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Trade: THETA/USDT/480/SMA/MIDPRICE/3674

Strategy
THETA/USDT/480/SMA/MIDPRICE/3674
Pair
THETA_USDT
Interval
8h
Score
325227
Daily Profit
0.157766
Profit Factor
2.092892
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2373.670000
Evaluation Time
2025-10-08 13:26
Expiration Time
2025-12-18 15:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2115862.9429 -85113.2737 -2030749.6692 -231620.071 -4349387.3945 4117767.3235
Total P&L (%) -2115.8629 -85.1133 -2030.7497 -231.6201 -4349.3874 4117.7673
Avg Daily Profit (%) -0.8914 -0.0359 -0.8555 0 0 0.1578
Buy And Hold Return (%) 544.8517 544.8517 544.8517 544.8517 544.8517 544.8517
Max Trade Drawdown -2270487 -201390 -2099874 -5553686 -5136288 -1969701
Profit Factor 0.1722 0.721 0.0978 0.9771 0.3139 2.0929
Total Trades 74 37 37 74 37 37
Winning Trades 33 16 17 29 13 16
Losing Trades 41 21 20 45 24 21
Profitability (%) 44.5946 43.2432 45.9459 39.1892 35.1351 43.2432
Ratio Avg Win / Avg Loss 0.2139 0.9463 0.115 1.5162 0.5795 2.7469
Largest Winning Trade 98163 98163 33099 5049537 484272 5049537
Largest Losing Trade -1805196 -51540 -1805196 -1783328 -1783328 -1160373
Avg Bars in Trades 92 98 85 92 98 85
Avg Bars in Winners 40 22 57 90 86 93
Avg Bars in Losers 133 156 109 93 105 80
Bars Traded 6832 3655 3177 6832 3655 3177
Profit Streak 49.1015 49.1015 69.1015 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -650240 -582837 -581380 -650981 -586553 325227
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7121,
    "evaluation_days": 2373.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562054400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919169227,
    "expiration_time": 1766062944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "offset": 245
        }
    }
}
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": [
        [
            -2115862.942853286,
            -85113.2736670685,
            -2030749.669186217,
            -231620.0709874332,
            -4349387.394451081,
            4117767.3234636467
        ],
        [
            -2115.862943,
            -85.113274,
            -2030.749669,
            -231.620071,
            -4349.387394,
            4117.767323
        ],
        [
            -0.891389,
            -0.035857,
            -0.855532,
            0,
            0,
            0.157766
        ],
        [
            544.851658,
            544.851658,
            544.851658,
            544.851658,
            544.851658,
            544.851658
        ],
        [
            -2270487,
            -201390,
            -2099874,
            -5553686,
            -5136288,
            -1969701
        ],
        [
            0.172165,
            0.721021,
            0.09777,
            0.977083,
            0.313902,
            2.092892
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            16,
            17,
            29,
            13,
            16
        ],
        [
            41,
            21,
            20,
            45,
            24,
            21
        ],
        [
            44.594595,
            43.243243,
            45.945946,
            39.189189,
            35.135135,
            43.243243
        ],
        [
            0.213902,
            0.946341,
            0.115023,
            1.516164,
            0.579512,
            2.746921
        ],
        [
            98163,
            98163,
            33099,
            5049537,
            484272,
            5049537
        ],
        [
            -1805196,
            -51540,
            -1805196,
            -1783328,
            -1783328,
            -1160373
        ],
        [
            92,
            98,
            85,
            92,
            98,
            85
        ],
        [
            40,
            22,
            57,
            90,
            86,
            93
        ],
        [
            133,
            156,
            109,
            93,
            105,
            80
        ],
        [
            6832,
            3655,
            3177,
            6832,
            3655,
            3177
        ],
        [
            49.101496,
            49.101496,
            69.101496,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -650240,
            -582837,
            -581380,
            -650981,
            -586553,
            325227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7121,
    "evaluation_days": 2373.67,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1562054400000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759919169227,
    "expiration_time": 1766062944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 6,
            "offset": 245
        }
    }
}

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)