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Trade: THETA/USDT/60/SSF/SINWMA/2403

Strategy
THETA/USDT/60/SSF/SINWMA/2403
Pair
THETA_USDT
Interval
1h
Score
330266
Daily Profit
0.225586
Profit Factor
1.433107
Profitability
50.793651
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-12 21:52
Expiration Time
2025-12-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 234985.6595 191133.4156 43852.2439 60136.8449 81378.0762 -21241.2313
Total P&L (%) 234.9857 191.1334 43.8522 60.1368 81.3781 -21.2412
Avg Daily Profit (%) 0.2256 0.1835 0.0421 0.0452 0.0572 -0.0229
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105587 -99408 -74008 -391922 -316718 -283577
Profit Factor 1.4331 1.6456 1.1779 1.0407 1.0977 0.9671
Total Trades 126 63 63 126 63 63
Winning Trades 64 31 33 64 31 33
Losing Trades 62 32 30 62 32 30
Profitability (%) 50.7937 49.2063 52.381 50.7937 49.2063 52.381
Ratio Avg Win / Avg Loss 1.3883 1.6987 1.0708 1.0082 1.1331 0.8792
Largest Winning Trade 204308 204308 32348 336213 336213 61044
Largest Losing Trade -34802 -34802 -33471 -132773 -132773 -99837
Avg Bars in Trades 195 190 200 195 190 200
Avg Bars in Winners 252 248 257 252 248 257
Avg Bars in Losers 137 135 139 137 135 139
Bars Traded 24690 12028 12662 24690 12028 12662
Profit Streak 0 0 33.2031 0 0 33.2031
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330266 -136392 -309221 -308528 -376606 -726608
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670864400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760295147800,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 128,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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": [
        [
            234985.6595194536,
            191133.4155776396,
            43852.2439418141,
            60136.8449461785,
            81378.0762035685,
            -21241.2312573901
        ],
        [
            234.98566,
            191.133416,
            43.852244,
            60.136845,
            81.378076,
            -21.241231
        ],
        [
            0.225586,
            0.183487,
            0.042098,
            0.045212,
            0.057176,
            -0.02292
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105587,
            -99408,
            -74008,
            -391922,
            -316718,
            -283577
        ],
        [
            1.433107,
            1.645586,
            1.177902,
            1.040675,
            1.09771,
            0.9671
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            64,
            31,
            33,
            64,
            31,
            33
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            50.793651,
            49.206349,
            52.380952,
            50.793651,
            49.206349,
            52.380952
        ],
        [
            1.388322,
            1.698669,
            1.07082,
            1.008153,
            1.13312,
            0.879182
        ],
        [
            204308,
            204308,
            32348,
            336213,
            336213,
            61044
        ],
        [
            -34802,
            -34802,
            -33471,
            -132773,
            -132773,
            -99837
        ],
        [
            195,
            190,
            200,
            195,
            190,
            200
        ],
        [
            252,
            248,
            257,
            252,
            248,
            257
        ],
        [
            137,
            135,
            139,
            137,
            135,
            139
        ],
        [
            24690,
            12028,
            12662,
            24690,
            12028,
            12662
        ],
        [
            0,
            0,
            33.203099,
            0,
            0,
            33.2031
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330266,
            -136392,
            -309221,
            -308528,
            -376606,
            -726608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670292000000,
    "first_datapoint_time": 1670864400000,
    "last_datapoint_time": 1760292000000,
    "evaluation_time": 1760295147800,
    "expiration_time": 1766772000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 128,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 160,
            "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)