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Trade: THETA/USDT/720/HLC3/SINWMA/5697

Strategy
THETA/USDT/720/HLC3/SINWMA/5697
Pair
THETA_USDT
Interval
12h
Score
458477
Daily Profit
0.163070
Profit Factor
1.885851
Profitability
58.241758
Streak
140.685171
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 -1611248.8192 55116.8356 -1666365.6548 250269.8689 4577317.7208 -4327047.8519
Total P&L (%) -1611.2488 55.1168 -1666.3657 250.2699 4577.3177 -4327.0479
Avg Daily Profit (%) -0.6827 0.0234 -0.7061 0.0531 0.1631 0
Buy And Hold Return (%) 466.8321 466.8321 466.8321 466.8321 466.8321 466.8321
Max Trade Drawdown -1828685 -119464 -1811157 -6093543 -1773133 -7309424
Profit Factor 0.3387 1.1571 0.2011 1.0183 1.8859 0.4935
Total Trades 182 91 91 182 91 91
Winning Trades 151 73 78 101 53 48
Losing Trades 31 18 13 81 38 43
Profitability (%) 82.967 80.2198 85.7143 55.4945 58.2418 52.7473
Ratio Avg Win / Avg Loss 0.0695 0.2853 0.0335 0.8166 1.3521 0.4421
Largest Winning Trade 29592 29592 16312 3246414 3246414 1360582
Largest Losing Trade -1469239 -66228 -1469239 -1963846 -700867 -1963846
Avg Bars in Trades 25 27 22 25 27 22
Avg Bars in Winners 11 13 9 25 29 20
Avg Bars in Losers 92 87 100 24 24 24
Bars Traded 4557 2533 2024 4557 2533 2024
Profit Streak 54.6852 140.6852 54.6852 54.6852 140.6852 54.6852
Trades During Streak 14 8 7 14 8 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -573344 -371148 -574492 -486166 458477 -578858

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817598741,
    "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": 105,
            "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": [
        [
            -1611248.819173466,
            55116.8356287821,
            -1666365.6548022479,
            250269.8689336076,
            4577317.720820552,
            -4327047.851886943
        ],
        [
            -1611.248819,
            55.116836,
            -1666.365655,
            250.269869,
            4577.317721,
            -4327.047852
        ],
        [
            -0.682733,
            0.023355,
            -0.706087,
            0.05313,
            0.16307,
            0
        ],
        [
            466.832055,
            466.832055,
            466.832055,
            466.832055,
            466.832055,
            466.832055
        ],
        [
            -1828685,
            -119464,
            -1811157,
            -6093543,
            -1773133,
            -7309424
        ],
        [
            0.338708,
            1.157114,
            0.201056,
            1.018255,
            1.885851,
            0.493465
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            151,
            73,
            78,
            101,
            53,
            48
        ],
        [
            31,
            18,
            13,
            81,
            38,
            43
        ],
        [
            82.967033,
            80.21978,
            85.714286,
            55.494505,
            58.241758,
            52.747253
        ],
        [
            0.069536,
            0.285316,
            0.033509,
            0.81662,
            1.35212,
            0.442063
        ],
        [
            29592,
            29592,
            16312,
            3246414,
            3246414,
            1360582
        ],
        [
            -1469239,
            -66228,
            -1469239,
            -1963846,
            -700867,
            -1963846
        ],
        [
            25,
            27,
            22,
            25,
            27,
            22
        ],
        [
            11,
            13,
            9,
            25,
            29,
            20
        ],
        [
            92,
            87,
            100,
            24,
            24,
            24
        ],
        [
            4557,
            2533,
            2024,
            4557,
            2533,
            2024
        ],
        [
            54.68517,
            140.68517,
            54.68517,
            54.685171,
            140.685171,
            54.685171
        ],
        [
            14,
            8,
            7,
            14,
            8,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -573344,
            -371148,
            -574492,
            -486166,
            458477,
            -578858
        ]
    ]
}
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": 1559347200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817598741,
    "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": 105,
            "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)