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Trade: THETA/USDT/360/HWMA/DCL/3701

Strategy
THETA/USDT/360/HWMA/DCL/3701
Pair
THETA_USDT
Interval
6h
Score
341597
Daily Profit
0.211175
Profit Factor
1.254199
Profitability
49.411765
Streak
168.177626
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-28 07:15
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 -4655806.3416 6474.9324 -4662281.2739 14409906.5217 8335806.5812 6074099.9405
Total P&L (%) -4655.8063 6.4749 -4662.2813 14409.9065 8335.8066 6074.0999
Avg Daily Profit (%) -1.9732 0.0027 -1.976 0.2112 0.1881 0.1749
Buy And Hold Return (%) 629.2775 629.2775 629.2775 629.2775 629.2775 629.2775
Max Trade Drawdown -4838655 -146591 -4763451 -31240742 -11517750 -26881847
Profit Factor 0.0915 1.031 0.0515 1.2542 1.34 1.1888
Total Trades 85 43 42 85 43 42
Winning Trades 58 28 30 42 21 21
Losing Trades 27 15 12 43 22 21
Profitability (%) 68.2353 65.1163 71.4286 49.4118 48.8372 50
Ratio Avg Win / Avg Loss 0.0426 0.5523 0.0206 1.2841 1.4039 1.1888
Largest Winning Trade 37154 29710 37154 27715512 11515011 27715512
Largest Losing Trade -4687097 -49621 -4687097 -10151039 -4547960 -10151039
Avg Bars in Trades 98 38 161 98 38 161
Avg Bars in Winners 42 21 62 98 45 152
Avg Bars in Losers 219 68 408 98 31 169
Bars Traded 8397 1635 6762 8397 1635 6762
Profit Streak 168.1776 168.1776 221.6776 168.1776 168.1776 221.6776
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576356 -539607 -576551 341597 333890 -3583
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": 1563084000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032946894,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.22553,
            "nc": 0.11639
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 249,
            "offset": 132
        }
    }
}
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": [
        [
            -4655806.341569783,
            6474.932354216,
            -4662281.273923999,
            14409906.521731094,
            8335806.581240322,
            6074099.940490769
        ],
        [
            -4655.806342,
            6.474932,
            -4662.281274,
            14409.906522,
            8335.806581,
            6074.09994
        ],
        [
            -1.973217,
            0.002744,
            -1.975962,
            0.211175,
            0.188143,
            0.174891
        ],
        [
            629.277493,
            629.277493,
            629.277493,
            629.277493,
            629.277493,
            629.277493
        ],
        [
            -4838655,
            -146591,
            -4763451,
            -31240742,
            -11517750,
            -26881847
        ],
        [
            0.091459,
            1.030991,
            0.051525,
            1.254199,
            1.340041,
            1.188792
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            58,
            28,
            30,
            42,
            21,
            21
        ],
        [
            27,
            15,
            12,
            43,
            22,
            21
        ],
        [
            68.235294,
            65.116279,
            71.428571,
            49.411765,
            48.837209,
            50
        ],
        [
            0.042576,
            0.552317,
            0.02061,
            1.284061,
            1.403853,
            1.188792
        ],
        [
            37154,
            29710,
            37154,
            27715512,
            11515011,
            27715512
        ],
        [
            -4687097,
            -49621,
            -4687097,
            -10151039,
            -4547960,
            -10151039
        ],
        [
            98,
            38,
            161,
            98,
            38,
            161
        ],
        [
            42,
            21,
            62,
            98,
            45,
            152
        ],
        [
            219,
            68,
            408,
            98,
            31,
            169
        ],
        [
            8397,
            1635,
            6762,
            8397,
            1635,
            6762
        ],
        [
            168.177626,
            168.177626,
            221.677626,
            168.177626,
            168.177626,
            221.677626
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576356,
            -539607,
            -576551,
            341597,
            333890,
            -3583
        ]
    ]
}
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": 1563084000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032946894,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.22553,
            "nc": 0.11639
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 249,
            "offset": 132
        }
    }
}

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)