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Trade: TWT/USDT/120/DCM/SMA/9646

Strategy
TWT/USDT/120/DCM/SMA/9646
Pair
TWT_USDT
Interval
2h
Score
421292
Daily Profit
0.181240
Profit Factor
1.753433
Profitability
60.000000
Streak
42.192120
Best Strategy
Training Data Length
1710.500000
Evaluation Time
2025-10-04 05:36
Expiration Time
2025-12-04 17:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425875.4091 367013.5885 58861.8206 198622.0338 2113800.6331 -1915178.5994
Total P&L (%) 425.8754 367.0136 58.8618 198.622 2113.8006 -1915.1786
Avg Daily Profit (%) 0.249 0.2146 0.0344 0.064 0.1812 0
Buy And Hold Return (%) 126.6844 126.6844 126.6844 126.6844 126.6844 126.6844
Max Trade Drawdown -156858 -50584 -153110 -2225977 -538053 -2487136
Profit Factor 1.5103 2.2335 1.1096 1.0216 1.7534 0.6994
Total Trades 241 120 121 241 120 121
Winning Trades 145 72 73 145 72 73
Losing Trades 96 48 48 96 48 48
Profitability (%) 60.166 60 60.3306 60.166 60 60.3306
Ratio Avg Win / Avg Loss 0.9999 1.489 0.7296 0.6764 1.169 0.4599
Largest Winning Trade 45693 45693 44067 380842 380842 283798
Largest Losing Trade -85891 -50584 -85891 -1817951 -359132 -1817951
Avg Bars in Trades 84 61 106 84 61 106
Avg Bars in Winners 78 50 105 78 50 105
Avg Bars in Losers 93 78 107 93 78 107
Bars Traded 20281 7411 12870 20281 7411 12870
Profit Streak 0 42.1921 0 0 42.1921 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 271121 334603 -413226 -313075 421292 -579671
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20526,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613448000000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759545399157,
    "expiration_time": 1764863539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            425875.4090593499,
            367013.5884752336,
            58861.8205841166,
            198622.0337732779,
            2113800.633139626,
            -1915178.5993663482
        ],
        [
            425.875409,
            367.013588,
            58.861821,
            198.622034,
            2113.800633,
            -1915.178599
        ],
        [
            0.248977,
            0.214565,
            0.034412,
            0.063979,
            0.18124,
            0
        ],
        [
            126.684368,
            126.684368,
            126.684368,
            126.684368,
            126.684368,
            126.684368
        ],
        [
            -156858,
            -50584,
            -153110,
            -2225977,
            -538053,
            -2487136
        ],
        [
            1.510279,
            2.233489,
            1.109602,
            1.021646,
            1.753433,
            0.699363
        ],
        [
            241,
            120,
            121,
            241,
            120,
            121
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            60.165975,
            60,
            60.330579,
            60.165975,
            60,
            60.330579
        ],
        [
            0.999909,
            1.488993,
            0.729601,
            0.6764,
            1.168955,
            0.459855
        ],
        [
            45693,
            45693,
            44067,
            380842,
            380842,
            283798
        ],
        [
            -85891,
            -50584,
            -85891,
            -1817951,
            -359132,
            -1817951
        ],
        [
            84,
            61,
            106,
            84,
            61,
            106
        ],
        [
            78,
            50,
            105,
            78,
            50,
            105
        ],
        [
            93,
            78,
            107,
            93,
            78,
            107
        ],
        [
            20281,
            7411,
            12870,
            20281,
            7411,
            12870
        ],
        [
            0,
            42.19212,
            0,
            0,
            42.19212,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            271121,
            334603,
            -413226,
            -313075,
            421292,
            -579671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20526,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613448000000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759545399157,
    "expiration_time": 1764863539200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)