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Trade: THETA/USDT/120/BBM/KCB/3414

Strategy
THETA/USDT/120/BBM/KCB/3414
Pair
THETA_USDT
Interval
2h
Score
369646
Daily Profit
0.157012
Profit Factor
1.691909
Profitability
53.488372
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-12 00:23
Expiration Time
2025-12-25 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1483813.2567 -450.1486 -1483363.1081 -288170.2242 -2815410.0091 2527239.785
Total P&L (%) -1483.8133 -0.4501 -1483.3631 -288.1702 -2815.41 2527.2398
Avg Daily Profit (%) -0.7122 -0.0002 -0.712 0 0 0.157
Buy And Hold Return (%) 202.1033 202.1033 202.1033 202.1033 202.1033 202.1033
Max Trade Drawdown -1635853 -174116 -1570116 -4742324 -3943639 -2524117
Profit Factor 0.299 0.9985 0.186 0.9684 0.4849 1.6919
Total Trades 86 43 43 86 43 43
Winning Trades 52 24 28 46 23 23
Losing Trades 34 19 15 40 20 20
Profitability (%) 60.4651 55.814 65.1163 53.4884 53.4884 53.4884
Ratio Avg Win / Avg Loss 0.1955 0.7905 0.0997 0.8421 0.4217 1.4712
Largest Winning Trade 40747 35214 40747 1667634 554783 1667634
Largest Losing Trade -1223516 -64315 -1223516 -2236179 -2236179 -1025206
Avg Bars in Trades 283 306 260 283 306 260
Avg Bars in Winners 157 167 150 273 262 284
Avg Bars in Losers 474 481 466 294 356 232
Bars Traded 24362 13164 11198 24362 13164 11198
Profit Streak 68.8081 96.3081 68.8081 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577481 -579014 -577798 -580096 -580274 369646
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580148000000,
    "first_datapoint_time": 1581710400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760217821736,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.537
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -1483813.256684951,
            -450.1485572864,
            -1483363.1081276643,
            -288170.2241706079,
            -2815410.009141026,
            2527239.784970417
        ],
        [
            -1483.813257,
            -0.450149,
            -1483.363108,
            -288.170224,
            -2815.410009,
            2527.239785
        ],
        [
            -0.712232,
            -0.000216,
            -0.712015,
            0,
            0,
            0.157012
        ],
        [
            202.10325,
            202.10325,
            202.10325,
            202.10325,
            202.10325,
            202.10325
        ],
        [
            -1635853,
            -174116,
            -1570116,
            -4742324,
            -3943639,
            -2524117
        ],
        [
            0.298953,
            0.99847,
            0.186036,
            0.968397,
            0.484917,
            1.691909
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            52,
            24,
            28,
            46,
            23,
            23
        ],
        [
            34,
            19,
            15,
            40,
            20,
            20
        ],
        [
            60.465116,
            55.813953,
            65.116279,
            53.488372,
            53.488372,
            53.488372
        ],
        [
            0.195469,
            0.790455,
            0.099662,
            0.842084,
            0.421667,
            1.471226
        ],
        [
            40747,
            35214,
            40747,
            1667634,
            554783,
            1667634
        ],
        [
            -1223516,
            -64315,
            -1223516,
            -2236179,
            -2236179,
            -1025206
        ],
        [
            283,
            306,
            260,
            283,
            306,
            260
        ],
        [
            157,
            167,
            150,
            273,
            262,
            284
        ],
        [
            474,
            481,
            466,
            294,
            356,
            232
        ],
        [
            24362,
            13164,
            11198,
            24362,
            13164,
            11198
        ],
        [
            68.808122,
            96.308122,
            68.808122,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577481,
            -579014,
            -577798,
            -580096,
            -580274,
            369646
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580148000000,
    "first_datapoint_time": 1581710400000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760217821736,
    "expiration_time": 1766692800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 102,
            "offset": 0,
            "std": 4.537
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)