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Trade: THETA/USDT/360/OHLC4/KCL/8807

Strategy
THETA/USDT/360/OHLC4/KCL/8807
Pair
THETA_USDT
Interval
6h
Score
625971
Daily Profit
0.337716
Profit Factor
3.235940
Profitability
53.846154
Streak
247.587929
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 17:06
Expiration Time
2025-12-18 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6697995.6624 115273.9609 -6813269.6233 363021237.1675 64371341.549 298649895.6185
Total P&L (%) -6697.9957 115.274 -6813.2696 363021.2372 64371.3415 298649.8956
Avg Daily Profit (%) -2.822 0.0486 -2.8706 0.346 0.2729 0.3377
Buy And Hold Return (%) 669.5547 669.5547 669.5547 669.5547 669.5547 669.5547
Max Trade Drawdown -7032727 -23410 -7037052 -106191946 -15681102 -94009976
Profit Factor 0.0784 4.6866 0.0585 3.2028 3.0611 3.2359
Total Trades 79 40 39 79 40 39
Winning Trades 67 33 34 41 20 21
Losing Trades 12 7 5 38 20 18
Profitability (%) 84.8101 82.5 87.1795 51.8987 50 53.8462
Ratio Avg Win / Avg Loss 0.014 0.9941 0.0086 2.9685 3.0611 2.7737
Largest Winning Trade 39708 17143 39708 171845599 18562941 171845599
Largest Losing Trade -7027768 -23410 -7027768 -23106792 -4287517 -23106792
Avg Bars in Trades 106 5 209 106 5 209
Avg Bars in Winners 53 4 101 86 4 163
Avg Bars in Losers 401 11 946 127 6 262
Bars Traded 8393 220 8173 8393 220 8173
Profit Streak 210.3379 210.3379 247.5879 210.3379 210.3379 247.5879
Trades During Streak 4 2 8 4 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -606037 -283627 -574701 -14240 568454 625971
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9494,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932397063,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            -6697995.662432552,
            115273.9608993854,
            -6813269.623331937,
            363021237.1674595,
            64371341.5490022,
            298649895.61845726
        ],
        [
            -6697.995662,
            115.273961,
            -6813.269623,
            363021.237167,
            64371.341549,
            298649.895618
        ],
        [
            -2.821991,
            0.048567,
            -2.870558,
            0.345966,
            0.272915,
            0.337716
        ],
        [
            669.55469,
            669.55469,
            669.55469,
            669.55469,
            669.55469,
            669.55469
        ],
        [
            -7032727,
            -23410,
            -7037052,
            -106191946,
            -15681102,
            -94009976
        ],
        [
            0.078384,
            4.686575,
            0.058472,
            3.202812,
            3.061132,
            3.23594
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            67,
            33,
            34,
            41,
            20,
            21
        ],
        [
            12,
            7,
            5,
            38,
            20,
            18
        ],
        [
            84.810127,
            82.5,
            87.179487,
            51.898734,
            50,
            53.846154
        ],
        [
            0.014039,
            0.994122,
            0.008599,
            2.96846,
            3.061132,
            2.773663
        ],
        [
            39708,
            17143,
            39708,
            171845599,
            18562941,
            171845599
        ],
        [
            -7027768,
            -23410,
            -7027768,
            -23106792,
            -4287517,
            -23106792
        ],
        [
            106,
            5,
            209,
            106,
            5,
            209
        ],
        [
            53,
            4,
            101,
            86,
            4,
            163
        ],
        [
            401,
            11,
            946,
            127,
            6,
            262
        ],
        [
            8393,
            220,
            8173,
            8393,
            220,
            8173
        ],
        [
            210.337929,
            210.337929,
            247.587929,
            210.337929,
            210.337929,
            247.587929
        ],
        [
            4,
            2,
            8,
            4,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -606037,
            -283627,
            -574701,
            -14240,
            568454,
            625971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9494,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932397063,
    "expiration_time": 1766076912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 91,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)