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Trade: THETA/USDT/720/OHLC4/KCL/6926

Strategy
THETA/USDT/720/OHLC4/KCL/6926
Pair
THETA_USDT
Interval
12h
Score
704675
Daily Profit
0.334478
Profit Factor
4.056483
Profitability
63.157895
Streak
252.105460
Best Strategy
Training Data Length
2378.500000
Evaluation Time
2025-10-13 05:31
Expiration Time
2025-12-23 10:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -6030957.5013 103606.4151 -6134563.9164 318451628.7619 37170496.3029 281281132.459
Total P&L (%) -6030.9575 103.6064 -6134.5639 318451.6288 37170.4963 281281.1325
Avg Daily Profit (%) -2.5356 0.0436 -2.5792 0.3397 0.2492 0.3345
Buy And Hold Return (%) 380.5415 380.5415 380.5415 380.5415 380.5415 380.5415
Max Trade Drawdown -6339352 -36069 -6339352 -74287840 -26762336 -73084727
Profit Factor 0.0863 2.5236 0.0609 3.0868 1.6136 4.0565
Total Trades 76 38 38 76 38 38
Winning Trades 61 27 34 43 19 24
Losing Trades 15 11 4 33 19 14
Profitability (%) 80.2632 71.0526 89.4737 56.5789 50 63.1579
Ratio Avg Win / Avg Loss 0.0212 1.0281 0.0072 2.369 1.6136 2.3663
Largest Winning Trade 38454 24907 38454 127128740 15704519 127128740
Largest Losing Trade -6339352 -36069 -6339352 -17786473 -17786473 -16680577
Avg Bars in Trades 58 6 109 58 6 109
Avg Bars in Winners 33 3 56 43 7 71
Avg Bars in Losers 159 15 557 77 6 173
Bars Traded 4415 263 4152 4415 263 4152
Profit Streak 175.1055 175.1055 252.1055 175.1055 175.1055 252.1055
Trades During Streak 5 2 13 5 2 13
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -628952 -292815 -574389 -36106 459837 704675
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558699200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760322711749,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -6030957.5013499465,
            103606.415097395,
            -6134563.9164473405,
            318451628.7618787,
            37170496.30286472,
            281281132.459014
        ],
        [
            -6030.957501,
            103.606415,
            -6134.563916,
            318451.628762,
            37170.496303,
            281281.132459
        ],
        [
            -2.535614,
            0.04356,
            -2.579173,
            0.339713,
            0.24924,
            0.334478
        ],
        [
            380.541455,
            380.541455,
            380.541455,
            380.541455,
            380.541455,
            380.541455
        ],
        [
            -6339352,
            -36069,
            -6339352,
            -74287840,
            -26762336,
            -73084727
        ],
        [
            0.086311,
            2.523571,
            0.06094,
            3.086814,
            1.613637,
            4.056483
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            61,
            27,
            34,
            43,
            19,
            24
        ],
        [
            15,
            11,
            4,
            33,
            19,
            14
        ],
        [
            80.263158,
            71.052632,
            89.473684,
            56.578947,
            50,
            63.157895
        ],
        [
            0.021224,
            1.028121,
            0.007169,
            2.36895,
            1.613637,
            2.366282
        ],
        [
            38454,
            24907,
            38454,
            127128740,
            15704519,
            127128740
        ],
        [
            -6339352,
            -36069,
            -6339352,
            -17786473,
            -17786473,
            -16680577
        ],
        [
            58,
            6,
            109,
            58,
            6,
            109
        ],
        [
            33,
            3,
            56,
            43,
            7,
            71
        ],
        [
            159,
            15,
            557,
            77,
            6,
            173
        ],
        [
            4415,
            263,
            4152,
            4415,
            263,
            4152
        ],
        [
            175.10546,
            175.10546,
            252.10546,
            175.10546,
            175.10546,
            252.10546
        ],
        [
            5,
            2,
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            5,
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            13
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -628952,
            -292815,
            -574389,
            -36106,
            459837,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4757,
    "evaluation_days": 2378.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558699200000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760322711749,
    "expiration_time": 1766478672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 90,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)