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Trade: THETA/USDT/120/WMA/JMA/7339

Strategy
THETA/USDT/120/WMA/JMA/7339
Pair
THETA_USDT
Interval
2h
Score
301342
Daily Profit
0.425587
Profit Factor
1.936554
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-13 05:57
Expiration Time
2025-12-27 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 886637.4043 830675.7188 55961.6855 1334725.4793 1058937.9549 275787.5243
Total P&L (%) 886.6374 830.6757 55.9617 1334.7255 1058.938 275.7875
Avg Daily Profit (%) 0.4256 0.3987 0.0269 0.1279 0.1177 0.0636
Buy And Hold Return (%) 258.7699 258.7699 258.7699 258.7699 258.7699 258.7699
Max Trade Drawdown -174945 -167067 -134392 -1952777 -1863406 -764664
Profit Factor 1.9366 2.553 1.1359 1.1281 1.1618 1.0712
Total Trades 170 85 85 170 85 85
Winning Trades 70 31 39 70 31 39
Losing Trades 100 54 46 100 54 46
Profitability (%) 41.1765 36.4706 45.8824 41.1765 36.4706 45.8824
Ratio Avg Win / Avg Loss 2.7665 4.4471 1.3398 1.6116 2.0237 1.2635
Largest Winning Trade 261850 261850 55877 1846799 1846799 785379
Largest Losing Trade -36275 -36275 -22331 -809839 -809839 -474244
Avg Bars in Trades 145 138 151 145 138 151
Avg Bars in Winners 222 236 210 222 236 210
Avg Bars in Losers 91 82 101 91 82 101
Bars Traded 24722 11814 12907 24722 11814 12907
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 301342 219278 -395741 -104077 -84692 -397489
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580256000000,
    "first_datapoint_time": 1581674400000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760324276389,
    "expiration_time": 1766800800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 152,
            "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": [
        [
            886637.4042884395,
            830675.7188283942,
            55961.6854600458,
            1334725.4792700564,
            1058937.9549229047,
            275787.524347151
        ],
        [
            886.637404,
            830.675719,
            55.961685,
            1334.725479,
            1058.937955,
            275.787524
        ],
        [
            0.425587,
            0.398725,
            0.026862,
            0.127933,
            0.117674,
            0.063565
        ],
        [
            258.769932,
            258.769932,
            258.769932,
            258.769932,
            258.769932,
            258.769932
        ],
        [
            -174945,
            -167067,
            -134392,
            -1952777,
            -1863406,
            -764664
        ],
        [
            1.936554,
            2.552968,
            1.135893,
            1.128109,
            1.161766,
            1.071215
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            41.176471,
            36.470588,
            45.882353,
            41.176471,
            36.470588,
            45.882353
        ],
        [
            2.766505,
            4.447106,
            1.339771,
            1.611584,
            2.023722,
            1.263485
        ],
        [
            261850,
            261850,
            55877,
            1846799,
            1846799,
            785379
        ],
        [
            -36275,
            -36275,
            -22331,
            -809839,
            -809839,
            -474244
        ],
        [
            145,
            138,
            151,
            145,
            138,
            151
        ],
        [
            222,
            236,
            210,
            222,
            236,
            210
        ],
        [
            91,
            82,
            101,
            91,
            82,
            101
        ],
        [
            24722,
            11814,
            12907,
            24722,
            11814,
            12907
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301342,
            219278,
            -395741,
            -104077,
            -84692,
            -397489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580256000000,
    "first_datapoint_time": 1581674400000,
    "last_datapoint_time": 1760320800000,
    "evaluation_time": 1760324276389,
    "expiration_time": 1766800800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 152,
            "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)