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Trade: THETA/USDT/720/SWMA/PWMA/2089

Strategy
THETA/USDT/720/SWMA/PWMA/2089
Pair
THETA_USDT
Interval
12h
Score
412394
Daily Profit
0.517496
Profit Factor
2.978315
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-26 15:06
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 1221290.1883 1057148.5044 164141.6839 30894633.7867 10159198.1686 20735435.6181
Total P&L (%) 1221.2902 1057.1485 164.1417 30894.6338 10159.1982 20735.4356
Avg Daily Profit (%) 0.5175 0.4479 0.0696 0.2434 0.1964 0.2265
Buy And Hold Return (%) 544.3894 544.3894 544.3894 544.3894 544.3894 544.3894
Max Trade Drawdown -115253 -108154 -68119 -20342649 -13741390 -8539541
Profit Factor 2.9783 4.2231 1.5673 1.492 1.259 1.8801
Total Trades 106 53 53 106 53 53
Winning Trades 53 22 31 53 22 31
Losing Trades 53 31 22 53 31 22
Profitability (%) 50 41.5094 58.4906 50 41.5094 58.4906
Ratio Avg Win / Avg Loss 2.9783 5.9508 1.1123 1.492 1.774 1.3342
Largest Winning Trade 296756 296756 59208 11179040 11179040 7514377
Largest Losing Trade -48476 -28044 -48476 -6709910 -6709910 -3723443
Avg Bars in Trades 43 41 46 43 41 46
Avg Bars in Winners 55 61 51 55 61 51
Avg Bars in Losers 31 26 38 31 26 38
Bars Traded 4619 2173 2446 4619 2173 2446
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 412394 -173251 -443085 358118 -174405 -168232

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558224000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888404569,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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": [
        [
            1221290.188333747,
            1057148.5044352175,
            164141.6838985296,
            30894633.78670602,
            10159198.168585712,
            20735435.618120305
        ],
        [
            1221.290188,
            1057.148504,
            164.141684,
            30894.633787,
            10159.198169,
            20735.435618
        ],
        [
            0.517496,
            0.447944,
            0.069552,
            0.243363,
            0.196411,
            0.226495
        ],
        [
            544.389368,
            544.389368,
            544.389368,
            544.389368,
            544.389368,
            544.389368
        ],
        [
            -115253,
            -108154,
            -68119,
            -20342649,
            -13741390,
            -8539541
        ],
        [
            2.978315,
            4.223144,
            1.567273,
            1.49204,
            1.258982,
            1.880061
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            53,
            22,
            31,
            53,
            22,
            31
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            50,
            41.509434,
            58.490566,
            50,
            41.509434,
            58.490566
        ],
        [
            2.978315,
            5.950794,
            1.112258,
            1.49204,
            1.77402,
            1.334237
        ],
        [
            296756,
            296756,
            59208,
            11179040,
            11179040,
            7514377
        ],
        [
            -48476,
            -28044,
            -48476,
            -6709910,
            -6709910,
            -3723443
        ],
        [
            43,
            41,
            46,
            43,
            41,
            46
        ],
        [
            55,
            61,
            51,
            55,
            61,
            51
        ],
        [
            31,
            26,
            38,
            31,
            26,
            38
        ],
        [
            4619,
            2173,
            2446,
            4619,
            2173,
            2446
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412394,
            -173251,
            -443085,
            358118,
            -174405,
            -168232
        ]
    ]
}
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": 1558224000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888404569,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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)