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Trade: THETA/USDT/720/SINWMA/DCM/7594

Strategy
THETA/USDT/720/SINWMA/DCM/7594
Pair
THETA_USDT
Interval
12h
Score
316620
Daily Profit
0.378396
Profit Factor
3.546688
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2378.000000
Evaluation Time
2025-10-13 00:30
Expiration Time
2025-12-22 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 849919.1757 899825.6061 -49906.4303 -35018.4707 130440.1976 -165458.6684
Total P&L (%) 849.9192 899.8256 -49.9064 -35.0185 130.4402 -165.4587
Avg Daily Profit (%) 0.3574 0.3784 -0.021 -0.0181 0.0351 0
Buy And Hold Return (%) 371.834 371.834 371.834 371.834 371.834 371.834
Max Trade Drawdown -148875 -119711 -256794 -158605 -95754 -264518
Profit Factor 2.2627 3.5467 0.8439 0.9326 1.55 0.4143
Total Trades 57 29 28 57 29 28
Winning Trades 28 12 16 28 12 16
Losing Trades 29 17 12 29 17 12
Profitability (%) 49.1228 41.3793 57.1429 49.1228 41.3793 57.1429
Ratio Avg Win / Avg Loss 2.3435 5.0245 0.6329 0.9659 2.1959 0.3107
Largest Winning Trade 630404 630404 49746 146335 146335 37097
Largest Losing Trade -76312 -48363 -76312 -98112 -66781 -98112
Avg Bars in Trades 79 111 47 79 111 47
Avg Bars in Winners 81 113 57 81 113 57
Avg Bars in Losers 77 109 33 77 109 33
Bars Traded 4538 3219 1319 4538 3219 1319
Profit Streak 0 0 111.8962 0 0 111.8962
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171134 316620 -600344 -760618 -312452 -600344
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4756,
    "evaluation_days": 2378,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760304631187,
    "expiration_time": 1766434176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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": [
        [
            849919.1757303951,
            899825.6060516791,
            -49906.4303212841,
            -35018.470749747,
            130440.1976447559,
            -165458.6683945029
        ],
        [
            849.919176,
            899.825606,
            -49.90643,
            -35.018471,
            130.440198,
            -165.458668
        ],
        [
            0.357409,
            0.378396,
            -0.020987,
            -0.018126,
            0.035112,
            0
        ],
        [
            371.833969,
            371.833969,
            371.833969,
            371.833969,
            371.833969,
            371.833969
        ],
        [
            -148875,
            -119711,
            -256794,
            -158605,
            -95754,
            -264518
        ],
        [
            2.262728,
            3.546688,
            0.84392,
            0.93261,
            1.550016,
            0.414265
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            49.122807,
            41.37931,
            57.142857,
            49.122807,
            41.37931,
            57.142857
        ],
        [
            2.34354,
            5.024475,
            0.63294,
            0.965917,
            2.195856,
            0.310699
        ],
        [
            630404,
            630404,
            49746,
            146335,
            146335,
            37097
        ],
        [
            -76312,
            -48363,
            -76312,
            -98112,
            -66781,
            -98112
        ],
        [
            79,
            111,
            47,
            79,
            111,
            47
        ],
        [
            81,
            113,
            57,
            81,
            113,
            57
        ],
        [
            77,
            109,
            33,
            77,
            109,
            33
        ],
        [
            4538,
            3219,
            1319,
            4538,
            3219,
            1319
        ],
        [
            0,
            0,
            111.896194,
            0,
            0,
            111.896194
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171134,
            316620,
            -600344,
            -760618,
            -312452,
            -600344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4756,
    "evaluation_days": 2378,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760304631187,
    "expiration_time": 1766434176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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)