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Trade: THETA/USDT/240/SINWMA/JMA/9729

Strategy
THETA/USDT/240/SINWMA/JMA/9729
Pair
THETA_USDT
Interval
4h
Score
365166
Daily Profit
0.170480
Profit Factor
1.488638
Profitability
53.571429
Streak
39.653239
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-26 14:40
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 1008787.6756 901656.9273 107130.7484 7625374.6501 2166834.0428 5458540.6073
Total P&L (%) 1008.7877 901.6569 107.1307 7625.3747 2166.834 5458.5406
Avg Daily Profit (%) 0.4277 0.3822 0.0454 0.1845 0.1324 0.1705
Buy And Hold Return (%) 633.6771 633.6771 633.6771 633.6771 633.6771 633.6771
Max Trade Drawdown -152472 -162021 -118520 -9827625 -7845131 -5989863
Profit Factor 2.2785 2.9795 1.3212 1.2622 1.121 1.4886
Total Trades 169 85 84 169 85 84
Winning Trades 82 37 45 82 37 45
Losing Trades 87 48 39 87 48 39
Profitability (%) 48.5207 43.5294 53.5714 48.5207 43.5294 53.5714
Ratio Avg Win / Avg Loss 2.4174 3.8653 1.145 1.3392 1.4542 1.2902
Largest Winning Trade 231109 231109 58282 6119186 6119186 4692267
Largest Losing Trade -37375 -23874 -37375 -5029931 -2805412 -5029931
Avg Bars in Trades 82 83 81 82 83 81
Avg Bars in Winners 114 122 107 114 122 107
Avg Bars in Losers 52 53 50 52 53 50
Bars Traded 13932 7117 6815 13932 7117 6815
Profit Streak 0 0 39.6532 0 0 39.6532
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 180792 -21767 -296693 290439 -108895 365166

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": 1556395200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886839867,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 107,
            "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": [
        [
            1008787.6756385698,
            901656.9272879382,
            107130.7483506317,
            7625374.650054455,
            2166834.042800851,
            5458540.607253597
        ],
        [
            1008.787676,
            901.656927,
            107.130748,
            7625.37465,
            2166.834043,
            5458.540607
        ],
        [
            0.427664,
            0.382248,
            0.045417,
            0.18446,
            0.132398,
            0.17048
        ],
        [
            633.677143,
            633.677143,
            633.677143,
            633.677143,
            633.677143,
            633.677143
        ],
        [
            -152472,
            -162021,
            -118520,
            -9827625,
            -7845131,
            -5989863
        ],
        [
            2.278463,
            2.979527,
            1.321163,
            1.2622,
            1.120975,
            1.488638
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            82,
            37,
            45,
            82,
            37,
            45
        ],
        [
            87,
            48,
            39,
            87,
            48,
            39
        ],
        [
            48.52071,
            43.529412,
            53.571429,
            48.52071,
            43.529412,
            53.571429
        ],
        [
            2.417394,
            3.865332,
            1.145008,
            1.339163,
            1.454238,
            1.290153
        ],
        [
            231109,
            231109,
            58282,
            6119186,
            6119186,
            4692267
        ],
        [
            -37375,
            -23874,
            -37375,
            -5029931,
            -2805412,
            -5029931
        ],
        [
            82,
            83,
            81,
            82,
            83,
            81
        ],
        [
            114,
            122,
            107,
            114,
            122,
            107
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            13932,
            7117,
            6815,
            13932,
            7117,
            6815
        ],
        [
            0,
            0,
            39.653239,
            0,
            0,
            39.653239
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            180792,
            -21767,
            -296693,
            290439,
            -108895,
            365166
        ]
    ]
}
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": 1556395200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758886839867,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 107,
            "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)