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Trade: THETA/USDT/720/MIDPRICE/ALMA/2676

Strategy
THETA/USDT/720/MIDPRICE/ALMA/2676
Pair
THETA_USDT
Interval
12h
Score
522980
Daily Profit
0.180574
Profit Factor
3.143968
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-10-10 20:36
Expiration Time
2025-12-20 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1293074.0831 -46077.2339 -1246996.8492 -32672.2586 7171733.9449 -7204406.2035
Total P&L (%) -1293.0741 -46.0772 -1246.9968 -32.6723 7171.7339 -7204.4062
Avg Daily Profit (%) -0.5442 -0.0194 -0.5248 -0.0166 0.1806 0
Buy And Hold Return (%) 451.145 451.145 451.145 451.145 451.145 451.145
Max Trade Drawdown -1470483 -153520 -1381324 -12370959 -2060979 -13693199
Profit Factor 0.3562 0.8565 0.261 0.9986 3.144 0.6488
Total Trades 88 44 44 88 44 44
Winning Trades 47 22 25 49 24 25
Losing Trades 41 22 19 39 20 19
Profitability (%) 53.4091 50 56.8182 55.6818 54.5455 56.8182
Ratio Avg Win / Avg Loss 0.3107 0.8565 0.1984 0.7948 2.62 0.4931
Largest Winning Trade 44698 38019 44698 6290762 3061593 6290762
Largest Losing Trade -672862 -41832 -672862 -12005862 -1786451 -12005862
Avg Bars in Trades 52 35 68 52 35 68
Avg Bars in Winners 40 31 48 55 42 67
Avg Bars in Losers 65 40 93 48 28 68
Bars Traded 4584 1580 3003 4584 1580 3003
Profit Streak 5.7339 0 51.2339 5.7339 0 51.2339
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579399 -580719 -578847 -579104 522980 -578847
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760117810558,
    "expiration_time": 1766256192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "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": [
        [
            -1293074.0830522133,
            -46077.2338883432,
            -1246996.8491638696,
            -32672.2585803641,
            7171733.944934655,
            -7204406.203515015
        ],
        [
            -1293.074083,
            -46.077234,
            -1246.996849,
            -32.672259,
            7171.733945,
            -7204.406204
        ],
        [
            -0.544223,
            -0.019393,
            -0.52483,
            -0.016648,
            0.180574,
            0
        ],
        [
            451.145038,
            451.145038,
            451.145038,
            451.145038,
            451.145038,
            451.145038
        ],
        [
            -1470483,
            -153520,
            -1381324,
            -12370959,
            -2060979,
            -13693199
        ],
        [
            0.356181,
            0.856458,
            0.261013,
            0.998631,
            3.143968,
            0.648829
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            47,
            22,
            25,
            49,
            24,
            25
        ],
        [
            41,
            22,
            19,
            39,
            20,
            19
        ],
        [
            53.409091,
            50,
            56.818182,
            55.681818,
            54.545455,
            56.818182
        ],
        [
            0.310711,
            0.856458,
            0.19837,
            0.794829,
            2.619973,
            0.49311
        ],
        [
            44698,
            38019,
            44698,
            6290762,
            3061593,
            6290762
        ],
        [
            -672862,
            -41832,
            -672862,
            -12005862,
            -1786451,
            -12005862
        ],
        [
            52,
            35,
            68,
            52,
            35,
            68
        ],
        [
            40,
            31,
            48,
            55,
            42,
            67
        ],
        [
            65,
            40,
            93,
            48,
            28,
            68
        ],
        [
            4584,
            1580,
            3003,
            4584,
            1580,
            3003
        ],
        [
            5.733918,
            0,
            51.233918,
            5.733918,
            0,
            51.233918
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579399,
            -580719,
            -578847,
            -579104,
            522980,
            -578847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760117810558,
    "expiration_time": 1766256192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 98,
            "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)