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Trade: THETA/USDT/240/SMA/DCM/2679

Strategy
THETA/USDT/240/SMA/DCM/2679
Pair
THETA_USDT
Interval
4h
Score
301194
Daily Profit
0.424565
Profit Factor
1.835761
Profitability
46.739130
Streak
0.000000
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-12 10:24
Expiration Time
2025-12-22 13:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1008979.3445 950324.6273 58654.7172 1895823.9766 595978.3225 1299845.6541
Total P&L (%) 1008.9793 950.3246 58.6547 1895.824 595.9783 1299.8457
Avg Daily Profit (%) 0.4246 0.3999 0.0247 0.126 0.0817 0.1111
Buy And Hold Return (%) 449.2525 449.2525 449.2525 449.2525 449.2525 449.2525
Max Trade Drawdown -188296 -147812 -117510 -18669487 -19856244 -10493828
Profit Factor 1.8358 2.3807 1.113 1.0241 1.0125 1.0419
Total Trades 276 138 138 276 138 138
Winning Trades 129 63 66 129 63 66
Losing Trades 147 75 72 147 75 72
Profitability (%) 46.7391 45.6522 47.8261 46.7391 45.6522 47.8261
Ratio Avg Win / Avg Loss 2.0919 2.8342 1.2142 1.167 1.2054 1.1366
Largest Winning Trade 310863 310863 48712 15086172 15086172 4107349
Largest Losing Trade -47871 -41373 -47871 -5546771 -5256196 -5546771
Avg Bars in Trades 50 64 37 50 64 37
Avg Bars in Winners 65 88 43 65 88 43
Avg Bars in Losers 38 44 31 38 44 31
Bars Traded 14075 8900 5175 14075 8900 5175
Profit Streak 0 0 8.8089 0 0 8.8089
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301194 226147 -422243 -220151 -356276 -222235
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14259,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760253890008,
    "expiration_time": 1766401488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "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": [
        [
            1008979.3444746654,
            950324.6272926619,
            58654.7171820038,
            1895823.9765612548,
            595978.3224649203,
            1299845.6540963384
        ],
        [
            1008.979344,
            950.324627,
            58.654717,
            1895.823977,
            595.978322,
            1299.845654
        ],
        [
            0.424565,
            0.399884,
            0.024681,
            0.126048,
            0.081672,
            0.111105
        ],
        [
            449.252465,
            449.252465,
            449.252465,
            449.252465,
            449.252465,
            449.252465
        ],
        [
            -188296,
            -147812,
            -117510,
            -18669487,
            -19856244,
            -10493828
        ],
        [
            1.835761,
            2.380698,
            1.113022,
            1.024139,
            1.012539,
            1.04192
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            147,
            75,
            72,
            147,
            75,
            72
        ],
        [
            46.73913,
            45.652174,
            47.826087,
            46.73913,
            45.652174,
            47.826087
        ],
        [
            2.091914,
            2.834164,
            1.214206,
            1.167042,
            1.205403,
            1.13664
        ],
        [
            310863,
            310863,
            48712,
            15086172,
            15086172,
            4107349
        ],
        [
            -47871,
            -41373,
            -47871,
            -5546771,
            -5256196,
            -5546771
        ],
        [
            50,
            64,
            37,
            50,
            64,
            37
        ],
        [
            65,
            88,
            43,
            65,
            88,
            43
        ],
        [
            38,
            44,
            31,
            38,
            44,
            31
        ],
        [
            14075,
            8900,
            5175,
            14075,
            8900,
            5175
        ],
        [
            0,
            0,
            8.808912,
            0,
            0,
            8.808912
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301194,
            226147,
            -422243,
            -220151,
            -356276,
            -222235
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14259,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554868800000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1760241600000,
    "evaluation_time": 1760253890008,
    "expiration_time": 1766401488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 121,
            "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)