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Trade: TWT/USDT/1/BBL/SWMA/3377

Strategy
TWT/USDT/1/BBL/SWMA/3377
Pair
TWT_USDT
Interval
1m
Score
356355
Daily Profit
4.623160
Profit Factor
2.083902
Profitability
54.794521
Streak
0.000000
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-01 07:31
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 86135.335 72667.6688 13467.6662 119148.8363 91035.415 28113.4213
Total P&L (%) 86.1353 72.6677 13.4677 119.1488 91.0354 28.1134
Avg Daily Profit (%) 4.9617 4.1859 0.7758 4.6232 3.799 1.4373
Buy And Hold Return (%) 67.3666 67.3666 67.3666 67.3666 67.3666 67.3666
Max Trade Drawdown -18559 -18771 -5589 -36477 -37122 -5547
Profit Factor 2.2458 2.3803 1.8164 2.0839 2.0234 2.3408
Total Trades 146 73 73 146 73 73
Winning Trades 80 42 38 80 42 38
Losing Trades 66 31 35 66 31 35
Profitability (%) 54.7945 57.5342 52.0548 54.7945 57.5342 52.0548
Ratio Avg Win / Avg Loss 1.8527 1.7569 1.673 1.7192 1.4934 2.156
Largest Winning Trade 25623 25623 5187 28824 28824 7330
Largest Losing Trade -10935 -10935 -2445 -22697 -22697 -3869
Avg Bars in Trades 168 300 35 168 300 35
Avg Bars in Winners 129 213 35 129 213 35
Avg Bars in Losers 215 417 35 215 417 35
Bars Traded 24540 21927 2613 24540 21927 2613
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 -60458 -194106 -223370 356355 -111255 -221598
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": 1757558100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759293108016,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 2.29731
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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": [
        [
            86135.33499925,
            72667.6688027241,
            13467.6661965258,
            119148.8362726945,
            91035.4150137164,
            28113.4212589779
        ],
        [
            86.135335,
            72.667669,
            13.467666,
            119.148836,
            91.035415,
            28.113421
        ],
        [
            4.961713,
            4.185926,
            0.775787,
            4.62316,
            3.799006,
            1.437339
        ],
        [
            67.366636,
            67.366636,
            67.366636,
            67.366636,
            67.366636,
            67.366636
        ],
        [
            -18559,
            -18771,
            -5589,
            -36477,
            -37122,
            -5547
        ],
        [
            2.245751,
            2.380272,
            1.816423,
            2.083902,
            2.02335,
            2.340802
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            80,
            42,
            38,
            80,
            42,
            38
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            54.794521,
            57.534247,
            52.054795,
            54.794521,
            57.534247,
            52.054795
        ],
        [
            1.852744,
            1.756867,
            1.673021,
            1.719219,
            1.493425,
            2.156002
        ],
        [
            25623,
            25623,
            5187,
            28824,
            28824,
            7330
        ],
        [
            -10935,
            -10935,
            -2445,
            -22697,
            -22697,
            -3869
        ],
        [
            168,
            300,
            35,
            168,
            300,
            35
        ],
        [
            129,
            213,
            35,
            129,
            213,
            35
        ],
        [
            215,
            417,
            35,
            215,
            417,
            35
        ],
        [
            24540,
            21927,
            2613,
            24540,
            21927,
            2613
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60458,
            -194106,
            -223370,
            356355,
            -111255,
            -221598
        ]
    ]
}
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": 1757558100000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759293108016,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 2.29731
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 174,
            "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)