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Trade: THETA/USDT/360/KCL/BBL/8051

Strategy
THETA/USDT/360/KCL/BBL/8051
Pair
THETA_USDT
Interval
6h
Score
692421
Daily Profit
4.057683
Profit Factor
11.950424
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-11 16:51
Expiration Time
2025-12-21 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 9643083.0691 9680840.9343 -37757.8652 136141.2945 2174756.5587 -2038615.2641
Total P&L (%) 9643.0831 9680.8409 -37.7579 136.1413 2174.7566 -2038.6153
Avg Daily Profit (%) 4.0577 4.0736 -0.0159 0.0362 0.1316 0
Buy And Hold Return (%) 253.4137 253.4137 253.4137 253.4137 253.4137 253.4137
Max Trade Drawdown -238856 -210203 -85591 -5933866 -3955276 -2335161
Profit Factor 11.9504 17.681 0.8743 1.0127 1.3265 0.502
Total Trades 160 80 80 160 80 80
Winning Trades 55 25 30 55 25 30
Losing Trades 105 55 50 105 55 50
Profitability (%) 34.375 31.25 37.5 34.375 31.25 37.5
Ratio Avg Win / Avg Loss 22.8144 38.8982 1.4571 1.9333 2.9183 0.8366
Largest Winning Trade 9839910 9839910 49250 6107935 6107935 438740
Largest Losing Trade -37053 -37053 -32938 -1198846 -1198846 -670968
Avg Bars in Trades 56 90 23 56 90 23
Avg Bars in Winners 94 157 42 94 157 42
Avg Bars in Losers 37 59 12 37 59 12
Bars Traded 9118 7204 1914 9118 7204 1914
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 692421 -2277 -603152 -521094 -42369 -604819
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558807200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190677988,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 2.8217
        }
    }
}
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": [
        [
            9643083.069093807,
            9680840.93429068,
            -37757.8651968636,
            136141.2945085003,
            2174756.558656798,
            -2038615.2641483
        ],
        [
            9643.083069,
            9680.840934,
            -37.757865,
            136.141295,
            2174.756559,
            -2038.615264
        ],
        [
            4.057683,
            4.073571,
            -0.015888,
            0.036163,
            0.13156,
            0
        ],
        [
            253.413655,
            253.413655,
            253.413655,
            253.413655,
            253.413655,
            253.413655
        ],
        [
            -238856,
            -210203,
            -85591,
            -5933866,
            -3955276,
            -2335161
        ],
        [
            11.950424,
            17.680993,
            0.87425,
            1.01266,
            1.326506,
            0.501954
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            34.375,
            31.25,
            37.5,
            34.375,
            31.25,
            37.5
        ],
        [
            22.814445,
            38.898184,
            1.457083,
            1.933259,
            2.918313,
            0.836589
        ],
        [
            9839910,
            9839910,
            49250,
            6107935,
            6107935,
            438740
        ],
        [
            -37053,
            -37053,
            -32938,
            -1198846,
            -1198846,
            -670968
        ],
        [
            56,
            90,
            23,
            56,
            90,
            23
        ],
        [
            94,
            157,
            42,
            94,
            157,
            42
        ],
        [
            37,
            59,
            12,
            37,
            59,
            12
        ],
        [
            9118,
            7204,
            1914,
            9118,
            7204,
            1914
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            692421,
            -2277,
            -603152,
            -521094,
            -42369,
            -604819
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9506,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558807200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760190677988,
    "expiration_time": 1766343888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 183,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 2.8217
        }
    }
}

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)