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Trade: THETA/USDT/720/SINWMA/HILO/8130

Strategy
THETA/USDT/720/SINWMA/HILO/8130
Pair
THETA_USDT
Interval
12h
Score
522784
Daily Profit
0.679173
Profit Factor
6.496776
Profitability
40.425532
Streak
0.000000
Best Strategy
Training Data Length
2364.500000
Evaluation Time
2025-09-29 14:17
Expiration Time
2025-12-09 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1579857.0767 1605905.2349 -26048.1581 -198195.8499 -60354.0885 -137841.7615
Total P&L (%) 1579.8571 1605.9052 -26.0482 -198.1959 -60.3541 -137.8418
Avg Daily Profit (%) 0.6682 0.6792 -0.011 0 -0.0391 0
Buy And Hold Return (%) 435.1611 435.1611 435.1611 435.1611 435.1611 435.1611
Max Trade Drawdown -234592 -105953 -172794 -228602 -113021 -135141
Profit Factor 3.3018 6.4968 0.9339 0.6468 0.753 0.5649
Total Trades 94 47 47 94 47 47
Winning Trades 42 19 23 47 24 23
Losing Trades 52 28 24 47 23 24
Profitability (%) 44.6809 40.4255 48.9362 50 51.0638 48.9362
Ratio Avg Win / Avg Loss 4.088 9.5742 0.9745 0.6468 0.7217 0.5894
Largest Winning Trade 1391265 1391265 54356 33172 33172 31608
Largest Losing Trade -105000 -50646 -105000 -52624 -52624 -45971
Avg Bars in Trades 48 40 56 48 40 56
Avg Bars in Winners 65 66 63 33 18 48
Avg Bars in Losers 34 22 49 63 63 64
Bars Traded 4551 1895 2656 4551 1895 2656
Profit Streak 0 0 12.4704 9.9704 10.9704 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503388 522784 -580494 -579863 -579916 -581110
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144643771,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1579857.076713156,
            1605905.2348581513,
            -26048.1581449953,
            -198195.8499492598,
            -60354.0884531023,
            -137841.7614961575
        ],
        [
            1579.857077,
            1605.905235,
            -26.048158,
            -198.19585,
            -60.354088,
            -137.841761
        ],
        [
            0.668157,
            0.679173,
            -0.011016,
            0,
            -0.03912,
            0
        ],
        [
            435.16109,
            435.16109,
            435.16109,
            435.16109,
            435.16109,
            435.16109
        ],
        [
            -234592,
            -105953,
            -172794,
            -228602,
            -113021,
            -135141
        ],
        [
            3.301819,
            6.496776,
            0.933921,
            0.646815,
            0.753041,
            0.564863
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            42,
            19,
            23,
            47,
            24,
            23
        ],
        [
            52,
            28,
            24,
            47,
            23,
            24
        ],
        [
            44.680851,
            40.425532,
            48.93617,
            50,
            51.06383,
            48.93617
        ],
        [
            4.087966,
            9.574196,
            0.974526,
            0.646815,
            0.721664,
            0.589423
        ],
        [
            1391265,
            1391265,
            54356,
            33172,
            33172,
            31608
        ],
        [
            -105000,
            -50646,
            -105000,
            -52624,
            -52624,
            -45971
        ],
        [
            48,
            40,
            56,
            48,
            40,
            56
        ],
        [
            65,
            66,
            63,
            33,
            18,
            48
        ],
        [
            34,
            22,
            49,
            63,
            63,
            64
        ],
        [
            4551,
            1895,
            2656,
            4551,
            1895,
            2656
        ],
        [
            0,
            0,
            12.470414,
            9.970414,
            10.970414,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503388,
            522784,
            -580494,
            -579863,
            -579916,
            -581110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4729,
    "evaluation_days": 2364.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560470400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144643771,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)