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Trade: THETA/USDT/360/PWMA/SSF/4871

Strategy
THETA/USDT/360/PWMA/SSF/4871
Pair
THETA_USDT
Interval
6h
Score
344123
Daily Profit
0.491177
Profit Factor
2.799279
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
2363.750000
Evaluation Time
2025-09-29 01:50
Expiration Time
2025-12-08 17:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1161019.5733 1038861.7888 122157.7845 9868148.059 6925270.699 2942877.36
Total P&L (%) 1161.0196 1038.8618 122.1578 9868.1481 6925.2707 2942.8774
Avg Daily Profit (%) 0.4912 0.4395 0.0517 0.1949 0.1801 0.1446
Buy And Hold Return (%) 525.1102 525.1102 525.1102 525.1102 525.1102 525.1102
Max Trade Drawdown -163123 -181290 -86344 -9524069 -7729558 -4984406
Profit Factor 2.7993 3.8551 1.4341 1.2845 1.3331 1.2118
Total Trades 119 60 59 119 60 59
Winning Trades 56 27 29 56 27 29
Losing Trades 63 33 30 63 33 30
Profitability (%) 47.0588 45 49.1525 47.0588 45 49.1525
Ratio Avg Win / Avg Loss 3.1492 4.7118 1.4835 1.445 1.6293 1.2536
Largest Winning Trade 461803 461803 58570 8720092 8720092 4081981
Largest Losing Trade -36653 -33589 -36653 -3403080 -3403080 -2990533
Avg Bars in Trades 78 74 81 78 74 81
Avg Bars in Winners 111 103 118 111 103 118
Avg Bars in Losers 48 50 46 48 50 46
Bars Traded 9290 4466 4824 9290 4466 4824
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 344123 -161117 -465783 257583 -161860 -177991
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 22310,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558029600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759099824565,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1161019.573339805,
            1038861.7888223282,
            122157.7845174762,
            9868148.059006792,
            6925270.698977071,
            2942877.36002972
        ],
        [
            1161.019573,
            1038.861789,
            122.157785,
            9868.148059,
            6925.270699,
            2942.87736
        ],
        [
            0.491177,
            0.439497,
            0.05168,
            0.194879,
            0.18005,
            0.144595
        ],
        [
            525.11021,
            525.11021,
            525.11021,
            525.11021,
            525.11021,
            525.11021
        ],
        [
            -163123,
            -181290,
            -86344,
            -9524069,
            -7729558,
            -4984406
        ],
        [
            2.799279,
            3.855096,
            1.434096,
            1.284486,
            1.333055,
            1.211802
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            47.058824,
            45,
            49.152542,
            47.058824,
            45,
            49.152542
        ],
        [
            3.149188,
            4.711784,
            1.483548,
            1.445047,
            1.62929,
            1.253588
        ],
        [
            461803,
            461803,
            58570,
            8720092,
            8720092,
            4081981
        ],
        [
            -36653,
            -33589,
            -36653,
            -3403080,
            -3403080,
            -2990533
        ],
        [
            78,
            74,
            81,
            78,
            74,
            81
        ],
        [
            111,
            103,
            118,
            111,
            103,
            118
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            9290,
            4466,
            4824,
            9290,
            4466,
            4824
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344123,
            -161117,
            -465783,
            257583,
            -161860,
            -177991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 22310,
    "actual_packets": 9455,
    "evaluation_days": 2363.75,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558029600000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759099824565,
    "expiration_time": 1765209240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 113,
            "offset": 0,
            "poles": 2
        }
    }
}

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)