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Trade: THETA/USDT/360/SWMA/SINWMA/3107

Strategy
THETA/USDT/360/SWMA/SINWMA/3107
Pair
THETA_USDT
Interval
6h
Score
664642
Daily Profit
0.946587
Profit Factor
11.900901
Profitability
41.379310
Streak
114.410290
Best Strategy
Training Data Length
2363.500000
Evaluation Time
2025-09-28 18:50
Expiration Time
2025-12-08 11:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2410634.2537 2237258.8213 173375.4324 36063481.851 5120665.7288 30942816.1223
Total P&L (%) 2410.6343 2237.2588 173.3754 36063.4819 5120.6657 30942.8161
Avg Daily Profit (%) 1.0199 0.9466 0.0734 0.2495 0.1675 0.2431
Buy And Hold Return (%) 359.2514 359.2514 359.2514 359.2514 359.2514 359.2514
Max Trade Drawdown -117652 -122194 -50391 -28242761 -25942478 -9321150
Profit Factor 7.3391 11.9009 1.9905 1.4012 1.0929 1.8895
Total Trades 59 29 30 59 29 30
Winning Trades 27 12 15 27 12 15
Losing Trades 32 17 15 32 17 15
Profitability (%) 45.7627 41.3793 50 45.7627 41.3793 50
Ratio Avg Win / Avg Loss 8.6982 16.8596 1.9905 1.6607 1.5483 1.8895
Largest Winning Trade 1782061 1782061 60737 20595358 20595358 18336013
Largest Losing Trade -29985 -25149 -29985 -10278701 -10278701 -9321150
Avg Bars in Trades 154 143 164 154 143 164
Avg Bars in Winners 211 227 199 211 227 199
Avg Bars in Losers 105 83 130 105 83 130
Bars Traded 9092 4148 4944 9092 4148 4944
Profit Streak 0 114.4103 0 0 114.4103 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159455 664642 -257043 -170872 -112258 430032
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559152800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074649034,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "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": [
        [
            2410634.253655359,
            2237258.821298391,
            173375.4323569673,
            36063481.85104785,
            5120665.728779269,
            30942816.122268602
        ],
        [
            2410.634254,
            2237.258821,
            173.375432,
            36063.481851,
            5120.665729,
            30942.816122
        ],
        [
            1.019943,
            0.946587,
            0.073355,
            0.249544,
            0.167486,
            0.243068
        ],
        [
            359.251394,
            359.251394,
            359.251394,
            359.251394,
            359.251394,
            359.251394
        ],
        [
            -117652,
            -122194,
            -50391,
            -28242761,
            -25942478,
            -9321150
        ],
        [
            7.339101,
            11.900901,
            1.990468,
            1.401248,
            1.092947,
            1.889519
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            45.762712,
            41.37931,
            50,
            45.762712,
            41.37931,
            50
        ],
        [
            8.698193,
            16.85961,
            1.990468,
            1.660738,
            1.548342,
            1.889519
        ],
        [
            1782061,
            1782061,
            60737,
            20595358,
            20595358,
            18336013
        ],
        [
            -29985,
            -25149,
            -29985,
            -10278701,
            -10278701,
            -9321150
        ],
        [
            154,
            143,
            164,
            154,
            143,
            164
        ],
        [
            211,
            227,
            199,
            211,
            227,
            199
        ],
        [
            105,
            83,
            130,
            105,
            83,
            130
        ],
        [
            9092,
            4148,
            4944,
            9092,
            4148,
            4944
        ],
        [
            0,
            114.41029,
            0,
            0,
            114.41029,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159455,
            664642,
            -257043,
            -170872,
            -112258,
            430032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9454,
    "evaluation_days": 2363.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559152800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074649034,
    "expiration_time": 1765186992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "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)