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Trade: THETA/USDT/720/FWMA/RMA/9136

Strategy
THETA/USDT/720/FWMA/RMA/9136
Pair
THETA_USDT
Interval
12h
Score
304542
Daily Profit
0.236173
Profit Factor
1.852916
Profitability
37.931034
Streak
328.588348
Best Strategy
Training Data Length
2371.000000
Evaluation Time
2025-10-05 17:07
Expiration Time
2025-12-15 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5869386.2287 42298.355 -5911684.5837 5904552.1621 26755570.0864 -20851017.9243
Total P&L (%) -5869.3862 42.2984 -5911.6846 5904.5522 26755.5701 -20851.0179
Avg Daily Profit (%) -2.4755 0.0178 -2.4933 0.1729 0.2362 0
Buy And Hold Return (%) 627.3431 627.3431 627.3431 627.3431 627.3431 627.3431
Max Trade Drawdown -5973098 -106599 -5969081 -62130043 -26649921 -40485303
Profit Factor 0.058 1.2976 0.0291 1.0811 1.8529 0.4969
Total Trades 59 29 30 59 29 30
Winning Trades 48 23 25 20 11 9
Losing Trades 11 6 5 39 18 21
Profitability (%) 81.3559 79.3103 83.3333 33.8983 37.931 30
Ratio Avg Win / Avg Loss 0.0133 0.3385 0.0058 2.1081 3.032 1.1595
Largest Winning Trade 16394 16394 11426 50821726 50821726 19529520
Largest Losing Trade -5926964 -82071 -5926964 -11958249 -5689592 -11958249
Avg Bars in Trades 68 76 60 68 76 60
Avg Bars in Winners 14 15 13 93 121 59
Avg Bars in Losers 306 312 298 55 49 61
Bars Traded 4048 2230 1818 4048 2230 1818
Profit Streak 250.5883 328.5883 250.5883 250.5883 328.5883 250.5883
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -755285 -331305 -576022 -307483 304542 -586346
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673233298,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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": [
        [
            -5869386.228702269,
            42298.3549660785,
            -5911684.583668349,
            5904552.162126414,
            26755570.08643699,
            -20851017.924310572
        ],
        [
            -5869.386229,
            42.298355,
            -5911.684584,
            5904.552162,
            26755.570086,
            -20851.017924
        ],
        [
            -2.47549,
            0.01784,
            -2.49333,
            0.172866,
            0.236173,
            0
        ],
        [
            627.34307,
            627.34307,
            627.34307,
            627.34307,
            627.34307,
            627.34307
        ],
        [
            -5973098,
            -106599,
            -5969081,
            -62130043,
            -26649921,
            -40485303
        ],
        [
            0.058042,
            1.297598,
            0.029107,
            1.081086,
            1.852916,
            0.496944
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            48,
            23,
            25,
            20,
            11,
            9
        ],
        [
            11,
            6,
            5,
            39,
            18,
            21
        ],
        [
            81.355932,
            79.310345,
            83.333333,
            33.898305,
            37.931034,
            30
        ],
        [
            0.013301,
            0.338504,
            0.005821,
            2.108118,
            3.032044,
            1.159536
        ],
        [
            16394,
            16394,
            11426,
            50821726,
            50821726,
            19529520
        ],
        [
            -5926964,
            -82071,
            -5926964,
            -11958249,
            -5689592,
            -11958249
        ],
        [
            68,
            76,
            60,
            68,
            76,
            60
        ],
        [
            14,
            15,
            13,
            93,
            121,
            59
        ],
        [
            306,
            312,
            298,
            55,
            49,
            61
        ],
        [
            4048,
            2230,
            1818,
            4048,
            2230,
            1818
        ],
        [
            250.588348,
            328.588348,
            250.588348,
            250.588348,
            328.588348,
            250.588348
        ],
        [
            2,
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            1,
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -755285,
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            -576022,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4742,
    "evaluation_days": 2371,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563062400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759673233298,
    "expiration_time": 1765811232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 191,
            "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)