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Trade: THETA/USDT/720/SMA/PSAR/2204

Strategy
THETA/USDT/720/SMA/PSAR/2204
Pair
THETA_USDT
Interval
12h
Score
512004
Daily Profit
0.656142
Profit Factor
2.866478
Profitability
42.857143
Streak
12.723097
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-27 20:21
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 1548494.2476 1568835.987 -20341.7395 297130.9893 129265.5929 167865.3965
Total P&L (%) 1548.4942 1568.836 -20.3417 297.131 129.2656 167.8654
Avg Daily Profit (%) 0.6561 0.6648 -0.0086 0.0585 0.0352 0.0418
Buy And Hold Return (%) 434.7897 434.7897 434.7897 434.7897 434.7897 434.7897
Max Trade Drawdown -129069 -156233 -142069 -544943 -730532 -232862
Profit Factor 2.8665 4.6915 0.9497 1.1189 1.0902 1.1577
Total Trades 161 80 81 161 80 81
Winning Trades 69 33 36 69 33 36
Losing Trades 92 47 45 92 47 45
Profitability (%) 42.8571 41.25 44.4444 42.8571 41.25 44.4444
Ratio Avg Win / Avg Loss 3.822 6.6818 1.1872 1.4919 1.5527 1.4471
Largest Winning Trade 1361702 1361702 52944 675303 675303 215096
Largest Losing Trade -70291 -56077 -70291 -168766 -159704 -168766
Avg Bars in Trades 28 26 29 28 26 29
Avg Bars in Winners 38 39 37 38 39 37
Avg Bars in Losers 20 17 22 20 17 22
Bars Traded 4542 2148 2394 4542 2148 2394
Profit Streak 12.7231 36.2231 12.7231 12.7231 36.2231 12.7231
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512004 -4584 -592339 -370914 -453509 -363238
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1559995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993675630,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1548494.2475530773,
            1568835.9870274735,
            -20341.7394743967,
            297130.9893308144,
            129265.5928631922,
            167865.3964676223
        ],
        [
            1548.494248,
            1568.835987,
            -20.341739,
            297.130989,
            129.265593,
            167.865396
        ],
        [
            0.656142,
            0.664761,
            -0.008619,
            0.058453,
            0.035163,
            0.041759
        ],
        [
            434.789701,
            434.789701,
            434.789701,
            434.789701,
            434.789701,
            434.789701
        ],
        [
            -129069,
            -156233,
            -142069,
            -544943,
            -730532,
            -232862
        ],
        [
            2.866478,
            4.691508,
            0.94973,
            1.11894,
            1.090181,
            1.157657
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            92,
            47,
            45,
            92,
            47,
            45
        ],
        [
            42.857143,
            41.25,
            44.444444,
            42.857143,
            41.25,
            44.444444
        ],
        [
            3.82197,
            6.681845,
            1.187162,
            1.49192,
            1.552681,
            1.447071
        ],
        [
            1361702,
            1361702,
            52944,
            675303,
            675303,
            215096
        ],
        [
            -70291,
            -56077,
            -70291,
            -168766,
            -159704,
            -168766
        ],
        [
            28,
            26,
            29,
            28,
            26,
            29
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            20,
            17,
            22,
            20,
            17,
            22
        ],
        [
            4542,
            2148,
            2394,
            4542,
            2148,
            2394
        ],
        [
            12.723097,
            36.223097,
            12.723097,
            12.723098,
            36.223098,
            12.723098
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512004,
            -4584,
            -592339,
            -370914,
            -453509,
            -363238
        ]
    ]
}
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": 1559995200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758993675630,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)