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Trade: THETA/USDT/240/KCL/BBM/5005

Strategy
THETA/USDT/240/KCL/BBM/5005
Pair
THETA_USDT
Interval
4h
Score
760651
Daily Profit
2.525426
Profit Factor
15.292444
Profitability
43.243243
Streak
95.184232
Best Strategy
Training Data Length
2370.670000
Evaluation Time
2025-10-06 15:25
Expiration Time
2025-12-16 12:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5955057.1053 5986950.5584 -31893.4531 280725.9225 1013335.9113 -732609.9888
Total P&L (%) 5955.0571 5986.9506 -31.8935 280.7259 1013.3359 -732.61
Avg Daily Profit (%) 2.512 2.5254 -0.0135 0.0564 0.1017 0
Buy And Hold Return (%) 619.0732 619.0732 619.0732 619.0732 619.0732 619.0732
Max Trade Drawdown -294429 -230717 -89776 -4133754 -3171069 -968021
Profit Factor 11.8085 15.2924 0.7585 1.0559 1.2706 0.4282
Total Trades 75 37 38 75 37 38
Winning Trades 35 16 19 35 16 19
Losing Trades 40 21 19 40 21 19
Profitability (%) 46.6667 43.2432 50 46.6667 43.2432 50
Ratio Avg Win / Avg Loss 13.4955 20.0713 0.7585 1.2067 1.6676 0.4282
Largest Winning Trade 6064737 6064737 15010 3513129 3513129 99641
Largest Losing Trade -63755 -63755 -21858 -1162982 -1162982 -537252
Avg Bars in Trades 182 336 32 182 336 32
Avg Bars in Winners 174 349 26 174 349 26
Avg Bars in Losers 189 326 38 189 326 38
Bars Traded 13683 12445 1238 13683 12445 1238
Profit Streak 95.1842 95.1842 156.3509 95.1842 95.1842 156.3509
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -38035 760651 -579800 -503678 -67136 -579800
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14224,
    "evaluation_days": 2370.67,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1556308800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753517624,
    "expiration_time": 1765882368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 93,
            "offset": 0,
            "std": 1.35118
        }
    }
}
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": [
        [
            5955057.105340586,
            5986950.558444144,
            -31893.4531035582,
            280725.9224911713,
            1013335.9112783703,
            -732609.9887871983
        ],
        [
            5955.057105,
            5986.950558,
            -31.893453,
            280.725922,
            1013.335911,
            -732.609989
        ],
        [
            2.511972,
            2.525426,
            -0.013453,
            0.05641,
            0.101708,
            0
        ],
        [
            619.073152,
            619.073152,
            619.073152,
            619.073152,
            619.073152,
            619.073152
        ],
        [
            -294429,
            -230717,
            -89776,
            -4133754,
            -3171069,
            -968021
        ],
        [
            11.808531,
            15.292444,
            0.758511,
            1.05585,
            1.270563,
            0.428171
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            46.666667,
            43.243243,
            50,
            46.666667,
            43.243243,
            50
        ],
        [
            13.495464,
            20.071332,
            0.758511,
            1.206685,
            1.667613,
            0.428171
        ],
        [
            6064737,
            6064737,
            15010,
            3513129,
            3513129,
            99641
        ],
        [
            -63755,
            -63755,
            -21858,
            -1162982,
            -1162982,
            -537252
        ],
        [
            182,
            336,
            32,
            182,
            336,
            32
        ],
        [
            174,
            349,
            26,
            174,
            349,
            26
        ],
        [
            189,
            326,
            38,
            189,
            326,
            38
        ],
        [
            13683,
            12445,
            1238,
            13683,
            12445,
            1238
        ],
        [
            95.184232,
            95.184232,
            156.350898,
            95.184232,
            95.184232,
            156.350898
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38035,
            760651,
            -579800,
            -503678,
            -67136,
            -579800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14224,
    "evaluation_days": 2370.67,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1556308800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759753517624,
    "expiration_time": 1765882368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 93,
            "offset": 0,
            "std": 1.35118
        }
    }
}

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)