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Trade: THETA/USDT/120/DCL/HMA/2157

Strategy
THETA/USDT/120/DCL/HMA/2157
Pair
THETA_USDT
Interval
2h
Score
718414
Daily Profit
4.755984
Profit Factor
31.413951
Profitability
36.666667
Streak
5.038233
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-04 09:55
Expiration Time
2025-12-18 07:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 9896536.9478 9907903.517 -11366.5691 901211.1818 662721.6119 238489.57
Total P&L (%) 9896.5369 9907.9035 -11.3666 901.2112 662.7216 238.4896
Avg Daily Profit (%) 4.7505 4.756 -0.0055 0.1106 0.0976 0.0585
Buy And Hold Return (%) 532.9541 532.9541 532.9541 532.9541 532.9541 532.9541
Max Trade Drawdown -132325 -165663 -20713 -5469386 -5998536 -516265
Profit Factor 26.0392 31.414 0.8364 1.0832 1.0677 1.2272
Total Trades 61 30 31 61 30 31
Winning Trades 27 11 16 27 11 16
Losing Trades 34 19 15 34 19 15
Profitability (%) 44.2623 36.6667 51.6129 44.2623 36.6667 51.6129
Ratio Avg Win / Avg Loss 32.7902 54.2605 0.7841 1.364 1.8443 1.1505
Largest Winning Trade 9942404 9942404 9615 6406165 6406165 368472
Largest Losing Trade -45877 -45877 -30121 -2420853 -2420853 -347371
Avg Bars in Trades 398 787 20 398 787 20
Avg Bars in Winners 439 1046 21 439 1046 21
Avg Bars in Losers 365 638 20 365 638 20
Bars Traded 24286 23639 647 24286 23639 647
Profit Streak 0 5.0382 0 0 5.0382 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143759 718414 -580331 -351067 -301744 -280435
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759560903316,
    "expiration_time": 1766037340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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": [
        [
            9896536.947822342,
            9907903.516962752,
            -11366.5691404067,
            901211.1818418151,
            662721.6118532262,
            238489.5699885906
        ],
        [
            9896.536948,
            9907.903517,
            -11.366569,
            901.211182,
            662.721612,
            238.48957
        ],
        [
            4.750528,
            4.755984,
            -0.005456,
            0.110648,
            0.097574,
            0.058547
        ],
        [
            532.954067,
            532.954067,
            532.954067,
            532.954067,
            532.954067,
            532.954067
        ],
        [
            -132325,
            -165663,
            -20713,
            -5469386,
            -5998536,
            -516265
        ],
        [
            26.039248,
            31.413951,
            0.836388,
            1.083181,
            1.067732,
            1.227161
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            44.262295,
            36.666667,
            51.612903,
            44.262295,
            36.666667,
            51.612903
        ],
        [
            32.790164,
            54.260461,
            0.784114,
            1.364006,
            1.844265,
            1.150464
        ],
        [
            9942404,
            9942404,
            9615,
            6406165,
            6406165,
            368472
        ],
        [
            -45877,
            -45877,
            -30121,
            -2420853,
            -2420853,
            -347371
        ],
        [
            398,
            787,
            20,
            398,
            787,
            20
        ],
        [
            439,
            1046,
            21,
            439,
            1046,
            21
        ],
        [
            365,
            638,
            20,
            365,
            638,
            20
        ],
        [
            24286,
            23639,
            647,
            24286,
            23639,
            647
        ],
        [
            0,
            5.038233,
            0,
            0,
            5.038233,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143759,
            718414,
            -580331,
            -351067,
            -301744,
            -280435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579500000000,
    "first_datapoint_time": 1581141600000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759560903316,
    "expiration_time": 1766037340800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 216,
            "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)