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Trade: THETA/USDT/720/HLC3/SINWMA/1363

Strategy
THETA/USDT/720/HLC3/SINWMA/1363
Pair
THETA_USDT
Interval
12h
Score
448566
Daily Profit
0.159114
Profit Factor
1.922773
Profitability
56.521739
Streak
78.185174
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-25 19:26
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 -1594025.184 64557.481 -1658582.665 138288.0648 4161035.7673 -4022747.7024
Total P&L (%) -1594.0252 64.5575 -1658.5827 138.2881 4161.0358 -4022.7477
Avg Daily Profit (%) -0.6754 0.0274 -0.7028 0.0368 0.1591 0
Buy And Hold Return (%) 400.3982 400.3982 400.3982 400.3982 400.3982 400.3982
Max Trade Drawdown -1801238 -123278 -1796755 -5877290 -1449219 -6542264
Profit Factor 0.3522 1.1775 0.2091 1.0113 1.9228 0.4799
Total Trades 184 92 92 184 92 92
Winning Trades 147 70 77 99 52 47
Losing Trades 37 22 15 85 40 45
Profitability (%) 79.8913 76.087 83.6957 53.8043 56.5217 51.087
Ratio Avg Win / Avg Loss 0.0887 0.3701 0.0407 0.8683 1.4791 0.4595
Largest Winning Trade 29592 29592 19760 3302589 3302589 1261458
Largest Losing Trade -1469239 -66228 -1469239 -1631027 -655205 -1631027
Avg Bars in Trades 24 27 21 24 27 21
Avg Bars in Winners 9 11 7 24 27 21
Avg Bars in Losers 85 77 96 24 27 22
Bars Traded 4557 2539 2018 4557 2539 2018
Profit Streak 41.1852 78.1852 41.1852 41.1852 78.1852 41.1852
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574093 -344029 -574857 -515985 448566 -579242

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817599064,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "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": [
        [
            -1594025.1839882997,
            64557.4810416138,
            -1658582.6650299141,
            138288.0648376516,
            4161035.7672550604,
            -4022747.7024174095
        ],
        [
            -1594.025184,
            64.557481,
            -1658.582665,
            138.288065,
            4161.035767,
            -4022.747702
        ],
        [
            -0.675434,
            0.027355,
            -0.702789,
            0.0368,
            0.159114,
            0
        ],
        [
            400.398195,
            400.398195,
            400.398195,
            400.398195,
            400.398195,
            400.398195
        ],
        [
            -1801238,
            -123278,
            -1796755,
            -5877290,
            -1449219,
            -6542264
        ],
        [
            0.352215,
            1.177481,
            0.209064,
            1.011294,
            1.922773,
            0.47992
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            147,
            70,
            77,
            99,
            52,
            47
        ],
        [
            37,
            22,
            15,
            85,
            40,
            45
        ],
        [
            79.891304,
            76.086957,
            83.695652,
            53.804348,
            56.521739,
            51.086957
        ],
        [
            0.088653,
            0.370065,
            0.040727,
            0.868283,
            1.479056,
            0.459498
        ],
        [
            29592,
            29592,
            19760,
            3302589,
            3302589,
            1261458
        ],
        [
            -1469239,
            -66228,
            -1469239,
            -1631027,
            -655205,
            -1631027
        ],
        [
            24,
            27,
            21,
            24,
            27,
            21
        ],
        [
            9,
            11,
            7,
            24,
            27,
            21
        ],
        [
            85,
            77,
            96,
            24,
            27,
            22
        ],
        [
            4557,
            2539,
            2018,
            4557,
            2539,
            2018
        ],
        [
            41.185174,
            78.185174,
            41.185174,
            41.185174,
            78.185174,
            41.185174
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574093,
            -344029,
            -574857,
            -515985,
            448566,
            -579242
        ]
    ]
}
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": 1559131200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817599064,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 100,
            "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)