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Trade: THETA/USDT/480/KCB/MIDPRICE/1494

Strategy
THETA/USDT/480/KCB/MIDPRICE/1494
Pair
THETA_USDT
Interval
8h
Score
303536
Daily Profit
0.354217
Profit Factor
3.402915
Profitability
47.826087
Streak
166.937039
Best Strategy
Training Data Length
2363.670000
Evaluation Time
2025-09-28 17:29
Expiration Time
2025-12-08 07:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 883744.9541 837250.948 46494.006 1687651.9436 158092.6295 1529559.3141
Total P&L (%) 883.745 837.2509 46.494 1687.6519 158.0926 1529.5593
Avg Daily Profit (%) 0.3739 0.3542 0.0197 0.1221 0.0401 0.1181
Buy And Hold Return (%) 443.1612 443.1612 443.1612 443.1612 443.1612 443.1612
Max Trade Drawdown -111514 -96838 -132148 -1874543 -1798179 -860307
Profit Factor 2.5015 3.4029 1.1936 1.3327 1.0431 2.0917
Total Trades 93 46 47 93 46 47
Winning Trades 42 22 20 42 22 20
Losing Trades 51 24 27 51 24 27
Profitability (%) 45.1613 47.8261 42.5532 45.1613 47.8261 42.5532
Ratio Avg Win / Avg Loss 3.0376 3.7123 1.6114 1.6182 1.1379 2.8237
Largest Winning Trade 351413 351413 38046 851251 851251 584274
Largest Losing Trade -61564 -61564 -30607 -773076 -773076 -515824
Avg Bars in Trades 71 103 39 71 103 39
Avg Bars in Winners 99 133 63 99 133 63
Avg Bars in Losers 48 76 22 48 76 22
Bars Traded 6649 4777 1872 6649 4777 1872
Profit Streak 166.937 166.937 328.6037 166.937 166.937 328.6037
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 257105 303536 -340261 -30855 -478062 -35067
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561017600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759069760155,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 215,
            "offset": 12,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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": [
        [
            883744.9540696653,
            837250.948021449,
            46494.0060482161,
            1687651.943625166,
            158092.6294898049,
            1529559.3141353608
        ],
        [
            883.744954,
            837.250948,
            46.494006,
            1687.651944,
            158.092629,
            1529.559314
        ],
        [
            0.373887,
            0.354217,
            0.01967,
            0.122066,
            0.040121,
            0.118144
        ],
        [
            443.161214,
            443.161214,
            443.161214,
            443.161214,
            443.161214,
            443.161214
        ],
        [
            -111514,
            -96838,
            -132148,
            -1874543,
            -1798179,
            -860307
        ],
        [
            2.501534,
            3.402915,
            1.19362,
            1.332669,
            1.043054,
            2.091652
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            45.16129,
            47.826087,
            42.553191,
            45.16129,
            47.826087,
            42.553191
        ],
        [
            3.037577,
            3.712271,
            1.611387,
            1.618241,
            1.137878,
            2.82373
        ],
        [
            351413,
            351413,
            38046,
            851251,
            851251,
            584274
        ],
        [
            -61564,
            -61564,
            -30607,
            -773076,
            -773076,
            -515824
        ],
        [
            71,
            103,
            39,
            71,
            103,
            39
        ],
        [
            99,
            133,
            63,
            99,
            133,
            63
        ],
        [
            48,
            76,
            22,
            48,
            76,
            22
        ],
        [
            6649,
            4777,
            1872,
            6649,
            4777,
            1872
        ],
        [
            166.937039,
            166.937039,
            328.603705,
            166.937039,
            166.937039,
            328.603705
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            257105,
            303536,
            -340261,
            -30855,
            -478062,
            -35067
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7091,
    "evaluation_days": 2363.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561017600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759069760155,
    "expiration_time": 1765173024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 215,
            "offset": 12,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 209,
            "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)