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Trade: THETA/USDT/240/SINWMA/WMA/2002

Strategy
THETA/USDT/240/SINWMA/WMA/2002
Pair
THETA_USDT
Interval
4h
Score
474035
Daily Profit
0.754117
Profit Factor
8.427476
Profitability
36.666667
Streak
0.000000
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-26 14:15
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 1933639.844 1778833.28 154806.564 23141173.0666 8781396.9491 14359776.1175
Total P&L (%) 1933.6398 1778.8333 154.8066 23141.1731 8781.3969 14359.7761
Avg Daily Profit (%) 0.8197 0.7541 0.0656 0.2313 0.1904 0.2111
Buy And Hold Return (%) 549.7759 549.7759 549.7759 549.7759 549.7759 549.7759
Max Trade Drawdown -87595 -107961 -28081 -10918188 -11729590 -4220077
Profit Factor 6.0219 8.4275 2.0636 1.5902 1.3379 2.0861
Total Trades 61 30 31 61 30 31
Winning Trades 26 11 15 26 11 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 42.623 36.6667 48.3871 42.623 36.6667 48.3871
Ratio Avg Win / Avg Loss 8.1064 14.5566 2.2012 2.1406 2.3109 2.2252
Largest Winning Trade 1361280 1361280 69388 11204146 11204146 11009036
Largest Losing Trade -27996 -27996 -24418 -4677978 -4677978 -3010032
Avg Bars in Trades 223 208 238 223 208 238
Avg Bars in Winners 354 398 322 354 398 322
Avg Bars in Losers 126 97 159 126 97 159
Bars Traded 13639 6247 7392 13639 6247 7392
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 -150086 474035 -267822 -157873 149379 411541

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": 1558440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885354420,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "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": [
        [
            1933639.8440152653,
            1778833.2799754096,
            154806.5640398552,
            23141173.066576343,
            8781396.949077073,
            14359776.117499275
        ],
        [
            1933.639844,
            1778.83328,
            154.806564,
            23141.173067,
            8781.396949,
            14359.776117
        ],
        [
            0.819745,
            0.754117,
            0.065629,
            0.231251,
            0.190383,
            0.211088
        ],
        [
            549.775939,
            549.775939,
            549.775939,
            549.775939,
            549.775939,
            549.775939
        ],
        [
            -87595,
            -107961,
            -28081,
            -10918188,
            -11729590,
            -4220077
        ],
        [
            6.021879,
            8.427476,
            2.063601,
            1.590194,
            1.3379,
            2.08611
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            42.622951,
            36.666667,
            48.387097,
            42.622951,
            36.666667,
            48.387097
        ],
        [
            8.106376,
            14.55655,
            2.201175,
            2.140646,
            2.310918,
            2.225184
        ],
        [
            1361280,
            1361280,
            69388,
            11204146,
            11204146,
            11009036
        ],
        [
            -27996,
            -27996,
            -24418,
            -4677978,
            -4677978,
            -3010032
        ],
        [
            223,
            208,
            238,
            223,
            208,
            238
        ],
        [
            354,
            398,
            322,
            354,
            398,
            322
        ],
        [
            126,
            97,
            159,
            126,
            97,
            159
        ],
        [
            13639,
            6247,
            7392,
            13639,
            6247,
            7392
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150086,
            474035,
            -267822,
            -157873,
            149379,
            411541
        ]
    ]
}
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": 1558440000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885354420,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 135,
            "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)