← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: THETA/USDT/720/WMA/DCM/7837

Strategy
THETA/USDT/720/WMA/DCM/7837
Pair
THETA_USDT
Interval
12h
Score
451160
Daily Profit
0.460648
Profit Factor
3.197083
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
2360.000000
Evaluation Time
2025-09-25 11:54
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 1074512.9955 1087130.1741 -12617.1786 288537.5117 202422.8478 86114.6639
Total P&L (%) 1074.513 1087.1302 -12.6172 288.5375 202.4228 86.1147
Avg Daily Profit (%) 0.4553 0.4606 -0.0053 0.0575 0.0469 0.0263
Buy And Hold Return (%) 448.7627 448.7627 448.7627 448.7627 448.7627 448.7627
Max Trade Drawdown -130688 -133112 -170989 -894813 -982549 -685771
Profit Factor 2.3745 3.1971 0.956 1.0814 1.0803 1.0842
Total Trades 99 49 50 99 49 50
Winning Trades 51 25 26 51 25 26
Losing Trades 48 24 24 48 24 24
Profitability (%) 51.5152 51.0204 52 51.5152 51.0204 52
Ratio Avg Win / Avg Loss 2.2348 3.0692 0.8825 1.0178 1.0371 1.0008
Largest Winning Trade 593719 593719 27351 507251 507251 152230
Largest Losing Trade -67079 -67079 -59211 -552071 -552071 -427891
Avg Bars in Trades 45 68 23 45 68 23
Avg Bars in Winners 49 68 32 49 68 32
Avg Bars in Losers 40 68 13 40 68 13
Bars Traded 4510 3347 1163 4510 3347 1163
Profit Streak 58.3712 0 223.3712 58.3712 0 223.3712
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 414141 451160 -759705 -411850 -428052 -630327

Evaluation Data

{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4720,
    "evaluation_days": 2360,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1560340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790469671,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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": [
        [
            1074512.995493521,
            1087130.1740732798,
            -12617.1785797591,
            288537.5116662703,
            202422.8477796036,
            86114.6638866669
        ],
        [
            1074.512995,
            1087.130174,
            -12.617179,
            288.537512,
            202.422848,
            86.114664
        ],
        [
            0.455302,
            0.460648,
            -0.005346,
            0.057526,
            0.046903,
            0.026325
        ],
        [
            448.762737,
            448.762737,
            448.762737,
            448.762737,
            448.762737,
            448.762737
        ],
        [
            -130688,
            -133112,
            -170989,
            -894813,
            -982549,
            -685771
        ],
        [
            2.374498,
            3.197083,
            0.956029,
            1.081399,
            1.080266,
            1.084192
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            51.515152,
            51.020408,
            52,
            51.515152,
            51.020408,
            52
        ],
        [
            2.234822,
            3.0692,
            0.882488,
            1.017787,
            1.037056,
            1.000793
        ],
        [
            593719,
            593719,
            27351,
            507251,
            507251,
            152230
        ],
        [
            -67079,
            -67079,
            -59211,
            -552071,
            -552071,
            -427891
        ],
        [
            45,
            68,
            23,
            45,
            68,
            23
        ],
        [
            49,
            68,
            32,
            49,
            68,
            32
        ],
        [
            40,
            68,
            13,
            40,
            68,
            13
        ],
        [
            4510,
            3347,
            1163,
            4510,
            3347,
            1163
        ],
        [
            58.371177,
            0,
            223.371177,
            58.371177,
            0,
            223.371177
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            414141,
            451160,
            -759705,
            -411850,
            -428052,
            -630327
        ]
    ]
}
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": 1560340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758790469671,
    "expiration_time": 1764832320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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)