [
            1.51805,
            1.486021,
            0.032029,
            0.158586,
            0.145027,
            0.107627
        ],
        [
            307.454468,
            307.454468,
            307.454468,
            307.454468,
            307.454468,
            307.454468
        ],
        [
            -78028,
            -74314,
            -64710,
            -4287188,
            -3717487,
            -1881282
        ],
        [
            9.184025,
            16.820651,
            1.349808,
            1.327668,
            1.402862,
            1.222001
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            23,
            9,
            14,
            23,
            9,
            14
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            39.655172,
            31.034483,
            48.275862,
            39.655172,
            31.034483,
            48.275862
        ],
        [
            13.97569,
            37.379225,
            1.446223,
            2.020365,
            3.117472,
            1.309286
        ],
        [
            3386062,
            3386062,
            70636,
            4384730,
            4384730,
            2046894
        ],
        [
            -44548,
            -25507,
            -44548,
            -1524347,
            -1524347,
            -1377909
        ],
        [
            76,
            67,
            85,
            76,
            67,
            85
        ],
        [
            131,
            136,
            129,
            131,
            136,
            129
        ],
        [
            40,
            37,
            44,
            40,
            37,
            44
        ],
        [
            4444,
            1967,
            2477,
            4444,
            1967,
            2477
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161483,
            534930,
            -316216,
            -174752,
            -4627,
            -52343
        ]
    ]
}
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": 1563494400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228947353,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "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)