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Trade: THETA/USDT/720/PWMA/SUPERTREND/1485

Strategy
THETA/USDT/720/PWMA/SUPERTREND/1485
Pair
THETA_USDT
Interval
12h
Score
325547
Daily Profit
0.504769
Profit Factor
3.980695
Profitability
37.837838
Streak
0.000000
Best Strategy
Training Data Length
2369.500000
Evaluation Time
2025-10-04 07:37
Expiration Time
2025-12-14 04:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1014488.3579 1196050.6646 -181562.3067 -101974.9808 -55978.3462 -45996.6346
Total P&L (%) 1014.4884 1196.0507 -181.5623 -101.975 -55.9783 -45.9966
Avg Daily Profit (%) 0.4281 0.5048 -0.0766 0 -0.0346 -0.026
Buy And Hold Return (%) 489.2006 489.2006 489.2006 489.2006 489.2006 489.2006
Max Trade Drawdown -212228 -122163 -262562 -208407 -97718 -110688
Profit Factor 2.1135 3.9807 0.6439 0.5909 0.5242 0.6505
Total Trades 73 37 36 73 37 36
Winning Trades 32 14 18 39 22 17
Losing Trades 41 23 18 34 15 19
Profitability (%) 43.8356 37.8378 50 53.4247 59.4595 47.2222
Ratio Avg Win / Avg Loss 2.7079 6.5397 0.6439 0.5151 0.3574 0.727
Largest Winning Trade 1071773 1071773 57170 28073 21465 28073
Largest Losing Trade -104777 -43078 -104777 -57376 -51396 -57376
Avg Bars in Trades 61 61 61 61 61 61
Avg Bars in Winners 91 93 89 36 38 33
Avg Bars in Losers 37 41 33 89 94 86
Bars Traded 4477 2264 2213 4477 2264 2213
Profit Streak 0 0 74.693 12.193 261.193 0
Trades During Streak 0 0 1 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -71065 325547 -580222 -655713 -578172 -581860
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563796800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552675256,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 0,
            "multiplier": 3.18407
        }
    }
}
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": [
        [
            1014488.3578820517,
            1196050.6646090762,
            -181562.3067270245,
            -101974.980791291,
            -55978.3462319287,
            -45996.6345593623
        ],
        [
            1014.488358,
            1196.050665,
            -181.562307,
            -101.974981,
            -55.978346,
            -45.996635
        ],
        [
            0.428144,
            0.504769,
            -0.076625,
            0,
            -0.034621,
            -0.025999
        ],
        [
            489.200594,
            489.200594,
            489.200594,
            489.200594,
            489.200594,
            489.200594
        ],
        [
            -212228,
            -122163,
            -262562,
            -208407,
            -97718,
            -110688
        ],
        [
            2.113495,
            3.980695,
            0.643869,
            0.590883,
            0.524216,
            0.650485
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            32,
            14,
            18,
            39,
            22,
            17
        ],
        [
            41,
            23,
            18,
            34,
            15,
            19
        ],
        [
            43.835616,
            37.837838,
            50,
            53.424658,
            59.459459,
            47.222222
        ],
        [
            2.707915,
            6.539714,
            0.643869,
            0.515129,
            0.35742,
            0.727012
        ],
        [
            1071773,
            1071773,
            57170,
            28073,
            21465,
            28073
        ],
        [
            -104777,
            -43078,
            -104777,
            -57376,
            -51396,
            -57376
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            91,
            93,
            89,
            36,
            38,
            33
        ],
        [
            37,
            41,
            33,
            89,
            94,
            86
        ],
        [
            4477,
            2264,
            2213,
            4477,
            2264,
            2213
        ],
        [
            0,
            0,
            74.693001,
            12.193001,
            261.193001,
            0
        ],
        [
            0,
            0,
            1,
            1,
            4,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -71065,
            325547,
            -580222,
            -655713,
            -578172,
            -581860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4739,
    "evaluation_days": 2369.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1563796800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759552675256,
    "expiration_time": 1765677744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 0,
            "multiplier": 3.18407
        }
    }
}

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)