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Trade: THETA/USDT/720/SWMA/PSAR/4475

Strategy
THETA/USDT/720/SWMA/PSAR/4475
Pair
THETA_USDT
Interval
12h
Score
391953
Daily Profit
0.598972
Profit Factor
2.944988
Profitability
47.586207
Streak
0.000000
Best Strategy
Training Data Length
2368.000000
Evaluation Time
2025-10-02 17:06
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 1418366.2264 1397273.0142 21093.2122 626040.2748 -127589.8459 753630.1207
Total P&L (%) 1418.3662 1397.273 21.0932 626.0403 -127.5898 753.6301
Avg Daily Profit (%) 0.599 0.5901 0.0089 0.0838 0 0.0906
Buy And Hold Return (%) 647.9592 647.9592 647.9592 647.9592 647.9592 647.9592
Max Trade Drawdown -155374 -96803 -144072 -1040791 -838322 -722484
Profit Factor 2.945 4.9365 1.0564 1.138 0.9494 1.3743
Total Trades 145 73 72 145 73 72
Winning Trades 69 33 36 69 33 36
Losing Trades 76 40 36 76 40 36
Profitability (%) 47.5862 45.2055 50 47.5862 45.2055 50
Ratio Avg Win / Avg Loss 3.2438 5.9836 1.0564 1.2534 1.1508 1.3743
Largest Winning Trade 1212191 1212191 50397 545223 437031 545223
Largest Losing Trade -74002 -36441 -74002 -485317 -257072 -485317
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 41 37 45 41 37 45
Avg Bars in Losers 21 20 23 21 20 23
Bars Traded 4511 2050 2461 4511 2050 2461
Profit Streak 0 0 18.5876 0 0 18.5876
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391953 -60270 -584138 -315807 -652656 -264995
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4736,
    "evaluation_days": 2368,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563321600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413970948,
    "expiration_time": 1765544256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1418366.2264189678,
            1397273.01422578,
            21093.2121931879,
            626040.2747858433,
            -127589.8459151077,
            753630.1207009517
        ],
        [
            1418.366226,
            1397.273014,
            21.093212,
            626.040275,
            -127.589846,
            753.630121
        ],
        [
            0.598972,
            0.590065,
            0.008908,
            0.083753,
            0,
            0.090595
        ],
        [
            647.959184,
            647.959184,
            647.959184,
            647.959184,
            647.959184,
            647.959184
        ],
        [
            -155374,
            -96803,
            -144072,
            -1040791,
            -838322,
            -722484
        ],
        [
            2.944988,
            4.936461,
            1.056356,
            1.137974,
            0.949444,
            1.374268
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            76,
            40,
            36,
            76,
            40,
            36
        ],
        [
            47.586207,
            45.205479,
            50,
            47.586207,
            45.205479,
            50
        ],
        [
            3.243755,
            5.983589,
            1.056356,
            1.253421,
            1.150842,
            1.374268
        ],
        [
            1212191,
            1212191,
            50397,
            545223,
            437031,
            545223
        ],
        [
            -74002,
            -36441,
            -74002,
            -485317,
            -257072,
            -485317
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            21,
            20,
            23,
            21,
            20,
            23
        ],
        [
            4511,
            2050,
            2461,
            4511,
            2050,
            2461
        ],
        [
            0,
            0,
            18.587627,
            0,
            0,
            18.587627
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391953,
            -60270,
            -584138,
            -315807,
            -652656,
            -264995
        ]
    ]
}
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": 1563321600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413970948,
    "expiration_time": 1765544256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)