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Trade: THETA/USDT/360/RMA/PWMA/2130

Strategy
THETA/USDT/360/RMA/PWMA/2130
Pair
THETA_USDT
Interval
6h
Score
801277
Daily Profit
2.251056
Profit Factor
20.547124
Profitability
46.875000
Streak
42.526822
Best Strategy
Training Data Length
2376.250000
Evaluation Time
2025-10-11 15:38
Expiration Time
2025-12-21 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5250205.3726 5349071.8419 -98866.4692 -332252.281 -619519.3451 287267.0641
Total P&L (%) 5250.2054 5349.0718 -98.8665 -332.2523 -619.5193 287.2671
Avg Daily Profit (%) 2.2095 2.2511 -0.0416 0 0 0.057
Buy And Hold Return (%) 256.4342 256.4342 256.4342 256.4342 256.4342 256.4342
Max Trade Drawdown -187752 -89906 -192746 -1195563 -1094158 -571351
Profit Factor 9.142 20.5471 0.7336 0.8895 0.6902 1.2854
Total Trades 64 32 32 64 32 32
Winning Trades 30 15 15 31 14 17
Losing Trades 34 17 17 33 18 15
Profitability (%) 46.875 46.875 46.875 48.4375 43.75 53.125
Ratio Avg Win / Avg Loss 10.3609 23.2867 0.8315 0.9469 0.8874 1.1342
Largest Winning Trade 5388725 5388725 71738 349203 349203 285918
Largest Losing Trade -131040 -52303 -131040 -1054617 -1054617 -363211
Avg Bars in Trades 142 119 165 142 119 165
Avg Bars in Winners 198 133 262 96 106 88
Avg Bars in Losers 93 107 78 185 129 251
Bars Traded 9105 3822 5283 9105 3822 5283
Profit Streak 42.5268 42.5268 314.0268 0 0 0
Trades During Streak 2 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120810 801277 -580658 -724885 -583240 -244817
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760186317390,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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": [
        [
            5250205.372639988,
            5349071.84188602,
            -98866.4692460329,
            -332252.2809707308,
            -619519.3450853786,
            287267.064114648
        ],
        [
            5250.205373,
            5349.071842,
            -98.866469,
            -332.252281,
            -619.519345,
            287.267064
        ],
        [
            2.20945,
            2.251056,
            -0.041606,
            0,
            0,
            0.056994
        ],
        [
            256.43424,
            256.43424,
            256.43424,
            256.43424,
            256.43424,
            256.43424
        ],
        [
            -187752,
            -89906,
            -192746,
            -1195563,
            -1094158,
            -571351
        ],
        [
            9.141985,
            20.547124,
            0.733644,
            0.889479,
            0.690202,
            1.285413
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            15,
            15,
            31,
            14,
            17
        ],
        [
            34,
            17,
            17,
            33,
            18,
            15
        ],
        [
            46.875,
            46.875,
            46.875,
            48.4375,
            43.75,
            53.125
        ],
        [
            10.360916,
            23.286741,
            0.831463,
            0.946865,
            0.887402,
            1.134188
        ],
        [
            5388725,
            5388725,
            71738,
            349203,
            349203,
            285918
        ],
        [
            -131040,
            -52303,
            -131040,
            -1054617,
            -1054617,
            -363211
        ],
        [
            142,
            119,
            165,
            142,
            119,
            165
        ],
        [
            198,
            133,
            262,
            96,
            106,
            88
        ],
        [
            93,
            107,
            78,
            185,
            129,
            251
        ],
        [
            9105,
            3822,
            5283,
            9105,
            3822,
            5283
        ],
        [
            42.526822,
            42.526822,
            314.026822,
            0,
            0,
            0
        ],
        [
            2,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120810,
            801277,
            -580658,
            -724885,
            -583240,
            -244817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9505,
    "evaluation_days": 2376.25,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560060000000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760186317390,
    "expiration_time": 1766321640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "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)