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Trade: THETA/USDT/720/HWMA/KCB/8687

Strategy
THETA/USDT/720/HWMA/KCB/8687
Pair
THETA_USDT
Interval
12h
Score
341984
Daily Profit
0.238429
Profit Factor
2.405087
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
2372.500000
Evaluation Time
2025-10-07 15:34
Expiration Time
2025-12-17 06:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -7449006.3361 2374.2576 -7451380.5937 -290510.6719 28328783.8691 -28619294.5409
Total P&L (%) -7449.0063 2.3743 -7451.3806 -290.5107 28328.7839 -28619.2945
Avg Daily Profit (%) -3.1397 0.001 -3.1407 0 0.2384 0
Buy And Hold Return (%) 494.5693 494.5693 494.5693 494.5693 494.5693 494.5693
Max Trade Drawdown -7601225 -123037 -7545403 -46103137 -13141221 -45297467
Profit Factor 0.07 1.0089 0.0377 0.9958 2.4051 0.4151
Total Trades 68 34 34 68 34 34
Winning Trades 50 23 27 22 14 8
Losing Trades 18 11 7 46 20 26
Profitability (%) 73.5294 67.6471 79.4118 32.3529 41.1765 23.5294
Ratio Avg Win / Avg Loss 0.0252 0.4825 0.0098 2.0821 3.4358 1.3492
Largest Winning Trade 62140 62140 52526 20529793 20529793 9355647
Largest Losing Trade -7521018 -50554 -7521018 -16580103 -6431292 -16580103
Avg Bars in Trades 65 73 57 65 73 57
Avg Bars in Winners 22 25 19 112 133 75
Avg Bars in Losers 186 175 203 43 32 52
Bars Traded 4472 2511 1961 4472 2511 1961
Profit Streak 85.5242 85.5242 267.5242 0 0 0
Trades During Streak 7 3 6 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -689686 -565993 -575565 -698640 341984 -615424
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4745,
    "evaluation_days": 2372.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840486770,
    "expiration_time": 1765944720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            -7449006.336088679,
            2374.257599141,
            -7451380.59368782,
            -290510.6718593481,
            28328783.869059913,
            -28619294.540919263
        ],
        [
            -7449.006336,
            2.374258,
            -7451.380594,
            -290.510672,
            28328.783869,
            -28619.294541
        ],
        [
            -3.139729,
            0.001001,
            -3.140729,
            0,
            0.238429,
            0
        ],
        [
            494.569288,
            494.569288,
            494.569288,
            494.569288,
            494.569288,
            494.569288
        ],
        [
            -7601225,
            -123037,
            -7545403,
            -46103137,
            -13141221,
            -45297467
        ],
        [
            0.07,
            1.008923,
            0.037736,
            0.995795,
            2.405087,
            0.415139
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            50,
            23,
            27,
            22,
            14,
            8
        ],
        [
            18,
            11,
            7,
            46,
            20,
            26
        ],
        [
            73.529412,
            67.647059,
            79.411765,
            32.352941,
            41.176471,
            23.529412
        ],
        [
            0.0252,
            0.482528,
            0.009783,
            2.082118,
            3.435838,
            1.349201
        ],
        [
            62140,
            62140,
            52526,
            20529793,
            20529793,
            9355647
        ],
        [
            -7521018,
            -50554,
            -7521018,
            -16580103,
            -6431292,
            -16580103
        ],
        [
            65,
            73,
            57,
            65,
            73,
            57
        ],
        [
            22,
            25,
            19,
            112,
            133,
            75
        ],
        [
            186,
            175,
            203,
            43,
            32,
            52
        ],
        [
            4472,
            2511,
            1961,
            4472,
            2511,
            1961
        ],
        [
            85.524152,
            85.524152,
            267.524152,
            0,
            0,
            0
        ],
        [
            7,
            3,
            6,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -689686,
            -565993,
            -575565,
            -698640,
            341984,
            -615424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4745,
    "evaluation_days": 2372.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563753600000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759840486770,
    "expiration_time": 1765944720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)