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Trade: THETA/USDT/240/SSF/BBU/4859

Strategy
THETA/USDT/240/SSF/BBU/4859
Pair
THETA_USDT
Interval
4h
Score
413481
Daily Profit
0.829964
Profit Factor
3.348201
Profitability
36.752137
Streak
0.000000
Best Strategy
Training Data Length
2358.830000
Evaluation Time
2025-09-27 20:27
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 1817539.5705 1957744.7781 -140205.2076 -59439.3101 737008.5567 -796447.8668
Total P&L (%) 1817.5396 1957.7448 -140.2052 -59.4393 737.0086 -796.4479
Avg Daily Profit (%) 0.7705 0.83 -0.0594 -0.0382 0.0901 0
Buy And Hold Return (%) 567.8477 567.8477 567.8477 567.8477 567.8477 567.8477
Max Trade Drawdown -260925 -231811 -151872 -3523118 -2840766 -808962
Profit Factor 2.4505 3.3482 0.6656 0.9914 1.154 0.6287
Total Trades 234 117 117 234 117 117
Winning Trades 88 43 45 88 43 45
Losing Trades 146 74 72 146 74 72
Profitability (%) 37.6068 36.7521 38.4615 37.6068 36.7521 38.4615
Ratio Avg Win / Avg Loss 4.0657 5.762 1.065 1.6449 1.986 1.0059
Largest Winning Trade 1772738 1772738 19328 3373386 3373386 209591
Largest Losing Trade -49333 -49333 -21444 -677104 -677104 -324220
Avg Bars in Trades 59 105 13 59 105 13
Avg Bars in Winners 91 172 15 91 172 15
Avg Bars in Losers 39 67 11 39 67 11
Bars Traded 13924 12376 1548 13924 12376 1548
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 398017 413481 -583563 -581595 -200745 -583563
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": 1555156800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994064813,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 4.52237
        }
    }
}
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": [
        [
            1817539.5704712907,
            1957744.7780529154,
            -140205.2075816249,
            -59439.3101480976,
            737008.5566697299,
            -796447.8668178273
        ],
        [
            1817.53957,
            1957.744778,
            -140.205208,
            -59.43931,
            737.008557,
            -796.447867
        ],
        [
            0.770526,
            0.829964,
            -0.059438,
            -0.038248,
            0.090113,
            0
        ],
        [
            567.847653,
            567.847653,
            567.847653,
            567.847653,
            567.847653,
            567.847653
        ],
        [
            -260925,
            -231811,
            -151872,
            -3523118,
            -2840766,
            -808962
        ],
        [
            2.450548,
            3.348201,
            0.665605,
            0.991424,
            1.154003,
            0.628708
        ],
        [
            234,
            117,
            117,
            234,
            117,
            117
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            146,
            74,
            72,
            146,
            74,
            72
        ],
        [
            37.606838,
            36.752137,
            38.461538,
            37.606838,
            36.752137,
            38.461538
        ],
        [
            4.065682,
            5.762021,
            1.064969,
            1.644862,
            1.985958,
            1.005933
        ],
        [
            1772738,
            1772738,
            19328,
            3373386,
            3373386,
            209591
        ],
        [
            -49333,
            -49333,
            -21444,
            -677104,
            -677104,
            -324220
        ],
        [
            59,
            105,
            13,
            59,
            105,
            13
        ],
        [
            91,
            172,
            15,
            91,
            172,
            15
        ],
        [
            39,
            67,
            11,
            39,
            67,
            11
        ],
        [
            13924,
            12376,
            1548,
            13924,
            12376,
            1548
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398017,
            413481,
            -583563,
            -581595,
            -200745,
            -583563
        ]
    ]
}
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": 1555156800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994064813,
    "expiration_time": 1764829296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 4.52237
        }
    }
}

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)