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Trade: THETA/USDT/720/MIDPRICE/HMA/8081

Strategy
THETA/USDT/720/MIDPRICE/HMA/8081
Pair
THETA_USDT
Interval
12h
Score
531891
Daily Profit
0.589752
Profit Factor
2.950296
Profitability
52.892562
Streak
0.000000
Best Strategy
Training Data Length
2373.000000
Evaluation Time
2025-10-07 23:52
Expiration Time
2025-12-17 18:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1399480.5931 1200964.5403 198516.0528 33134561.0143 -1563771.3535 34698332.3678
Total P&L (%) 1399.4806 1200.9645 198.5161 33134.561 -1563.7714 34698.3324
Avg Daily Profit (%) 0.5898 0.5061 0.0837 0.245 0 0.2469
Buy And Hold Return (%) 435.962 435.962 435.962 435.962 435.962 435.962
Max Trade Drawdown -136269 -113925 -66237 -62470031 -37517308 -32452109
Profit Factor 2.9503 4.1812 1.5838 1.2154 0.9827 1.5484
Total Trades 121 61 60 121 61 60
Winning Trades 64 30 34 64 30 34
Losing Trades 57 31 26 57 31 26
Profitability (%) 52.8926 49.1803 56.6667 52.8926 49.1803 56.6667
Ratio Avg Win / Avg Loss 2.6276 4.3206 1.2111 1.0825 1.0155 1.1841
Largest Winning Trade 454359 454359 51924 15238281 15238281 14667497
Largest Losing Trade -66237 -31542 -66237 -32452109 -22574197 -32452109
Avg Bars in Trades 38 30 46 38 30 46
Avg Bars in Winners 41 34 48 41 34 48
Avg Bars in Losers 34 27 43 34 27 43
Bars Traded 4634 1870 2764 4634 1870 2764
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531891 -147479 -413540 312670 -741110 -158275
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4746,
    "evaluation_days": 2373,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558785600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759870330672,
    "expiration_time": 1765989216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 84,
            "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": [
        [
            1399480.5931475912,
            1200964.5403082778,
            198516.0528393142,
            33134561.014308605,
            -1563771.353493859,
            34698332.36780247
        ],
        [
            1399.480593,
            1200.96454,
            198.516053,
            33134.561014,
            -1563.771353,
            34698.332368
        ],
        [
            0.589752,
            0.506095,
            0.083656,
            0.244976,
            0,
            0.246919
        ],
        [
            435.96203,
            435.96203,
            435.96203,
            435.96203,
            435.96203,
            435.96203
        ],
        [
            -136269,
            -113925,
            -66237,
            -62470031,
            -37517308,
            -32452109
        ],
        [
            2.950296,
            4.181208,
            1.583776,
            1.215442,
            0.982726,
            1.548391
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            52.892562,
            49.180328,
            56.666667,
            52.892562,
            49.180328,
            56.666667
        ],
        [
            2.627607,
            4.320582,
            1.211123,
            1.082503,
            1.015483,
            1.184064
        ],
        [
            454359,
            454359,
            51924,
            15238281,
            15238281,
            14667497
        ],
        [
            -66237,
            -31542,
            -66237,
            -32452109,
            -22574197,
            -32452109
        ],
        [
            38,
            30,
            46,
            38,
            30,
            46
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            34,
            27,
            43,
            34,
            27,
            43
        ],
        [
            4634,
            1870,
            2764,
            4634,
            1870,
            2764
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531891,
            -147479,
            -413540,
            312670,
            -741110,
            -158275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4746,
    "evaluation_days": 2373,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558785600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759870330672,
    "expiration_time": 1765989216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 84,
            "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)