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Trade: THETA/USDT/720/SMA/SINWMA/7615

Strategy
THETA/USDT/720/SMA/SINWMA/7615
Pair
THETA_USDT
Interval
12h
Score
337376
Daily Profit
0.214391
Profit Factor
1.389982
Profitability
47.727273
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-25 19:26
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 963915.4269 833408.0777 130507.3492 15568034.9336 7909150.7005 7658884.2331
Total P&L (%) 963.9154 833.4081 130.5073 15568.0349 7909.1507 7658.8842
Avg Daily Profit (%) 0.4084 0.3531 0.0553 0.2144 0.1859 0.1846
Buy And Hold Return (%) 688.2082 688.2082 688.2082 688.2082 688.2082 688.2082
Max Trade Drawdown -124318 -115939 -80711 -15376187 -7810744 -9022192
Profit Factor 2.4074 3.5525 1.3642 1.39 1.3912 1.3888
Total Trades 132 66 66 132 66 66
Winning Trades 63 31 32 63 31 32
Losing Trades 69 35 34 69 35 34
Profitability (%) 47.7273 46.9697 48.4848 47.7273 46.9697 48.4848
Ratio Avg Win / Avg Loss 2.6367 4.0109 1.4494 1.5224 1.5707 1.4756
Largest Winning Trade 190562 190562 64375 7049143 7049143 5729799
Largest Losing Trade -29241 -27044 -29241 -4683126 -3517935 -4683126
Avg Bars in Trades 34 32 37 34 32 37
Avg Bars in Winners 44 40 49 44 40 49
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 4619 2155 2464 4619 2155 2464
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 -27269 -209695 -409144 337376 -115967 -116237

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817606080,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            963915.4268700115,
            833408.077692015,
            130507.3491779965,
            15568034.933619142,
            7909150.700476145,
            7658884.233142987
        ],
        [
            963.915427,
            833.408078,
            130.507349,
            15568.034934,
            7909.1507,
            7658.884233
        ],
        [
            0.408439,
            0.353139,
            0.0553,
            0.214391,
            0.1859,
            0.184552
        ],
        [
            688.208238,
            688.208238,
            688.208238,
            688.208238,
            688.208238,
            688.208238
        ],
        [
            -124318,
            -115939,
            -80711,
            -15376187,
            -7810744,
            -9022192
        ],
        [
            2.407442,
            3.552493,
            1.364177,
            1.389982,
            1.391158,
            1.388774
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            47.727273,
            46.969697,
            48.484848,
            47.727273,
            46.969697,
            48.484848
        ],
        [
            2.636722,
            4.010879,
            1.449438,
            1.522361,
            1.570662,
            1.475572
        ],
        [
            190562,
            190562,
            64375,
            7049143,
            7049143,
            5729799
        ],
        [
            -29241,
            -27044,
            -29241,
            -4683126,
            -3517935,
            -4683126
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            44,
            40,
            49,
            44,
            40,
            49
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            4619,
            2155,
            2464,
            4619,
            2155,
            2464
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27269,
            -209695,
            -409144,
            337376,
            -115967,
            -116237
        ]
    ]
}
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": 1556798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758817606080,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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)