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Trade: THETA/USDT/720/KCL/ALMA/9690

Strategy
THETA/USDT/720/KCL/ALMA/9690
Pair
THETA_USDT
Interval
12h
Score
668235
Daily Profit
2.741136
Profit Factor
17.919755
Profitability
35.135135
Streak
102.123888
Best Strategy
Training Data Length
2364.000000
Evaluation Time
2025-09-28 17:58
Expiration Time
2025-12-08 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 6336003.2351 6480044.3754 -144041.1403 -50379.941 1954524.2011 -2004904.1421
Total P&L (%) 6336.0032 6480.0444 -144.0411 -50.3799 1954.5242 -2004.9041
Avg Daily Profit (%) 2.6802 2.7411 -0.0609 -0.0296 0.1279 0
Buy And Hold Return (%) 449.5306 449.5306 449.5306 449.5306 449.5306 449.5306
Max Trade Drawdown -316970 -218338 -169998 -3642946 -1672742 -2019591
Profit Factor 10.9722 17.9198 0.4293 0.9875 2.0399 0.0691
Total Trades 75 37 38 75 37 38
Winning Trades 25 13 12 25 13 12
Losing Trades 50 24 26 50 24 26
Profitability (%) 33.3333 35.1351 31.5789 33.3333 35.1351 31.5789
Ratio Avg Win / Avg Loss 21.9444 33.0826 0.9301 1.975 3.7659 0.1496
Largest Winning Trade 6668209 6668209 51987 3638009 3638009 94815
Largest Losing Trade -50736 -50736 -39988 -1206386 -827611 -1206386
Avg Bars in Trades 56 92 20 56 92 20
Avg Bars in Winners 84 131 33 84 131 33
Avg Bars in Losers 41 71 14 41 71 14
Bars Traded 4206 3414 792 4206 3414 792
Profit Streak 0 102.1239 0 0 102.1239 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44432 668235 -587650 -645759 -24651 -587650
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071503915,
    "expiration_time": 1765188288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 12,
            "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": [
        [
            6336003.2351397155,
            6480044.375430298,
            -144041.1402905853,
            -50379.940982894,
            1954524.2011095788,
            -2004904.1420924717
        ],
        [
            6336.003235,
            6480.044375,
            -144.04114,
            -50.379941,
            1954.524201,
            -2004.904142
        ],
        [
            2.680204,
            2.741136,
            -0.060931,
            -0.029639,
            0.127943,
            0
        ],
        [
            449.530592,
            449.530592,
            449.530592,
            449.530592,
            449.530592,
            449.530592
        ],
        [
            -316970,
            -218338,
            -169998,
            -3642946,
            -1672742,
            -2019591
        ],
        [
            10.972223,
            17.919755,
            0.429265,
            0.987509,
            2.039888,
            0.069051
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            33.333333,
            35.135135,
            31.578947,
            33.333333,
            35.135135,
            31.578947
        ],
        [
            21.944446,
            33.082624,
            0.930074,
            1.975017,
            3.765946,
            0.14961
        ],
        [
            6668209,
            6668209,
            51987,
            3638009,
            3638009,
            94815
        ],
        [
            -50736,
            -50736,
            -39988,
            -1206386,
            -827611,
            -1206386
        ],
        [
            56,
            92,
            20,
            56,
            92,
            20
        ],
        [
            84,
            131,
            33,
            84,
            131,
            33
        ],
        [
            41,
            71,
            14,
            41,
            71,
            14
        ],
        [
            4206,
            3414,
            792,
            4206,
            3414,
            792
        ],
        [
            0,
            102.123888,
            0,
            0,
            102.123888,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44432,
            668235,
            -587650,
            -645759,
            -24651,
            -587650
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4728,
    "evaluation_days": 2364,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1564358400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071503915,
    "expiration_time": 1765188288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 221,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 12,
            "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)