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Trade: THETA/USDT/240/MIDPRICE/KCU/8006

Strategy
THETA/USDT/240/MIDPRICE/KCU/8006
Pair
THETA_USDT
Interval
4h
Score
456409
Daily Profit
1.085105
Profit Factor
9.067822
Profitability
32.352941
Streak
102.724898
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-28 04:23
Expiration Time
2025-12-04 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2533397.6787 2559578.9342 -26181.2554 375405.7388 951509.4814 -576103.7426
Total P&L (%) 2533.3977 2559.5789 -26.1813 375.4057 951.5095 -576.1037
Avg Daily Profit (%) 1.074 1.0851 -0.0111 0.0661 0.0998 0
Buy And Hold Return (%) 802.994 802.994 802.994 802.994 802.994 802.994
Max Trade Drawdown -189606 -170053 -50432 -5968426 -4131092 -2224694
Profit Factor 6.3532 9.0678 0.8322 1.047 1.1835 0.7941
Total Trades 69 34 35 69 34 35
Winning Trades 27 11 16 27 11 16
Losing Trades 42 23 19 42 23 19
Profitability (%) 39.1304 32.3529 45.7143 39.1304 32.3529 45.7143
Ratio Avg Win / Avg Loss 9.8827 18.96 0.9882 1.6287 2.4745 0.943
Largest Winning Trade 2493620 2493620 38146 3174595 3174595 1259550
Largest Losing Trade -39161 -39161 -23313 -1762978 -1762978 -1302403
Avg Bars in Trades 173 314 36 173 314 36
Avg Bars in Winners 257 575 39 257 575 39
Avg Bars in Losers 119 190 34 119 190 34
Bars Traded 11977 10696 1281 11977 10696 1281
Profit Streak 102.7249 102.7249 109.5582 102.7249 102.7249 109.5582
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90190 456409 -581496 -547276 -191484 -581496
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022631202,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            2533397.6787109976,
            2559578.934155005,
            -26181.2554440068,
            375405.7387633302,
            951509.4813671457,
            -576103.7426038155
        ],
        [
            2533.397679,
            2559.578934,
            -26.181255,
            375.405739,
            951.509481,
            -576.103743
        ],
        [
            1.074006,
            1.085105,
            -0.011099,
            0.066114,
            0.099795,
            0
        ],
        [
            802.994012,
            802.994012,
            802.994012,
            802.994012,
            802.994012,
            802.994012
        ],
        [
            -189606,
            -170053,
            -50432,
            -5968426,
            -4131092,
            -2224694
        ],
        [
            6.35315,
            9.067822,
            0.832167,
            1.047019,
            1.183471,
            0.794102
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            39.130435,
            32.352941,
            45.714286,
            39.130435,
            32.352941,
            45.714286
        ],
        [
            9.882678,
            18.959991,
            0.988198,
            1.628696,
            2.47453,
            0.942996
        ],
        [
            2493620,
            2493620,
            38146,
            3174595,
            3174595,
            1259550
        ],
        [
            -39161,
            -39161,
            -23313,
            -1762978,
            -1762978,
            -1302403
        ],
        [
            173,
            314,
            36,
            173,
            314,
            36
        ],
        [
            257,
            575,
            39,
            257,
            575,
            39
        ],
        [
            119,
            190,
            34,
            119,
            190,
            34
        ],
        [
            11977,
            10696,
            1281,
            11977,
            10696,
            1281
        ],
        [
            102.724898,
            102.724898,
            109.558231,
            102.724898,
            102.724898,
            109.558231
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90190,
            456409,
            -581496,
            -547276,
            -191484,
            -581496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14153,
    "evaluation_days": 2358.83,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022631202,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)