← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: TWT/USDT/120/KCL/SMA/1625

Strategy
TWT/USDT/120/KCL/SMA/1625
Pair
TWT_USDT
Interval
2h
Score
421761
Daily Profit
0.180595
Profit Factor
2.798088
Profitability
65.625000
Streak
75.493364
Best Strategy
Training Data Length
1707.250000
Evaluation Time
2025-10-01 00:50
Expiration Time
2025-12-01 09:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 389085.1968 308321.564 80763.6328 1012858.567 543271.9092 469586.6578
Total P&L (%) 389.0852 308.3216 80.7636 1012.8586 543.2719 469.5867
Avg Daily Profit (%) 0.2279 0.1806 0.0473 0.1412 0.1091 0.102
Buy And Hold Return (%) 96.1381 96.1381 96.1381 96.1381 96.1381 96.1381
Max Trade Drawdown -64784 -57697 -16964 -434334 -412881 -65282
Profit Factor 2.7516 2.7981 2.5941 1.885 1.5461 4.1391
Total Trades 63 32 31 63 32 31
Winning Trades 45 21 24 45 21 24
Losing Trades 18 11 7 18 11 7
Profitability (%) 71.4286 65.625 77.4194 71.4286 65.625 77.4194
Ratio Avg Win / Avg Loss 1.1006 1.4657 0.7566 0.754 0.8098 1.2072
Largest Winning Trade 101572 101572 17824 418619 418619 93299
Largest Losing Trade -57697 -57697 -16964 -412881 -412881 -65282
Avg Bars in Trades 319 597 33 319 597 33
Avg Bars in Winners 130 251 24 130 251 24
Avg Bars in Losers 792 1258 62 792 1258 62
Bars Traded 20143 19113 1030 20143 19113 1030
Profit Streak 75.4934 75.4934 302.3267 75.4934 75.4934 302.3267
Trades During Streak 4 2 5 4 2 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136982 421761 -288436 -150078 -44959 -47346
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20487,
    "evaluation_days": 1707.25,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613304000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759269026662,
    "expiration_time": 1764572630400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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": [
        [
            389085.1967587708,
            308321.5639567853,
            80763.6328019855,
            1012858.5669860928,
            543271.9091753063,
            469586.6578107863
        ],
        [
            389.085197,
            308.321564,
            80.763633,
            1012.858567,
            543.271909,
            469.586658
        ],
        [
            0.227902,
            0.180595,
            0.047306,
            0.141234,
            0.109088,
            0.101955
        ],
        [
            96.138083,
            96.138083,
            96.138083,
            96.138083,
            96.138083,
            96.138083
        ],
        [
            -64784,
            -57697,
            -16964,
            -434334,
            -412881,
            -65282
        ],
        [
            2.751561,
            2.798088,
            2.594093,
            1.884974,
            1.54605,
            4.139074
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            18,
            11,
            7,
            18,
            11,
            7
        ],
        [
            71.428571,
            65.625,
            77.419355,
            71.428571,
            65.625,
            77.419355
        ],
        [
            1.100625,
            1.465665,
            0.756611,
            0.753989,
            0.809836,
            1.20723
        ],
        [
            101572,
            101572,
            17824,
            418619,
            418619,
            93299
        ],
        [
            -57697,
            -57697,
            -16964,
            -412881,
            -412881,
            -65282
        ],
        [
            319,
            597,
            33,
            319,
            597,
            33
        ],
        [
            130,
            251,
            24,
            130,
            251,
            24
        ],
        [
            792,
            1258,
            62,
            792,
            1258,
            62
        ],
        [
            20143,
            19113,
            1030,
            20143,
            19113,
            1030
        ],
        [
            75.493364,
            75.493364,
            302.326697,
            75.493364,
            75.493364,
            302.326697
        ],
        [
            4,
            2,
            5,
            4,
            2,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136982,
            421761,
            -288436,
            -150078,
            -44959,
            -47346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20487,
    "evaluation_days": 1707.25,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613304000000,
    "last_datapoint_time": 1759262400000,
    "evaluation_time": 1759269026662,
    "expiration_time": 1764572630400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 77,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 219,
            "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)