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Trade: THETA/USDT/720/SSF/SINWMA/3798

Strategy
THETA/USDT/720/SSF/SINWMA/3798
Pair
THETA_USDT
Interval
12h
Score
620610
Daily Profit
0.949696
Profit Factor
9.883261
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2377.000000
Evaluation Time
2025-10-12 04:51
Expiration Time
2025-12-21 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2421441.773 2257427.3059 164014.4671 27547126.4633 5759747.328 21787379.1353
Total P&L (%) 2421.4418 2257.4273 164.0145 27547.1265 5759.7473 21787.3791
Avg Daily Profit (%) 1.0187 0.9497 0.069 0.2368 0.1714 0.227
Buy And Hold Return (%) 374.5462 374.5462 374.5462 374.5462 374.5462 374.5462
Max Trade Drawdown -98481 -106710 -56410 -27558658 -19039904 -13483459
Profit Factor 6.4161 9.8833 1.85 1.4061 1.1378 1.8372
Total Trades 60 30 30 60 30 30
Winning Trades 28 12 16 28 12 16
Losing Trades 32 18 14 32 18 14
Profitability (%) 46.6667 40 53.3333 46.6667 40 53.3333
Ratio Avg Win / Avg Loss 7.3327 14.8249 1.6187 1.607 1.7066 1.6075
Largest Winning Trade 1786427 1786427 68497 18390387 18390387 13920951
Largest Losing Trade -28698 -28698 -25981 -10378241 -10378241 -5620475
Avg Bars in Trades 76 71 80 76 71 80
Avg Bars in Winners 111 125 100 111 125 100
Avg Bars in Losers 45 35 57 45 35 57
Bars Traded 4564 2154 2410 4564 2154 2410
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 -153268 620610 -262687 -164600 -64018 436992
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556236800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233872797,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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": [
        [
            2421441.77297909,
            2257427.3058690825,
            164014.4671100081,
            27547126.46333263,
            5759747.328020703,
            21787379.135311924
        ],
        [
            2421.441773,
            2257.427306,
            164.014467,
            27547.126463,
            5759.747328,
            21787.379135
        ],
        [
            1.018697,
            0.949696,
            0.069001,
            0.236801,
            0.1714,
            0.22695
        ],
        [
            374.546172,
            374.546172,
            374.546172,
            374.546172,
            374.546172,
            374.546172
        ],
        [
            -98481,
            -106710,
            -56410,
            -27558658,
            -19039904,
            -13483459
        ],
        [
            6.416104,
            9.883261,
            1.84999,
            1.406098,
            1.137764,
            1.837171
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            46.666667,
            40,
            53.333333,
            46.666667,
            40,
            53.333333
        ],
        [
            7.33269,
            14.824891,
            1.618742,
            1.606969,
            1.706646,
            1.607525
        ],
        [
            1786427,
            1786427,
            68497,
            18390387,
            18390387,
            13920951
        ],
        [
            -28698,
            -28698,
            -25981,
            -10378241,
            -10378241,
            -5620475
        ],
        [
            76,
            71,
            80,
            76,
            71,
            80
        ],
        [
            111,
            125,
            100,
            111,
            125,
            100
        ],
        [
            45,
            35,
            57,
            45,
            35,
            57
        ],
        [
            4564,
            2154,
            2410,
            4564,
            2154,
            2410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153268,
            620610,
            -262687,
            -164600,
            -64018,
            436992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4754,
    "evaluation_days": 2377,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1556236800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233872797,
    "expiration_time": 1766345184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 33,
            "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)