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Trade: THETA/USDT/720/RMA/DCM/3625

Strategy
THETA/USDT/720/RMA/DCM/3625
Pair
THETA_USDT
Interval
12h
Score
761727
Daily Profit
1.893530
Profit Factor
16.179777
Profitability
44.827586
Streak
172.871165
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-25 11:54
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 4532814.8607 4468730.5048 64084.3558 1614281.9894 -2665561.6085 4279843.5978
Total P&L (%) 4532.8149 4468.7305 64.0844 1614.282 -2665.5616 4279.8436
Avg Daily Profit (%) 1.9207 1.8935 0.0272 0.1205 0 0.1603
Buy And Hold Return (%) 431.9224 431.9224 431.9224 431.9224 431.9224 431.9224
Max Trade Drawdown -163533 -130494 -80782 -12575602 -12384807 -5362133
Profit Factor 10.244 16.1798 1.327 1.0599 0.8525 1.4811
Total Trades 59 29 30 59 29 30
Winning Trades 30 13 17 30 13 17
Losing Trades 29 16 13 29 16 13
Profitability (%) 50.8475 44.8276 56.6667 50.8475 44.8276 56.6667
Ratio Avg Win / Avg Loss 9.9025 19.9136 1.0148 1.0245 1.0493 1.1326
Largest Winning Trade 4422981 4422981 42233 4414329 4414329 2265046
Largest Losing Trade -59574 -47752 -59574 -3755573 -3755573 -3319074
Avg Bars in Trades 76 92 60 76 92 60
Avg Bars in Winners 95 126 72 95 126 72
Avg Bars in Losers 56 65 45 56 65 45
Bars Traded 4506 2681 1825 4506 2681 1825
Profit Streak 172.8712 172.8712 318.3712 172.8712 172.8712 318.3712
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155367 761727 -320346 -366930 -580595 384203

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790468641,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 126,
            "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": [
        [
            4532814.8606504565,
            4468730.50482853,
            64084.355821928,
            1614281.9893511203,
            -2665561.6084757037,
            4279843.597826831
        ],
        [
            4532.814861,
            4468.730505,
            64.084356,
            1614.281989,
            -2665.561608,
            4279.843598
        ],
        [
            1.920684,
            1.89353,
            0.027154,
            0.120478,
            0,
            0.160281
        ],
        [
            431.922399,
            431.922399,
            431.922399,
            431.922399,
            431.922399,
            431.922399
        ],
        [
            -163533,
            -130494,
            -80782,
            -12575602,
            -12384807,
            -5362133
        ],
        [
            10.244009,
            16.179777,
            1.32702,
            1.059854,
            0.852528,
            1.481145
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            50.847458,
            44.827586,
            56.666667,
            50.847458,
            44.827586,
            56.666667
        ],
        [
            9.902542,
            19.913572,
            1.01478,
            1.024526,
            1.049266,
            1.13264
        ],
        [
            4422981,
            4422981,
            42233,
            4414329,
            4414329,
            2265046
        ],
        [
            -59574,
            -47752,
            -59574,
            -3755573,
            -3755573,
            -3319074
        ],
        [
            76,
            92,
            60,
            76,
            92,
            60
        ],
        [
            95,
            126,
            72,
            95,
            126,
            72
        ],
        [
            56,
            65,
            45,
            56,
            65,
            45
        ],
        [
            4506,
            2681,
            1825,
            4506,
            2681,
            1825
        ],
        [
            172.871165,
            172.871165,
            318.371165,
            172.871165,
            172.871165,
            318.371165
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155367,
            761727,
            -320346,
            -366930,
            -580595,
            384203
        ]
    ]
}
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": 1560254400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790468641,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 126,
            "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)