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Trade: THETA/USDT/720/SMA/HILO/7239

Strategy
THETA/USDT/720/SMA/HILO/7239
Pair
THETA_USDT
Interval
12h
Score
623119
Daily Profit
1.885742
Profit Factor
17.303795
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
2368.000000
Evaluation Time
2025-10-03 03:49
Expiration Time
2025-12-12 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4423896.9252 4465438.1988 -41541.2737 -176409.1108 -156647.21 -19761.9008
Total P&L (%) 4423.8969 4465.4382 -41.5413 -176.4091 -156.6472 -19.7619
Avg Daily Profit (%) 1.8682 1.8857 -0.0175 0 0 -0.0093
Buy And Hold Return (%) 493.6549 493.6549 493.6549 493.6549 493.6549 493.6549
Max Trade Drawdown -152104 -122598 -176273 -281180 -238813 -107244
Profit Factor 8.6826 17.3038 0.8624 0.7328 0.596 0.9274
Total Trades 65 33 32 65 33 32
Winning Trades 28 12 16 33 19 14
Losing Trades 37 21 16 32 14 18
Profitability (%) 43.0769 36.3636 50 50.7692 57.5758 43.75
Ratio Avg Win / Avg Loss 11.4735 30.2816 0.8624 0.7105 0.4392 1.1924
Largest Winning Trade 4561491 4561491 51575 48281 34667 48281
Largest Losing Trade -107402 -38620 -107402 -183096 -183096 -61538
Avg Bars in Trades 69 59 79 69 59 79
Avg Bars in Winners 114 117 112 37 20 59
Avg Bars in Losers 34 25 46 101 111 94
Bars Traded 4496 1958 2538 4496 1958 2538
Profit Streak 0 0 0 25.0343 25.0343 38.5343
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116348 623119 -580810 -715653 -579277 -581028
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4736,
    "evaluation_days": 2368,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759452561537,
    "expiration_time": 1765544256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 209,
            "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": [
        [
            4423896.925157353,
            4465438.198847248,
            -41541.2736898959,
            -176409.1108084258,
            -156647.2099744023,
            -19761.9008340235
        ],
        [
            4423.896925,
            4465.438199,
            -41.541274,
            -176.409111,
            -156.64721,
            -19.761901
        ],
        [
            1.8682,
            1.885742,
            -0.017543,
            0,
            0,
            -0.009297
        ],
        [
            493.654863,
            493.654863,
            493.654863,
            493.654863,
            493.654863,
            493.654863
        ],
        [
            -152104,
            -122598,
            -176273,
            -281180,
            -238813,
            -107244
        ],
        [
            8.682633,
            17.303795,
            0.862419,
            0.732751,
            0.595998,
            0.92744
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            28,
            12,
            16,
            33,
            19,
            14
        ],
        [
            37,
            21,
            16,
            32,
            14,
            18
        ],
        [
            43.076923,
            36.363636,
            50,
            50.769231,
            57.575758,
            43.75
        ],
        [
            11.473479,
            30.281641,
            0.862419,
            0.710546,
            0.439156,
            1.192423
        ],
        [
            4561491,
            4561491,
            51575,
            48281,
            34667,
            48281
        ],
        [
            -107402,
            -38620,
            -107402,
            -183096,
            -183096,
            -61538
        ],
        [
            69,
            59,
            79,
            69,
            59,
            79
        ],
        [
            114,
            117,
            112,
            37,
            20,
            59
        ],
        [
            34,
            25,
            46,
            101,
            111,
            94
        ],
        [
            4496,
            1958,
            2538,
            4496,
            1958,
            2538
        ],
        [
            0,
            0,
            0,
            25.034277,
            25.034277,
            38.534277
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116348,
            623119,
            -580810,
            -715653,
            -579277,
            -581028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4736,
    "evaluation_days": 2368,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563840000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759452561537,
    "expiration_time": 1765544256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 209,
            "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)