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Trade: THETA/USDT/480/HL2/MIDPRICE/9491

Strategy
THETA/USDT/480/HL2/MIDPRICE/9491
Pair
THETA_USDT
Interval
8h
Score
527829
Daily Profit
0.187342
Profit Factor
2.528781
Profitability
71.962617
Streak
269.467097
Best Strategy
Training Data Length
2362.670000
Evaluation Time
2025-09-27 14:12
Expiration Time
2025-12-07 07:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1253268.9213 67633.9373 -1320902.8586 -62323.6094 -8289753.5534 8227429.944
Total P&L (%) -1253.2689 67.6339 -1320.9029 -62.3236 -8289.7536 8227.4299
Avg Daily Profit (%) -0.5304 0.0286 -0.5591 -0.0413 0 0.1873
Buy And Hold Return (%) 400.1072 400.1072 400.1072 400.1072 400.1072 400.1072
Max Trade Drawdown -1486583 -170755 -1444910 -14648369 -13193516 -3244890
Profit Factor 0.4142 1.1675 0.239 0.9972 0.5128 2.5288
Total Trades 214 107 107 214 107 107
Winning Trades 168 85 83 150 73 77
Losing Trades 46 22 24 64 34 30
Profitability (%) 78.5047 79.4393 77.5701 70.0935 68.2243 71.9626
Ratio Avg Win / Avg Loss 0.1134 0.3022 0.0691 0.4255 0.2388 0.9852
Largest Winning Trade 21507 21507 16875 3977294 1566939 3977294
Largest Losing Trade -1100994 -61654 -1100994 -5342304 -5342304 -2287453
Avg Bars in Trades 31 39 24 31 39 24
Avg Bars in Winners 12 14 10 18 17 19
Avg Bars in Losers 102 137 71 63 86 36
Bars Traded 6834 4254 2580 6834 4254 2580
Profit Streak 12.4671 12.4671 269.4671 12.4671 12.4671 269.4671
Trades During Streak 5 2 13 5 2 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574360 -353463 -575361 -575450 -577323 527829
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7088,
    "evaluation_days": 2362.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559462400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758971557223,
    "expiration_time": 1765084032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            -1253268.92128679,
            67633.9373265889,
            -1320902.8586133798,
            -62323.6094231508,
            -8289753.553446919,
            8227429.94402377
        ],
        [
            -1253.268921,
            67.633937,
            -1320.902859,
            -62.323609,
            -8289.753553,
            8227.429944
        ],
        [
            -0.530446,
            0.028626,
            -0.559072,
            -0.041306,
            0,
            0.187342
        ],
        [
            400.107166,
            400.107166,
            400.107166,
            400.107166,
            400.107166,
            400.107166
        ],
        [
            -1486583,
            -170755,
            -1444910,
            -14648369,
            -13193516,
            -3244890
        ],
        [
            0.414223,
            1.167489,
            0.238973,
            0.997217,
            0.512767,
            2.528781
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            168,
            85,
            83,
            150,
            73,
            77
        ],
        [
            46,
            22,
            24,
            64,
            34,
            30
        ],
        [
            78.504673,
            79.439252,
            77.570093,
            70.093458,
            68.224299,
            71.962617
        ],
        [
            0.113418,
            0.302174,
            0.069101,
            0.425479,
            0.238823,
            0.985239
        ],
        [
            21507,
            21507,
            16875,
            3977294,
            1566939,
            3977294
        ],
        [
            -1100994,
            -61654,
            -1100994,
            -5342304,
            -5342304,
            -2287453
        ],
        [
            31,
            39,
            24,
            31,
            39,
            24
        ],
        [
            12,
            14,
            10,
            18,
            17,
            19
        ],
        [
            102,
            137,
            71,
            63,
            86,
            36
        ],
        [
            6834,
            4254,
            2580,
            6834,
            4254,
            2580
        ],
        [
            12.467097,
            12.467097,
            269.467097,
            12.467097,
            12.467097,
            269.467097
        ],
        [
            5,
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            2,
            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574360,
            -353463,
            -575361,
            -575450,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7088,
    "evaluation_days": 2362.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559462400000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758971557223,
    "expiration_time": 1765084032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)