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Trade: THETA/USDT/360/HILO/KCL/5677

Strategy
THETA/USDT/360/HILO/KCL/5677
Pair
THETA_USDT
Interval
6h
Score
339753
Daily Profit
0.231118
Profit Factor
1.338186
Profitability
56.666667
Streak
0.000000
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-28 02:54
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 -6072026.3327 13703.9358 -6085730.2686 22254319.2171 -850073.9423 23104393.1595
Total P&L (%) -6072.0263 13.7039 -6085.7303 22254.3192 -850.0739 23104.3932
Avg Daily Profit (%) -2.5734 0.0058 -2.5792 0.2295 0 0.2311
Buy And Hold Return (%) 683.6209 683.6209 683.6209 683.6209 683.6209 683.6209
Max Trade Drawdown -6159894 -73831 -6169271 -42140966 -11682590 -46071340
Profit Factor 0.0683 1.1123 0.0484 1.2261 0.9718 1.3382
Total Trades 60 30 30 60 30 30
Winning Trades 36 15 21 30 13 17
Losing Trades 24 15 9 30 17 13
Profitability (%) 60 50 70 50 43.3333 56.6667
Ratio Avg Win / Avg Loss 0.0455 1.1123 0.0207 1.2261 1.2708 1.0233
Largest Winning Trade 46635 38657 46635 59552121 18975603 59552121
Largest Losing Trade -6159894 -45215 -6159894 -10689265 -4065157 -10689265
Avg Bars in Trades 144 27 262 144 27 262
Avg Bars in Winners 107 22 167 114 26 181
Avg Bars in Losers 201 33 482 175 29 367
Bars Traded 8692 831 7861 8692 831 7861
Profit Streak 158.246 158.996 0 158.246 158.996 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -752404 -447005 -578232 -165000 -580896 339753
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": 1557727200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017253832,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -6072026.332738783,
            13703.9358125978,
            -6085730.26855138,
            22254319.21714975,
            -850073.9423299567,
            23104393.159479726
        ],
        [
            -6072.026333,
            13.703936,
            -6085.730269,
            22254.319217,
            -850.073942,
            23104.393159
        ],
        [
            -2.573438,
            0.005808,
            -2.579246,
            0.229532,
            0,
            0.231118
        ],
        [
            683.620869,
            683.620869,
            683.620869,
            683.620869,
            683.620869,
            683.620869
        ],
        [
            -6159894,
            -73831,
            -6169271,
            -42140966,
            -11682590,
            -46071340
        ],
        [
            0.068324,
            1.112322,
            0.048407,
            1.226081,
            0.971774,
            1.338186
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            36,
            15,
            21,
            30,
            13,
            17
        ],
        [
            24,
            15,
            9,
            30,
            17,
            13
        ],
        [
            60,
            50,
            70,
            50,
            43.333333,
            56.666667
        ],
        [
            0.045549,
            1.112322,
            0.020746,
            1.226081,
            1.270782,
            1.023319
        ],
        [
            46635,
            38657,
            46635,
            59552121,
            18975603,
            59552121
        ],
        [
            -6159894,
            -45215,
            -6159894,
            -10689265,
            -4065157,
            -10689265
        ],
        [
            144,
            27,
            262,
            144,
            27,
            262
        ],
        [
            107,
            22,
            167,
            114,
            26,
            181
        ],
        [
            201,
            33,
            482,
            175,
            29,
            367
        ],
        [
            8692,
            831,
            7861,
            8692,
            831,
            7861
        ],
        [
            158.245993,
            158.995993,
            0,
            158.245993,
            158.995993,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -752404,
            -447005,
            -578232,
            -165000,
            -580896,
            339753
        ]
    ]
}
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": 1557727200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759017253832,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)