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Trade: THETA/USDT/60/SMA/SSF/3430

Strategy
THETA/USDT/60/SMA/SSF/3430
Pair
THETA_USDT
Interval
1h
Score
326974
Daily Profit
0.182366
Profit Factor
1.226652
Profitability
58.633094
Streak
15.915158
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 21:57
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 189955.5713 150995.2786 38960.2926 75779.1655 324554.9987 -248775.8332
Total P&L (%) 189.9556 150.9953 38.9603 75.7792 324.555 -248.7758
Avg Daily Profit (%) 0.1824 0.145 0.0374 0.0542 0.1389 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256694 -154058 -103179 -2346077 -1451231 -909694
Profit Factor 1.2267 1.372 1.0901 1.016 1.1366 0.8946
Total Trades 278 139 139 278 139 139
Winning Trades 163 80 83 163 80 83
Losing Trades 115 59 56 115 59 56
Profitability (%) 58.6331 57.554 59.7122 58.6331 57.554 59.7122
Ratio Avg Win / Avg Loss 0.8654 1.0119 0.7355 0.7168 0.8382 0.6036
Largest Winning Trade 39103 39103 27465 355308 355308 304615
Largest Losing Trade -41635 -30483 -41635 -586292 -586292 -308093
Avg Bars in Trades 88 85 92 88 85 92
Avg Bars in Winners 73 68 78 73 68 78
Avg Bars in Losers 111 108 113 111 108 113
Bars Traded 24729 11877 12852 24729 11877 12852
Profit Streak 15.9152 39.9985 15.9152 15.9152 39.9985 15.9152
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326974 119946 -266635 -321538 -77208 -579126
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669276800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758999469649,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            189955.5712650518,
            150995.2786447635,
            38960.2926202883,
            75779.165547397,
            324554.9987023898,
            -248775.8331549929
        ],
        [
            189.955571,
            150.995279,
            38.960293,
            75.779166,
            324.554999,
            -248.775833
        ],
        [
            0.182366,
            0.144962,
            0.037404,
            0.054167,
            0.138906,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256694,
            -154058,
            -103179,
            -2346077,
            -1451231,
            -909694
        ],
        [
            1.226652,
            1.372019,
            1.090141,
            1.015996,
            1.136593,
            0.894648
        ],
        [
            278,
            139,
            139,
            278,
            139,
            139
        ],
        [
            163,
            80,
            83,
            163,
            80,
            83
        ],
        [
            115,
            59,
            56,
            115,
            59,
            56
        ],
        [
            58.633094,
            57.553957,
            59.71223,
            58.633094,
            57.553957,
            59.71223
        ],
        [
            0.865429,
            1.011864,
            0.735517,
            0.716807,
            0.838237,
            0.603618
        ],
        [
            39103,
            39103,
            27465,
            355308,
            355308,
            304615
        ],
        [
            -41635,
            -30483,
            -41635,
            -586292,
            -586292,
            -308093
        ],
        [
            88,
            85,
            92,
            88,
            85,
            92
        ],
        [
            73,
            68,
            78,
            73,
            68,
            78
        ],
        [
            111,
            108,
            113,
            111,
            108,
            113
        ],
        [
            24729,
            11877,
            12852,
            24729,
            11877,
            12852
        ],
        [
            15.915158,
            39.998491,
            15.915158,
            15.915158,
            39.998491,
            15.915158
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326974,
            119946,
            -266635,
            -321538,
            -77208,
            -579126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669276800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758999469649,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 226,
            "offset": 0,
            "poles": 3
        }
    }
}

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)