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Trade: TWT/USDT/120/HLC3/SUPERTREND/8493

Strategy
TWT/USDT/120/HLC3/SUPERTREND/8493
Pair
TWT_USDT
Interval
2h
Score
610658
Daily Profit
0.390443
Profit Factor
1.272398
Profitability
64.750171
Streak
3.105634
Best Strategy
Training Data Length
1701.000000
Evaluation Time
2025-09-25 21:32
Expiration Time
2025-11-24 21:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 664144.2642 484045.6651 180098.5991 5923703.933 5898054.1747 25649.7583
Total P&L (%) 664.1443 484.0457 180.0986 5923.7039 5898.0542 25.6498
Avg Daily Profit (%) 0.3904 0.2846 0.1059 0.2412 0.241 0.0134
Buy And Hold Return (%) 83.8827 83.8827 83.8827 83.8827 83.8827 83.8827
Max Trade Drawdown -122602 -70036 -79171 -10370406 -7293005 -5813111
Profit Factor 1.2724 1.4192 1.1403 1.053 1.1066 1.0005
Total Trades 1461 731 730 1461 731 730
Winning Trades 946 475 471 946 475 471
Losing Trades 515 256 259 515 256 259
Profitability (%) 64.7502 64.9795 64.5205 64.7502 64.9795 64.5205
Ratio Avg Win / Avg Loss 0.6927 0.7649 0.6271 0.5732 0.5964 0.5501
Largest Winning Trade 37783 37783 14556 1254216 1177808 1254216
Largest Losing Trade -49072 -40065 -49072 -2868217 -2868217 -2263705
Avg Bars in Trades 13 14 13 13 14 13
Avg Bars in Winners 9 9 8 9 9 8
Avg Bars in Losers 22 23 21 22 23 21
Bars Traded 20253 10558 9695 20253 10558 9695
Profit Streak 3.1056 3.1056 4.8556 3.1056 3.1056 4.8556
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 610658 431290 -118077 -146486 -91234 -555069

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20412,
    "evaluation_days": 1701,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758825126810,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 0,
            "multiplier": 1.37901
        }
    }
}
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": [
        [
            664144.264222257,
            484045.6651473664,
            180098.59907489,
            5923703.9330494935,
            5898054.174734041,
            25649.7583154662
        ],
        [
            664.144264,
            484.045665,
            180.098599,
            5923.703933,
            5898.054175,
            25.649758
        ],
        [
            0.390443,
            0.284565,
            0.105878,
            0.241224,
            0.240973,
            0.013424
        ],
        [
            83.882678,
            83.882678,
            83.882678,
            83.882678,
            83.882678,
            83.882678
        ],
        [
            -122602,
            -70036,
            -79171,
            -10370406,
            -7293005,
            -5813111
        ],
        [
            1.272398,
            1.419217,
            1.140319,
            1.052971,
            1.106601,
            1.000454
        ],
        [
            1461,
            731,
            730,
            1461,
            731,
            730
        ],
        [
            946,
            475,
            471,
            946,
            475,
            471
        ],
        [
            515,
            256,
            259,
            515,
            256,
            259
        ],
        [
            64.750171,
            64.97948,
            64.520548,
            64.750171,
            64.97948,
            64.520548
        ],
        [
            0.69269,
            0.764883,
            0.627054,
            0.573235,
            0.5964,
            0.550143
        ],
        [
            37783,
            37783,
            14556,
            1254216,
            1177808,
            1254216
        ],
        [
            -49072,
            -40065,
            -49072,
            -2868217,
            -2868217,
            -2263705
        ],
        [
            13,
            14,
            13,
            13,
            14,
            13
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            20253,
            10558,
            9695,
            20253,
            10558,
            9695
        ],
        [
            3.105634,
            3.105634,
            4.855634,
            3.105634,
            3.105634,
            4.855634
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            610658,
            431290,
            -118077,
            -146486,
            -91234,
            -555069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20412,
    "evaluation_days": 1701,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612814400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758825126810,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 0,
            "multiplier": 1.37901
        }
    }
}

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)