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Trade: THETA/USDT/360/MIDPRICE/DCU/6440

Strategy
THETA/USDT/360/MIDPRICE/DCU/6440
Pair
THETA_USDT
Interval
6h
Score
618983
Daily Profit
1.139072
Profit Factor
7.714724
Profitability
39.534884
Streak
108.627030
Best Strategy
Training Data Length
2359.500000
Evaluation Time
2025-09-27 06:02
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 2608901.5116 2687639.5967 -78738.0852 36798.6327 2091286.8189 -2054488.1862
Total P&L (%) 2608.9015 2687.6396 -78.7381 36.7986 2091.2868 -2054.4882
Avg Daily Profit (%) 1.1057 1.1391 -0.0334 0.0133 0.1309 0
Buy And Hold Return (%) 590.7292 590.7292 590.7292 590.7292 590.7292 590.7292
Max Trade Drawdown -272873 -178576 -187357 -3043223 -1071817 -2127604
Profit Factor 4.2337 7.7147 0.8063 1.0081 2.4097 0.3256
Total Trades 87 43 44 87 43 44
Winning Trades 36 17 19 36 17 19
Losing Trades 51 26 25 51 26 25
Profitability (%) 41.3793 39.5349 43.1818 41.3793 39.5349 43.1818
Ratio Avg Win / Avg Loss 5.9978 11.799 1.0609 1.4282 3.6855 0.4285
Largest Winning Trade 2555617 2555617 49380 3005159 3005159 573925
Largest Losing Trade -65129 -39087 -65129 -1361672 -679561 -1361672
Avg Bars in Trades 103 153 54 103 153 54
Avg Bars in Winners 132 205 66 132 205 66
Avg Bars in Losers 83 120 45 83 120 45
Bars Traded 9020 6614 2406 9020 6614 2406
Profit Streak 0 108.627 0 0 108.627 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 564915 618983 -581704 -555588 -18927 -583371
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": 1558634400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942175359,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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": [
        [
            2608901.511587749,
            2687639.5967461276,
            -78738.0851583795,
            36798.6326987523,
            2091286.8189091533,
            -2054488.1862104018
        ],
        [
            2608.901512,
            2687.639597,
            -78.738085,
            36.798633,
            2091.286819,
            -2054.488186
        ],
        [
            1.105701,
            1.139072,
            -0.033371,
            0.013281,
            0.130922,
            0
        ],
        [
            590.729205,
            590.729205,
            590.729205,
            590.729205,
            590.729205,
            590.729205
        ],
        [
            -272873,
            -178576,
            -187357,
            -3043223,
            -1071817,
            -2127604
        ],
        [
            4.233723,
            7.714724,
            0.806311,
            1.008123,
            2.409741,
            0.325625
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            41.37931,
            39.534884,
            43.181818,
            41.37931,
            39.534884,
            43.181818
        ],
        [
            5.997774,
            11.79899,
            1.060936,
            1.428175,
            3.685487,
            0.428454
        ],
        [
            2555617,
            2555617,
            49380,
            3005159,
            3005159,
            573925
        ],
        [
            -65129,
            -39087,
            -65129,
            -1361672,
            -679561,
            -1361672
        ],
        [
            103,
            153,
            54,
            103,
            153,
            54
        ],
        [
            132,
            205,
            66,
            132,
            205,
            66
        ],
        [
            83,
            120,
            45,
            83,
            120,
            45
        ],
        [
            9020,
            6614,
            2406,
            9020,
            6614,
            2406
        ],
        [
            0,
            108.62703,
            0,
            0,
            108.62703,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            564915,
            618983,
            -581704,
            -555588,
            -18927,
            -583371
        ]
    ]
}
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": 1558634400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942175359,
    "expiration_time": 1764831024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 49,
            "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)