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Trade: THETA/USDT/720/PWMA/WMA/6843

Strategy
THETA/USDT/720/PWMA/WMA/6843
Pair
THETA_USDT
Interval
12h
Score
530985
Daily Profit
0.822433
Profit Factor
7.819054
Profitability
36.666667
Streak
39.226433
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-28 08:26
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1980127.0409 1940940.8382 39186.2027 1996752.2915 14184.0836 1982568.2079
Total P&L (%) 1980.127 1940.9408 39.1862 1996.7523 14.1841 1982.5682
Avg Daily Profit (%) 0.839 0.8224 0.0166 0.129 0.0056 0.1287
Buy And Hold Return (%) 493.0004 493.0004 493.0004 493.0004 493.0004 493.0004
Max Trade Drawdown -140950 -160562 -66947 -4237893 -4217897 -995137
Profit Factor 4.6397 7.8191 1.1511 1.1978 1.0024 1.4841
Total Trades 60 30 30 60 30 30
Winning Trades 24 11 13 24 11 13
Losing Trades 36 19 17 36 19 17
Profitability (%) 40 36.6667 43.3333 40 36.6667 43.3333
Ratio Avg Win / Avg Loss 6.9596 13.5056 1.5052 1.7966 1.7314 1.9408
Largest Winning Trade 1634162 1634162 59892 3371528 3371528 1357450
Largest Losing Trade -33924 -33924 -32717 -1378451 -1378451 -782666
Avg Bars in Trades 75 72 78 75 72 78
Avg Bars in Winners 110 113 107 110 113 107
Avg Bars in Losers 52 48 55 52 48 55
Bars Traded 4528 2183 2345 4528 2183 2345
Profit Streak 39.2264 39.2264 71.7264 39.2264 39.2264 71.7264
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158155 530985 -391768 -201096 -572592 -22708
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560988800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037163808,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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": [
        [
            1980127.0408804542,
            1940940.838205845,
            39186.2026746089,
            1996752.291530241,
            14184.0836448432,
            1982568.2078853985
        ],
        [
            1980.127041,
            1940.940838,
            39.186203,
            1996.752292,
            14.184084,
            1982.568208
        ],
        [
            0.839037,
            0.822433,
            0.016604,
            0.129023,
            0.005621,
            0.128735
        ],
        [
            493.000393,
            493.000393,
            493.000393,
            493.000393,
            493.000393,
            493.000393
        ],
        [
            -140950,
            -160562,
            -66947,
            -4237893,
            -4217897,
            -995137
        ],
        [
            4.639741,
            7.819054,
            1.151068,
            1.197759,
            1.002363,
            1.484114
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            40,
            36.666667,
            43.333333,
            40,
            36.666667,
            43.333333
        ],
        [
            6.959612,
            13.505638,
            1.505243,
            1.796639,
            1.731355,
            1.940765
        ],
        [
            1634162,
            1634162,
            59892,
            3371528,
            3371528,
            1357450
        ],
        [
            -33924,
            -33924,
            -32717,
            -1378451,
            -1378451,
            -782666
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            110,
            113,
            107,
            110,
            113,
            107
        ],
        [
            52,
            48,
            55,
            52,
            48,
            55
        ],
        [
            4528,
            2183,
            2345,
            4528,
            2183,
            2345
        ],
        [
            39.226433,
            39.226433,
            71.726433,
            39.226433,
            39.226433,
            71.726433
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158155,
            530985,
            -391768,
            -201096,
            -572592,
            -22708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560988800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759037163808,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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)