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Trade: THETA/USDT/720/WMA/ZLMA/1100

Strategy
THETA/USDT/720/WMA/ZLMA/1100
Pair
THETA_USDT
Interval
12h
Score
333039
Daily Profit
0.656390
Profit Factor
5.926452
Profitability
35.000000
Streak
0.000000
Best Strategy
Training Data Length
2365.000000
Evaluation Time
2025-09-29 22:09
Expiration Time
2025-12-09 12:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1632948.4145 1552362.7945 80585.6199 4461329.9228 3758115.7402 703214.1826
Total P&L (%) 1632.9484 1552.3628 80.5856 4461.3299 3758.1157 703.2142
Avg Daily Profit (%) 0.6905 0.6564 0.0341 0.1617 0.1546 0.0881
Buy And Hold Return (%) 696.1747 696.1747 696.1747 696.1747 696.1747 696.1747
Max Trade Drawdown -126894 -133043 -79002 -3779196 -2783849 -1991500
Profit Factor 4.059 5.9265 1.3684 1.323 1.4801 1.1175
Total Trades 79 40 39 79 40 39
Winning Trades 33 14 19 33 14 19
Losing Trades 46 26 20 46 26 20
Profitability (%) 41.7722 35 48.7179 41.7722 35 48.7179
Ratio Avg Win / Avg Loss 5.6579 11.0063 1.4405 1.8442 2.7487 1.1764
Largest Winning Trade 1176555 1176555 67969 3799563 3799563 2702617
Largest Losing Trade -46649 -32854 -46649 -1923147 -1086602 -1923147
Avg Bars in Trades 58 54 62 58 54 62
Avg Bars in Winners 97 105 91 97 105 91
Avg Bars in Losers 30 27 35 30 27 35
Bars Traded 4631 2181 2450 4631 2181 2450
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19727 333039 -313127 -25826 110585 -329222
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172960009,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 58,
            "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": [
        [
            1632948.4144673464,
            1552362.7945370036,
            80585.6199303428,
            4461329.922812991,
            3758115.7402177895,
            703214.1825951991
        ],
        [
            1632.948414,
            1552.362795,
            80.58562,
            4461.329923,
            3758.11574,
            703.214183
        ],
        [
            0.690464,
            0.65639,
            0.034074,
            0.161661,
            0.15457,
            0.088134
        ],
        [
            696.174675,
            696.174675,
            696.174675,
            696.174675,
            696.174675,
            696.174675
        ],
        [
            -126894,
            -133043,
            -79002,
            -3779196,
            -2783849,
            -1991500
        ],
        [
            4.058962,
            5.926452,
            1.368448,
            1.323024,
            1.480069,
            1.117538
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            46,
            26,
            20,
            46,
            26,
            20
        ],
        [
            41.772152,
            35,
            48.717949,
            41.772152,
            35,
            48.717949
        ],
        [
            5.657947,
            11.006267,
            1.440471,
            1.844216,
            2.748699,
            1.176356
        ],
        [
            1176555,
            1176555,
            67969,
            3799563,
            3799563,
            2702617
        ],
        [
            -46649,
            -32854,
            -46649,
            -1923147,
            -1086602,
            -1923147
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            97,
            105,
            91,
            97,
            105,
            91
        ],
        [
            30,
            27,
            35,
            30,
            27,
            35
        ],
        [
            4631,
            2181,
            2450,
            4631,
            2181,
            2450
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19727,
            333039,
            -313127,
            -25826,
            110585,
            -329222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4730,
    "evaluation_days": 2365,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1557316800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759172960009,
    "expiration_time": 1765277280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 58,
            "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)