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Trade: THETA/USDT/720/FWMA/SMA/8796

Strategy
THETA/USDT/720/FWMA/SMA/8796
Pair
THETA_USDT
Interval
12h
Score
500451
Daily Profit
0.200079
Profit Factor
2.235029
Profitability
84.444444
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 07:48
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1458797.2308 -369.6898 -1458427.5411 568074.8605 -10516708.01 11084782.8705
Total P&L (%) -1458.7972 -0.3697 -1458.4275 568.0749 -10516.708 11084.7829
Avg Daily Profit (%) -0.6181 -0.0002 -0.618 0.0805 0 0.2001
Buy And Hold Return (%) 528.2286 528.2286 528.2286 528.2286 528.2286 528.2286
Max Trade Drawdown -1640576 -136393 -1564712 -18523368 -16895354 -7701442
Profit Factor 0.272 0.9986 0.162 1.0185 0.5161 2.235
Total Trades 90 45 45 90 45 45
Winning Trades 72 35 37 72 34 38
Losing Trades 18 10 8 18 11 7
Profitability (%) 80 77.7778 82.2222 80 75.5556 84.4444
Ratio Avg Win / Avg Loss 0.068 0.2853 0.035 0.2546 0.167 0.4117
Largest Winning Trade 27334 15256 27334 6090805 1725663 6090805
Largest Losing Trade -1056132 -57069 -1056132 -8535991 -8535991 -3765090
Avg Bars in Trades 50 54 46 50 54 46
Avg Bars in Winners 16 16 17 21 16 25
Avg Bars in Losers 185 187 183 168 171 162
Bars Traded 4547 2440 2107 4547 2440 2107
Profit Streak 0 138.7005 0 0 138.7005 0
Trades During Streak 0 6 0 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576371 -575664 -576607 -424793 -575952 500451

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862123981,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "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": [
        [
            -1458797.2308406387,
            -369.6897816434,
            -1458427.541058995,
            568074.8605388573,
            -10516708.009956049,
            11084782.870494908
        ],
        [
            -1458.797231,
            -0.36969,
            -1458.427541,
            568.074861,
            -10516.70801,
            11084.78287
        ],
        [
            -0.618134,
            -0.000157,
            -0.617978,
            0.080508,
            0,
            0.200079
        ],
        [
            528.228629,
            528.228629,
            528.228629,
            528.228629,
            528.228629,
            528.228629
        ],
        [
            -1640576,
            -136393,
            -1564712,
            -18523368,
            -16895354,
            -7701442
        ],
        [
            0.271983,
            0.998597,
            0.161973,
            1.018499,
            0.516079,
            2.235029
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            72,
            35,
            37,
            72,
            34,
            38
        ],
        [
            18,
            10,
            8,
            18,
            11,
            7
        ],
        [
            80,
            77.777778,
            82.222222,
            80,
            75.555556,
            84.444444
        ],
        [
            0.067996,
            0.285313,
            0.035021,
            0.254625,
            0.166967,
            0.411716
        ],
        [
            27334,
            15256,
            27334,
            6090805,
            1725663,
            6090805
        ],
        [
            -1056132,
            -57069,
            -1056132,
            -8535991,
            -8535991,
            -3765090
        ],
        [
            50,
            54,
            46,
            50,
            54,
            46
        ],
        [
            16,
            16,
            17,
            21,
            16,
            25
        ],
        [
            185,
            187,
            183,
            168,
            171,
            162
        ],
        [
            4547,
            2440,
            2107,
            4547,
            2440,
            2107
        ],
        [
            0,
            138.700509,
            0,
            0,
            138.700509,
            0
        ],
        [
            0,
            6,
            0,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576371,
            -575664,
            -576607,
            -424793,
            -575952,
            500451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1561852800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758862123981,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "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)