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Trade: THETA/USDT/240/SINWMA/SSF/8097

Strategy
THETA/USDT/240/SINWMA/SSF/8097
Pair
THETA_USDT
Interval
4h
Score
523215
Daily Profit
0.701094
Profit Factor
7.455284
Profitability
42.500000
Streak
0.000000
Best Strategy
Training Data Length
2365.170000
Evaluation Time
2025-10-01 04:15
Expiration Time
2025-12-10 20:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1804840.6238 1658206.7028 146633.921 18138846.8996 5904474.2183 12234372.6813
Total P&L (%) 1804.8406 1658.2067 146.6339 18138.8469 5904.4742 12234.3727
Avg Daily Profit (%) 0.7631 0.7011 0.062 0.2204 0.1733 0.2038
Buy And Hold Return (%) 626.9072 626.9072 626.9072 626.9072 626.9072 626.9072
Max Trade Drawdown -94451 -131472 -44279 -17768935 -12274999 -6771468
Profit Factor 5.1261 7.4553 1.8122 1.4076 1.2013 1.8068
Total Trades 79 40 39 79 40 39
Winning Trades 37 17 20 37 17 20
Losing Trades 42 23 19 42 23 19
Profitability (%) 46.8354 42.5 51.2821 46.8354 42.5 51.2821
Ratio Avg Win / Avg Loss 5.8188 10.0866 1.7216 1.5978 1.6252 1.7164
Largest Winning Trade 1257664 1257664 62551 11922801 11922801 8705433
Largest Losing Trade -31854 -31854 -20746 -7450565 -7450565 -2940473
Avg Bars in Trades 176 166 185 176 166 185
Avg Bars in Winners 248 264 233 248 264 233
Avg Bars in Losers 113 94 135 113 94 135
Bars Traded 13927 6677 7251 13927 6677 7251
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 -14989 523215 -272296 -22444 198449 420633
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14191,
    "evaluation_days": 2365.17,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557792000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759281331180,
    "expiration_time": 1765392912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 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": [
        [
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            1658206.7028034024,
            146633.9209507823,
            18138846.899640083,
            5904474.218299836,
            12234372.681340247
        ],
        [
            1804.840624,
            1658.206703,
            146.633921,
            18138.8469,
            5904.474218,
            12234.372681
        ],
        [
            0.763091,
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            0.061997,
            0.220359,
            0.173291,
            0.203786
        ],
        [
            626.907206,
            626.907206,
            626.907206,
            626.907206,
            626.907206,
            626.907206
        ],
        [
            -94451,
            -131472,
            -44279,
            -17768935,
            -12274999,
            -6771468
        ],
        [
            5.126104,
            7.455284,
            1.812177,
            1.407596,
            1.20126,
            1.806777
        ],
        [
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        ],
        [
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        ],
        [
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            42,
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        ],
        [
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            51.282051,
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            42.5,
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        ],
        [
            5.818821,
            10.086561,
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            1.597811,
            1.625234,
            1.716439
        ],
        [
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        ],
        [
            -31854,
            -31854,
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        ],
        [
            176,
            166,
            185,
            176,
            166,
            185
        ],
        [
            248,
            264,
            233,
            248,
            264,
            233
        ],
        [
            113,
            94,
            135,
            113,
            94,
            135
        ],
        [
            13927,
            6677,
            7251,
            13927,
            6677,
            7251
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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        ],
        [
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        ],
        [
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            -272296,
            -22444,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14191,
    "evaluation_days": 2365.17,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1557792000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759281331180,
    "expiration_time": 1765392912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 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)