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Trade: THETA/USDT/360/DEMA/MIDPRICE/7398

Strategy
THETA/USDT/360/DEMA/MIDPRICE/7398
Pair
THETA_USDT
Interval
6h
Score
530566
Daily Profit
0.205730
Profit Factor
2.776888
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-25 23:48
Expiration Time
2025-12-04 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1265049.3622 81676.9039 -1346726.2661 -110913.5715 -12774862.8506 12663949.2791
Total P&L (%) -1265.0494 81.6769 -1346.7263 -110.9136 -12774.8629 12663.9493
Avg Daily Profit (%) -0.5362 0.0346 -0.5708 0 0 0.2057
Buy And Hold Return (%) 501.228 501.228 501.228 501.228 501.228 501.228
Max Trade Drawdown -1483944 -168438 -1469279 -24375603 -22049626 -4758476
Profit Factor 0.4155 1.204 0.2365 0.9968 0.5359 2.7769
Total Trades 250 125 125 250 125 125
Winning Trades 211 104 107 147 72 75
Losing Trades 39 21 18 103 53 50
Profitability (%) 84.4 83.2 85.6 58.8 57.6 60
Ratio Avg Win / Avg Loss 0.0768 0.2431 0.0398 0.6984 0.3945 1.8513
Largest Winning Trade 21324 21324 14672 3754239 2641783 3754239
Largest Losing Trade -1171515 -63653 -1171515 -8952843 -8952843 -2627339
Avg Bars in Trades 36 45 28 36 45 28
Avg Bars in Winners 13 15 11 29 31 27
Avg Bars in Losers 162 194 126 47 63 29
Bars Traded 9196 5678 3518 9196 5678 3518
Profit Streak 8.1167 0 38.8667 0 12.8667 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574479 -310343 -574504 -578329 -579404 530566

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833281544,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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": [
        [
            -1265049.362224101,
            81676.9038682862,
            -1346726.2660923877,
            -110913.5715173679,
            -12774862.850568453,
            12663949.279051075
        ],
        [
            -1265.049362,
            81.676904,
            -1346.726266,
            -110.913572,
            -12774.862851,
            12663.949279
        ],
        [
            -0.536151,
            0.034616,
            -0.570768,
            0,
            0,
            0.20573
        ],
        [
            501.227972,
            501.227972,
            501.227972,
            501.227972,
            501.227972,
            501.227972
        ],
        [
            -1483944,
            -168438,
            -1469279,
            -24375603,
            -22049626,
            -4758476
        ],
        [
            0.415488,
            1.203993,
            0.236503,
            0.996799,
            0.535914,
            2.776888
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            211,
            104,
            107,
            147,
            72,
            75
        ],
        [
            39,
            21,
            18,
            103,
            53,
            50
        ],
        [
            84.4,
            83.2,
            85.6,
            58.8,
            57.6,
            60
        ],
        [
            0.076796,
            0.243114,
            0.039786,
            0.698438,
            0.394492,
            1.851259
        ],
        [
            21324,
            21324,
            14672,
            3754239,
            2641783,
            3754239
        ],
        [
            -1171515,
            -63653,
            -1171515,
            -8952843,
            -8952843,
            -2627339
        ],
        [
            36,
            45,
            28,
            36,
            45,
            28
        ],
        [
            13,
            15,
            11,
            29,
            31,
            27
        ],
        [
            162,
            194,
            126,
            47,
            63,
            29
        ],
        [
            9196,
            5678,
            3518,
            9196,
            5678,
            3518
        ],
        [
            8.116684,
            0,
            38.866684,
            0,
            12.866685,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574479,
            -310343,
            -574504,
            -578329,
            -579404,
            530566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9438,
    "evaluation_days": 2359.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559628000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758833281544,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 221,
            "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)