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Trade: THETA/USDT/720/SINWMA/HILO/1767

Strategy
THETA/USDT/720/SINWMA/HILO/1767
Pair
THETA_USDT
Interval
12h
Score
315123
Daily Profit
0.385599
Profit Factor
2.613102
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2376.500000
Evaluation Time
2025-10-11 10:32
Expiration Time
2025-12-21 09:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916375.4835 827220.2916 89155.1919 5485439.4788 2425368.8559 3060070.623
Total P&L (%) 916.3755 827.2203 89.1552 5485.4395 2425.3689 3060.0706
Avg Daily Profit (%) 0.3856 0.3481 0.0375 0.1694 0.136 0.1454
Buy And Hold Return (%) 336.2893 336.2893 336.2893 336.2893 336.2893 336.2893
Max Trade Drawdown -95001 -91989 -84466 -3162173 -1861094 -1686318
Profit Factor 2.6131 3.9498 1.3099 1.5196 1.4229 1.6347
Total Trades 105 53 52 105 53 52
Winning Trades 45 21 24 45 21 24
Losing Trades 60 32 28 60 32 28
Profitability (%) 42.8571 39.6226 46.1538 42.8571 39.6226 46.1538
Ratio Avg Win / Avg Loss 3.4841 6.0187 1.5283 2.0262 2.1683 1.9071
Largest Winning Trade 295372 295372 65962 2822099 2483456 2822099
Largest Losing Trade -32209 -28916 -32209 -1032142 -880134 -1032142
Avg Bars in Trades 44 37 50 44 37 50
Avg Bars in Winners 65 65 65 65 65 65
Avg Bars in Losers 27 19 38 27 19 38
Bars Traded 4632 1985 2647 4632 1985 2647
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 315123 -171586 -488859 281345 -193250 -176964
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4753,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760167959246,
    "expiration_time": 1766300688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            916375.4834884264,
            827220.2915644826,
            89155.1919239437,
            5485439.478834895,
            2425368.8558573974,
            3060070.6229774985
        ],
        [
            916.375483,
            827.220292,
            89.155192,
            5485.439479,
            2425.368856,
            3060.070623
        ],
        [
            0.385599,
            0.348083,
            0.037515,
            0.169415,
            0.135963,
            0.145411
        ],
        [
            336.289319,
            336.289319,
            336.289319,
            336.289319,
            336.289319,
            336.289319
        ],
        [
            -95001,
            -91989,
            -84466,
            -3162173,
            -1861094,
            -1686318
        ],
        [
            2.613102,
            3.949754,
            1.309948,
            1.519649,
            1.422939,
            1.634674
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            42.857143,
            39.622642,
            46.153846,
            42.857143,
            39.622642,
            46.153846
        ],
        [
            3.484136,
            6.018673,
            1.528272,
            2.026199,
            2.168288,
            1.907119
        ],
        [
            295372,
            295372,
            65962,
            2822099,
            2483456,
            2822099
        ],
        [
            -32209,
            -28916,
            -32209,
            -1032142,
            -880134,
            -1032142
        ],
        [
            44,
            37,
            50,
            44,
            37,
            50
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            27,
            19,
            38,
            27,
            19,
            38
        ],
        [
            4632,
            1985,
            2647,
            4632,
            1985,
            2647
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315123,
            -171586,
            -488859,
            281345,
            -193250,
            -176964
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4753,
    "evaluation_days": 2376.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558310400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760167959246,
    "expiration_time": 1766300688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)