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Trade: TWT/USDT/120/HMA/BBU/7481

Strategy
TWT/USDT/120/HMA/BBU/7481
Pair
TWT_USDT
Interval
2h
Score
336369
Daily Profit
0.188211
Profit Factor
1.856221
Profitability
55.789474
Streak
18.026594
Best Strategy
Training Data Length
1709.500000
Evaluation Time
2025-10-03 05:38
Expiration Time
2025-12-03 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 321746.2117 297812.8959 23933.3158 195382.5635 161233.1836 34149.3799
Total P&L (%) 321.7462 297.8129 23.9333 195.3826 161.2332 34.1494
Avg Daily Profit (%) 0.1882 0.1742 0.014 0.0634 0.0562 0.0172
Buy And Hold Return (%) 109.5936 109.5936 109.5936 109.5936 109.5936 109.5936
Max Trade Drawdown -100405 -85145 -15260 -370873 -328650 -45472
Profit Factor 1.8562 1.9259 1.4422 1.2173 1.201 1.3524
Total Trades 95 47 48 95 47 48
Winning Trades 53 23 30 53 23 30
Losing Trades 42 24 18 42 24 18
Profitability (%) 55.7895 48.9362 62.5 55.7895 48.9362 62.5
Ratio Avg Win / Avg Loss 1.471 2.0096 0.8653 0.9647 1.2532 0.8115
Largest Winning Trade 104479 104479 7615 216702 216702 15167
Largest Losing Trade -66250 -66250 -11207 -244853 -244853 -26963
Avg Bars in Trades 213 420 10 213 420 10
Avg Bars in Winners 122 266 11 122 266 11
Avg Bars in Losers 327 567 7 327 567 7
Bars Traded 20250 19753 497 20250 19753 497
Profit Streak 18.0266 18.0266 73.6099 18.0266 18.0266 73.6099
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336369 303456 -337220 -116147 -136862 -333519
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20514,
    "evaluation_days": 1709.5,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612756800000,
    "last_datapoint_time": 1759456800000,
    "evaluation_time": 1759459097698,
    "expiration_time": 1764774028800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 2.28223
        }
    }
}
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": [
        [
            321746.2117425119,
            297812.8959463224,
            23933.3157961895,
            195382.5635422419,
            161233.1836487661,
            34149.3798934758
        ],
        [
            321.746212,
            297.812896,
            23.933316,
            195.382564,
            161.233184,
            34.14938
        ],
        [
            0.188211,
            0.174211,
            0.014,
            0.063378,
            0.056187,
            0.017187
        ],
        [
            109.593625,
            109.593625,
            109.593625,
            109.593625,
            109.593625,
            109.593625
        ],
        [
            -100405,
            -85145,
            -15260,
            -370873,
            -328650,
            -45472
        ],
        [
            1.856221,
            1.925886,
            1.442204,
            1.217298,
            1.200976,
            1.352429
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            55.789474,
            48.93617,
            62.5,
            55.789474,
            48.93617,
            62.5
        ],
        [
            1.470968,
            2.00962,
            0.865322,
            0.964651,
            1.253192,
            0.811457
        ],
        [
            104479,
            104479,
            7615,
            216702,
            216702,
            15167
        ],
        [
            -66250,
            -66250,
            -11207,
            -244853,
            -244853,
            -26963
        ],
        [
            213,
            420,
            10,
            213,
            420,
            10
        ],
        [
            122,
            266,
            11,
            122,
            266,
            11
        ],
        [
            327,
            567,
            7,
            327,
            567,
            7
        ],
        [
            20250,
            19753,
            497,
            20250,
            19753,
            497
        ],
        [
            18.026594,
            18.026594,
            73.609927,
            18.026594,
            18.026594,
            73.609927
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336369,
            303456,
            -337220,
            -116147,
            -136862,
            -333519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20514,
    "evaluation_days": 1709.5,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612756800000,
    "last_datapoint_time": 1759456800000,
    "evaluation_time": 1759459097698,
    "expiration_time": 1764774028800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 2.28223
        }
    }
}

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)