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Trade: THETA/USDT/720/ZLMA/DEMA/3104

Strategy
THETA/USDT/720/ZLMA/DEMA/3104
Pair
THETA_USDT
Interval
12h
Score
341137
Daily Profit
0.430406
Profit Factor
5.458471
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
2364.500000
Evaluation Time
2025-09-29 15:24
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 781584.4214 1017694.3986 -236109.9772 -163597.0388 -355641.573 192044.5342
Total P&L (%) 781.5844 1017.6944 -236.11 -163.597 -355.6416 192.0445
Avg Daily Profit (%) 0.3306 0.4304 -0.0999 0 0 0.0453
Buy And Hold Return (%) 453.2869 453.2869 453.2869 453.2869 453.2869 453.2869
Max Trade Drawdown -260448 -111884 -285328 -1207072 -1006386 -450122
Profit Factor 2.031 5.4585 0.5544 0.925 0.7026 1.1946
Total Trades 59 29 30 59 29 30
Winning Trades 27 12 15 29 17 12
Losing Trades 32 17 15 30 12 18
Profitability (%) 45.7627 41.3793 50 49.1525 58.6207 40
Ratio Avg Win / Avg Loss 2.4071 7.7328 0.5544 0.9569 0.496 1.7919
Largest Winning Trade 997869 997869 62712 378401 221115 378401
Largest Losing Trade -190192 -44888 -190192 -883546 -883546 -206443
Avg Bars in Trades 76 63 89 76 63 89
Avg Bars in Winners 113 98 126 40 30 55
Avg Bars in Losers 45 39 52 111 111 111
Bars Traded 4531 1854 2677 4531 1854 2677
Profit Streak 22.017 0 64.517 0 247.517 0
Trades During Streak 1 0 1 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -176312 341137 -580266 -760607 -578744 -307409
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": 1560816000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148668858,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "offset": 111
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 121,
            "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": [
        [
            781584.4214102492,
            1017694.3985984745,
            -236109.9771882254,
            -163597.0388165533,
            -355641.572995792,
            192044.5341792385
        ],
        [
            781.584421,
            1017.694399,
            -236.109977,
            -163.597039,
            -355.641573,
            192.044534
        ],
        [
            0.33055,
            0.430406,
            -0.099856,
            0,
            0,
            0.045336
        ],
        [
            453.286892,
            453.286892,
            453.286892,
            453.286892,
            453.286892,
            453.286892
        ],
        [
            -260448,
            -111884,
            -285328,
            -1207072,
            -1006386,
            -450122
        ],
        [
            2.030965,
            5.458471,
            0.554382,
            0.925048,
            0.702617,
            1.194617
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            27,
            12,
            15,
            29,
            17,
            12
        ],
        [
            32,
            17,
            15,
            30,
            12,
            18
        ],
        [
            45.762712,
            41.37931,
            50,
            49.152542,
            58.62069,
            40
        ],
        [
            2.40707,
            7.732833,
            0.554382,
            0.956946,
            0.495965,
            1.791925
        ],
        [
            997869,
            997869,
            62712,
            378401,
            221115,
            378401
        ],
        [
            -190192,
            -44888,
            -190192,
            -883546,
            -883546,
            -206443
        ],
        [
            76,
            63,
            89,
            76,
            63,
            89
        ],
        [
            113,
            98,
            126,
            40,
            30,
            55
        ],
        [
            45,
            39,
            52,
            111,
            111,
            111
        ],
        [
            4531,
            1854,
            2677,
            4531,
            1854,
            2677
        ],
        [
            22.017001,
            0,
            64.517001,
            0,
            247.517001,
            0
        ],
        [
            1,
            0,
            1,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -176312,
            341137,
            -580266,
            -760607,
            -578744,
            -307409
        ]
    ]
}
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": 1560816000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759148668858,
    "expiration_time": 1765232784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 28,
            "offset": 111
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 121,
            "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)