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Trade: TWT/USDT/1/BBL/SINWMA/8295

Strategy
TWT/USDT/1/BBL/SINWMA/8295
Pair
TWT_USDT
Interval
1m
Score
447273
Daily Profit
4.751866
Profit Factor
2.321128
Profitability
55.072464
Streak
5.087056
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-03 00:39
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87422.0967 72930.955 14491.1417 123876.3973 92808.2856 31068.1117
Total P&L (%) 87.4221 72.931 14.4911 123.8764 92.8083 31.0681
Avg Daily Profit (%) 5.0358 4.2011 0.8347 4.7519 3.8543 1.5707
Buy And Hold Return (%) 67.4977 67.4977 67.4977 67.4977 67.4977 67.4977
Max Trade Drawdown -19162 -19061 -5963 -39385 -39478 -6290
Profit Factor 2.5015 2.71 1.9304 2.3211 2.2649 2.5235
Total Trades 138 69 69 138 69 69
Winning Trades 76 39 37 76 39 37
Losing Trades 62 30 32 62 30 32
Profitability (%) 55.0725 56.5217 53.6232 55.0725 56.5217 53.6232
Ratio Avg Win / Avg Loss 2.0407 2.0846 1.6695 1.8936 1.7422 2.1825
Largest Winning Trade 24792 24792 4323 27431 27431 8411
Largest Losing Trade -10532 -10532 -2150 -22803 -22803 -3448
Avg Bars in Trades 175 318 32 175 318 32
Avg Bars in Winners 136 235 32 136 235 32
Avg Bars in Losers 223 427 32 223 427 32
Bars Traded 24257 22002 2255 24257 22002 2255
Profit Streak 5.0871 5.0871 6.5225 5.0871 5.0871 6.5225
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53182 -222323 -250435 447273 -131690 -248930
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757559480000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759441161618,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 3.29314
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "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": [
        [
            87422.0967171679,
            72930.9549950711,
            14491.1417220967,
            123876.3973148955,
            92808.2855774765,
            31068.1117374188
        ],
        [
            87.422097,
            72.930955,
            14.491142,
            123.876397,
            92.808286,
            31.068112
        ],
        [
            5.035835,
            4.201092,
            0.834743,
            4.751866,
            3.854254,
            1.570657
        ],
        [
            67.497716,
            67.497716,
            67.497716,
            67.497716,
            67.497716,
            67.497716
        ],
        [
            -19162,
            -19061,
            -5963,
            -39385,
            -39478,
            -6290
        ],
        [
            2.501461,
            2.710005,
            1.930402,
            2.321128,
            2.264885,
            2.523488
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            55.072464,
            56.521739,
            53.623188,
            55.072464,
            56.521739,
            53.623188
        ],
        [
            2.040666,
            2.084619,
            1.669537,
            1.893551,
            1.742219,
            2.182476
        ],
        [
            24792,
            24792,
            4323,
            27431,
            27431,
            8411
        ],
        [
            -10532,
            -10532,
            -2150,
            -22803,
            -22803,
            -3448
        ],
        [
            175,
            318,
            32,
            175,
            318,
            32
        ],
        [
            136,
            235,
            32,
            136,
            235,
            32
        ],
        [
            223,
            427,
            32,
            223,
            427,
            32
        ],
        [
            24257,
            22002,
            2255,
            24257,
            22002,
            2255
        ],
        [
            5.087056,
            5.087056,
            6.522472,
            5.087056,
            5.087056,
            6.522472
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53182,
            -222323,
            -250435,
            447273,
            -131690,
            -248930
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757559480000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759441161618,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 3.29314
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "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)