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Trade: THETA/USDT/720/WMA/FWMA/7522

Strategy
THETA/USDT/720/WMA/FWMA/7522
Pair
THETA_USDT
Interval
12h
Score
311944
Daily Profit
0.745888
Profit Factor
4.200904
Profitability
32.530120
Streak
0.000000
Best Strategy
Training Data Length
2370.500000
Evaluation Time
2025-10-05 06:58
Expiration Time
2025-12-15 04:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1768127.3396 1678898.4695 89228.8701 5318291.5785 2625875.7875 2692415.7911
Total P&L (%) 1768.1273 1678.8985 89.2289 5318.2916 2625.8758 2692.4158
Avg Daily Profit (%) 0.7459 0.7082 0.0376 0.1686 0.1395 0.1406
Buy And Hold Return (%) 604.048 604.048 604.048 604.048 604.048 604.048
Max Trade Drawdown -101680 -137712 -86870 -1460943 -1403117 -873965
Profit Factor 4.2009 6.6718 1.348 2.0265 1.9253 2.1491
Total Trades 83 42 41 83 42 41
Winning Trades 27 12 15 27 12 15
Losing Trades 56 30 26 56 30 26
Profitability (%) 32.5301 28.5714 36.5854 32.5301 28.5714 36.5854
Ratio Avg Win / Avg Loss 8.713 16.6795 2.3366 4.2032 4.8134 3.7251
Largest Winning Trade 1268169 1268169 63420 2501416 1745317 2501416
Largest Losing Trade -42234 -22497 -42234 -795260 -539788 -795260
Avg Bars in Trades 55 51 59 55 51 59
Avg Bars in Winners 111 117 106 111 117 106
Avg Bars in Losers 28 25 32 28 25 32
Bars Traded 4618 2167 2451 4618 2167 2451
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 311944 128593 -312088 127766 -18631 -7893
Evaluation Data
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558569600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636702496,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 62
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "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": [
        [
            1768127.3396083307,
            1678898.4694691012,
            89228.8701392298,
            5318291.5785370795,
            2625875.787457115,
            2692415.7910799654
        ],
        [
            1768.12734,
            1678.898469,
            89.22887,
            5318.291579,
            2625.875787,
            2692.415791
        ],
        [
            0.745888,
            0.708247,
            0.037641,
            0.168561,
            0.139535,
            0.140554
        ],
        [
            604.048034,
            604.048034,
            604.048034,
            604.048034,
            604.048034,
            604.048034
        ],
        [
            -101680,
            -137712,
            -86870,
            -1460943,
            -1403117,
            -873965
        ],
        [
            4.200904,
            6.671786,
            1.34804,
            2.026534,
            1.925346,
            2.149082
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            32.53012,
            28.571429,
            36.585366,
            32.53012,
            28.571429,
            36.585366
        ],
        [
            8.712985,
            16.679465,
            2.336603,
            4.203181,
            4.813365,
            3.725076
        ],
        [
            1268169,
            1268169,
            63420,
            2501416,
            1745317,
            2501416
        ],
        [
            -42234,
            -22497,
            -42234,
            -795260,
            -539788,
            -795260
        ],
        [
            55,
            51,
            59,
            55,
            51,
            59
        ],
        [
            111,
            117,
            106,
            111,
            117,
            106
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            4618,
            2167,
            2451,
            4618,
            2167,
            2451
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311944,
            128593,
            -312088,
            127766,
            -18631,
            -7893
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "THETA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4741,
    "evaluation_days": 2370.5,
    "actual_first_datapoint_time": 1554854400000,
    "first_datapoint_time": 1558569600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759636702496,
    "expiration_time": 1765766736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 62
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "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)