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Trade: THETA/USDT/720/FWMA/KCL/6607

Strategy
THETA/USDT/720/FWMA/KCL/6607
Pair
THETA_USDT
Interval
12h
Score
527703
Daily Profit
0.292512
Profit Factor
2.079423
Profitability
53.333333
Streak
247.455445
Best Strategy
Training Data Length
2373.500000
Evaluation Time
2025-10-08 13:55
Expiration Time
2025-12-18 06:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6115299.1599 98890.1669 -6214189.3268 126962160.301 24543516.2342 102418644.0668
Total P&L (%) -6115.2992 98.8902 -6214.1893 126962.1603 24543.5162 102418.6441
Avg Daily Profit (%) -2.5765 0.0417 -2.6182 0.3016 0.2323 0.2925
Buy And Hold Return (%) 489.6983 489.6983 489.6983 489.6983 489.6983 489.6983
Max Trade Drawdown -6383274 -39347 -6382399 -63834851 -21796201 -68886450
Profit Factor 0.0816 2.2587 0.0556 1.8889 1.5119 2.0794
Total Trades 61 31 30 61 31 30
Winning Trades 50 24 26 32 16 16
Losing Trades 11 7 4 29 15 14
Profitability (%) 81.9672 77.4194 86.6667 52.459 51.6129 53.3333
Ratio Avg Win / Avg Loss 0.0179 0.6588 0.0086 1.7118 1.4174 1.8195
Largest Winning Trade 43404 43404 39365 98794369 21735069 98794369
Largest Losing Trade -6382399 -39347 -6382399 -16876176 -11972566 -16876176
Avg Bars in Trades 68 10 128 68 10 128
Avg Bars in Winners 40 6 71 56 11 101
Avg Bars in Losers 198 24 503 82 10 159
Bars Traded 4197 336 3860 4197 336 3860
Profit Streak 180.9554 180.9554 247.4554 180.9554 180.9554 247.4554
Trades During Streak 4 2 9 4 2 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -741313 -296747 -574796 -151805 399972 527703
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920950488,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 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": [
        [
            -6115299.159908253,
            98890.1669018284,
            -6214189.326810085,
            126962160.30099575,
            24543516.234236687,
            102418644.06675903
        ],
        [
            -6115.29916,
            98.890167,
            -6214.189327,
            126962.160301,
            24543.516234,
            102418.644067
        ],
        [
            -2.57649,
            0.041664,
            -2.618154,
            0.301581,
            0.232294,
            0.292512
        ],
        [
            489.698331,
            489.698331,
            489.698331,
            489.698331,
            489.698331,
            489.698331
        ],
        [
            -6383274,
            -39347,
            -6382399,
            -63834851,
            -21796201,
            -68886450
        ],
        [
            0.081578,
            2.258682,
            0.055582,
            1.888905,
            1.511887,
            2.079423
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            50,
            24,
            26,
            32,
            16,
            16
        ],
        [
            11,
            7,
            4,
            29,
            15,
            14
        ],
        [
            81.967213,
            77.419355,
            86.666667,
            52.459016,
            51.612903,
            53.333333
        ],
        [
            0.017947,
            0.658782,
            0.008551,
            1.71182,
            1.417394,
            1.819495
        ],
        [
            43404,
            43404,
            39365,
            98794369,
            21735069,
            98794369
        ],
        [
            -6382399,
            -39347,
            -6382399,
            -16876176,
            -11972566,
            -16876176
        ],
        [
            68,
            10,
            128,
            68,
            10,
            128
        ],
        [
            40,
            6,
            71,
            56,
            11,
            101
        ],
        [
            198,
            24,
            503,
            82,
            10,
            159
        ],
        [
            4197,
            336,
            3860,
            4197,
            336,
            3860
        ],
        [
            180.955445,
            180.955445,
            247.455445,
            180.955445,
            180.955445,
            247.455445
        ],
        [
            4,
            2,
            9,
            4,
            2,
            9
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -741313,
            -296747,
            -574796,
            -151805,
            399972,
            527703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4747,
    "evaluation_days": 2373.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564272000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920950488,
    "expiration_time": 1766033712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 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)