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Trade: THETA/USDT/480/KCU/MIDPRICE/9909

Strategy
THETA/USDT/480/KCU/MIDPRICE/9909
Pair
THETA_USDT
Interval
8h
Score
311659
Daily Profit
0.335395
Profit Factor
3.998874
Profitability
57.142857
Streak
166.446265
Best Strategy
Training Data Length
2371.670000
Evaluation Time
2025-10-06 13:42
Expiration Time
2025-12-16 13:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 812945.5528 795445.97 17499.5827 813737.7504 363942.9617 449794.7888
Total P&L (%) 812.9456 795.446 17.4996 813.7378 363.943 449.7948
Avg Daily Profit (%) 0.3428 0.3354 0.0074 0.0933 0.0647 0.0719
Buy And Hold Return (%) 493.7376 493.7376 493.7376 493.7376 493.7376 493.7376
Max Trade Drawdown -123485 -65278 -266626 -714187 -688879 -165787
Profit Factor 2.3599 3.9989 1.0526 1.5497 1.3309 2.1822
Total Trades 70 35 35 70 35 35
Winning Trades 38 20 18 38 20 18
Losing Trades 32 15 17 32 15 17
Profitability (%) 54.2857 57.1429 51.4286 54.2857 57.1429 51.4286
Ratio Avg Win / Avg Loss 1.9873 2.9992 0.9941 1.305 0.9982 2.0609
Largest Winning Trade 231999 231999 59963 512635 512635 181485
Largest Losing Trade -65278 -65278 -57068 -643135 -643135 -165787
Avg Bars in Trades 96 105 86 96 105 86
Avg Bars in Winners 111 113 109 111 113 109
Avg Bars in Losers 78 94 63 78 94 63
Bars Traded 6734 3693 3041 6734 3693 3041
Profit Streak 163.1129 166.4463 163.1129 163.1129 166.4463 163.1129
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92054 311659 -511910 -172140 -271793 -257437
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7115,
    "evaluation_days": 2371.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561564800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747357329,
    "expiration_time": 1765884960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            812945.5527594364,
            795445.9700276254,
            17499.582731811,
            813737.7504291664,
            363942.961667243,
            449794.7887619234
        ],
        [
            812.945553,
            795.44597,
            17.499583,
            813.73775,
            363.942962,
            449.794789
        ],
        [
            0.342773,
            0.335395,
            0.007379,
            0.093327,
            0.064726,
            0.07189
        ],
        [
            493.737614,
            493.737614,
            493.737614,
            493.737614,
            493.737614,
            493.737614
        ],
        [
            -123485,
            -65278,
            -266626,
            -714187,
            -688879,
            -165787
        ],
        [
            2.359933,
            3.998874,
            1.052625,
            1.549672,
            1.33088,
            2.182173
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            54.285714,
            57.142857,
            51.428571,
            54.285714,
            57.142857,
            51.428571
        ],
        [
            1.987312,
            2.999156,
            0.994146,
            1.304987,
            0.99816,
            2.060941
        ],
        [
            231999,
            231999,
            59963,
            512635,
            512635,
            181485
        ],
        [
            -65278,
            -65278,
            -57068,
            -643135,
            -643135,
            -165787
        ],
        [
            96,
            105,
            86,
            96,
            105,
            86
        ],
        [
            111,
            113,
            109,
            111,
            113,
            109
        ],
        [
            78,
            94,
            63,
            78,
            94,
            63
        ],
        [
            6734,
            3693,
            3041,
            6734,
            3693,
            3041
        ],
        [
            163.112932,
            166.446265,
            163.112932,
            163.112932,
            166.446265,
            163.112932
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92054,
            311659,
            -511910,
            -172140,
            -271793,
            -257437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7115,
    "evaluation_days": 2371.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561564800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759747357329,
    "expiration_time": 1765884960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)