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Trade: THETA/USDT/120/MIDPRICE/KCU/1751

Strategy
THETA/USDT/120/MIDPRICE/KCU/1751
Pair
THETA_USDT
Interval
2h
Score
389629
Daily Profit
0.629083
Profit Factor
2.496854
Profitability
46.099291
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-09-28 18:20
Expiration Time
2025-12-12 15:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1310273.4409 1304147.9367 6125.5042 422951.795 108244.9548 314706.8402
Total P&L (%) 1310.2734 1304.1479 6.1255 422.9518 108.245 314.7068
Avg Daily Profit (%) 0.6291 0.6261 0.0029 0.0795 0.0352 0.0683
Buy And Hold Return (%) 555.5038 555.5038 555.5038 555.5038 555.5038 555.5038
Max Trade Drawdown -212777 -221836 -36868 -13531955 -13093708 -858632
Profit Factor 2.4969 2.8484 1.0361 1.0189 1.0056 1.1045
Total Trades 141 70 71 141 70 71
Winning Trades 65 31 34 65 31 34
Losing Trades 76 39 37 76 39 37
Profitability (%) 46.0993 44.2857 47.8873 46.0993 44.2857 47.8873
Ratio Avg Win / Avg Loss 2.9194 3.5834 1.1275 1.1913 1.2651 1.202
Largest Winning Trade 655093 655093 28520 5810083 5810083 920184
Largest Losing Trade -62737 -62737 -23234 -7844508 -7844508 -444173
Avg Bars in Trades 170 319 23 170 319 23
Avg Bars in Winners 184 362 22 184 362 22
Avg Bars in Losers 157 284 24 157 284 24
Bars Traded 24009 22339 1670 24009 22339 1670
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 389629 -84133 -623006 -453517 -622676 -460540
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072805309,
    "expiration_time": 1765546444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1310273.4408925904,
            1304147.9367334703,
            6125.50415912,
            422951.794966498,
            108244.9547503984,
            314706.8402160974
        ],
        [
            1310.273441,
            1304.147937,
            6.125504,
            422.951795,
            108.244955,
            314.70684
        ],
        [
            0.629083,
            0.626142,
            0.002941,
            0.079458,
            0.035225,
            0.068315
        ],
        [
            555.503758,
            555.503758,
            555.503758,
            555.503758,
            555.503758,
            555.503758
        ],
        [
            -212777,
            -221836,
            -36868,
            -13531955,
            -13093708,
            -858632
        ],
        [
            2.496854,
            2.848377,
            1.036078,
            1.018903,
            1.00559,
            1.104533
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            46.099291,
            44.285714,
            47.887324,
            46.099291,
            44.285714,
            47.887324
        ],
        [
            2.919399,
            3.583441,
            1.127496,
            1.191332,
            1.265097,
            1.201992
        ],
        [
            655093,
            655093,
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            5810083,
            5810083,
            920184
        ],
        [
            -62737,
            -62737,
            -23234,
            -7844508,
            -7844508,
            -444173
        ],
        [
            170,
            319,
            23,
            170,
            319,
            23
        ],
        [
            184,
            362,
            22,
            184,
            362,
            22
        ],
        [
            157,
            284,
            24,
            157,
            284,
            24
        ],
        [
            24009,
            22339,
            1670,
            24009,
            22339,
            1670
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            389629,
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            -623006,
            -453517,
            -622676,
            -460540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580306400000,
    "last_datapoint_time": 1759068000000,
    "evaluation_time": 1759072805309,
    "expiration_time": 1765546444800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 135,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)