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Trade: THETA/USDT/720/SINWMA/JMA/1682

Strategy
THETA/USDT/720/SINWMA/JMA/1682
Pair
THETA_USDT
Interval
12h
Score
328004
Daily Profit
0.207107
Profit Factor
1.526741
Profitability
46.067416
Streak
0.000000
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 13:55
Expiration Time
2025-12-18 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1000562.8643 922383.3739 78179.4904 4333550.9556 13471958.7124 -9138407.7568
Total P&L (%) 1000.5629 922.3834 78.1795 4333.551 13471.9587 -9138.4078
Avg Daily Profit (%) 0.4216 0.3886 0.0329 0.1599 0.2071 0
Buy And Hold Return (%) 668.2659 668.2659 668.2659 668.2659 668.2659 668.2659
Max Trade Drawdown -333281 -232948 -174736 -27403321 -17786808 -13284526
Profit Factor 2.0765 2.9694 1.1696 1.0935 1.5267 0.5603
Total Trades 177 89 88 177 89 88
Winning Trades 85 41 44 85 41 44
Losing Trades 92 48 44 92 48 44
Profitability (%) 48.0226 46.0674 50 48.0226 46.0674 50
Ratio Avg Win / Avg Loss 2.2476 3.4763 1.1696 1.1835 1.7874 0.5603
Largest Winning Trade 269383 269383 64729 19279976 19279976 1287324
Largest Losing Trade -40313 -32292 -40313 -5222135 -4593166 -5222135
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 35 32 37 35 32 37
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 4646 2247 2399 4646 2247 2399
Profit Streak 0 0 37.9554 0 0 37.9554
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 116573 -33720 -348165 -109918 328004 -580273
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556193600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920950272,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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": [
        [
            1000562.8643379984,
            922383.3738997722,
            78179.4904382255,
            4333550.955649309,
            13471958.71242325,
            -9138407.756773952
        ],
        [
            1000.562864,
            922.383374,
            78.17949,
            4333.550956,
            13471.958712,
            -9138.407757
        ],
        [
            0.421556,
            0.388617,
            0.032938,
            0.159883,
            0.207107,
            0
        ],
        [
            668.265914,
            668.265914,
            668.265914,
            668.265914,
            668.265914,
            668.265914
        ],
        [
            -333281,
            -232948,
            -174736,
            -27403321,
            -17786808,
            -13284526
        ],
        [
            2.076547,
            2.969356,
            1.169568,
            1.093474,
            1.526741,
            0.560334
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            92,
            48,
            44,
            92,
            48,
            44
        ],
        [
            48.022599,
            46.067416,
            50,
            48.022599,
            46.067416,
            50
        ],
        [
            2.247556,
            3.476319,
            1.169568,
            1.183525,
            1.787405,
            0.560334
        ],
        [
            269383,
            269383,
            64729,
            19279976,
            19279976,
            1287324
        ],
        [
            -40313,
            -32292,
            -40313,
            -5222135,
            -4593166,
            -5222135
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            4646,
            2247,
            2399,
            4646,
            2247,
            2399
        ],
        [
            0,
            0,
            37.955443,
            0,
            0,
            37.955443
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            116573,
            -33720,
            -348165,
            -109918,
            328004,
            -580273
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556193600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920950272,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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)