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Trade: TWT/USDT/120/MIDPRICE/PSAR/3990

Strategy
TWT/USDT/120/MIDPRICE/PSAR/3990
Pair
TWT_USDT
Interval
2h
Score
346416
Daily Profit
0.248082
Profit Factor
1.303892
Profitability
50.352609
Streak
0.000000
Best Strategy
Training Data Length
1717.750000
Evaluation Time
2025-10-11 12:28
Expiration Time
2025-12-12 06:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426142.5341 356199.6881 69942.846 912841.3461 3113953.9153 -2201112.5692
Total P&L (%) 426.1425 356.1997 69.9428 912.8413 3113.9539 -2201.1126
Avg Daily Profit (%) 0.2481 0.2074 0.0407 0.1349 0.2022 0
Buy And Hold Return (%) 117.142 117.142 117.142 117.142 117.142 117.142
Max Trade Drawdown -128223 -76915 -116962 -4881859 -2917083 -4588747
Profit Factor 1.3039 1.5104 1.0993 1.0227 1.1548 0.8909
Total Trades 709 354 355 709 354 355
Winning Trades 357 169 188 357 169 188
Losing Trades 352 185 167 352 185 167
Profitability (%) 50.3526 47.7401 52.9577 50.3526 47.7401 52.9577
Ratio Avg Win / Avg Loss 1.2856 1.6533 0.9765 1.0083 1.2641 0.7914
Largest Winning Trade 78113 78113 36937 1476430 1476430 1454589
Largest Losing Trade -31854 -14018 -31854 -1681764 -655194 -1681764
Avg Bars in Trades 28 26 30 28 26 30
Avg Bars in Winners 31 28 34 31 28 34
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 20295 9418 10877 20295 9418 10877
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 346416 280216 -415570 -204133 -41528 -579094
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20613,
    "evaluation_days": 1717.75,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612987200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174923163,
    "expiration_time": 1765512489600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            426142.5341253801,
            356199.6881221732,
            69942.8460032077,
            912841.3460589743,
            3113953.9152835454,
            -2201112.5692245704
        ],
        [
            426.142534,
            356.199688,
            69.942846,
            912.841346,
            3113.953915,
            -2201.112569
        ],
        [
            0.248082,
            0.207364,
            0.040718,
            0.13488,
            0.202218,
            0
        ],
        [
            117.141981,
            117.141981,
            117.141981,
            117.141981,
            117.141981,
            117.141981
        ],
        [
            -128223,
            -76915,
            -116962,
            -4881859,
            -2917083,
            -4588747
        ],
        [
            1.303892,
            1.510356,
            1.099303,
            1.022651,
            1.154771,
            0.890928
        ],
        [
            709,
            354,
            355,
            709,
            354,
            355
        ],
        [
            357,
            169,
            188,
            357,
            169,
            188
        ],
        [
            352,
            185,
            167,
            352,
            185,
            167
        ],
        [
            50.352609,
            47.740113,
            52.957746,
            50.352609,
            47.740113,
            52.957746
        ],
        [
            1.28563,
            1.653348,
            0.976508,
            1.008328,
            1.264098,
            0.791409
        ],
        [
            78113,
            78113,
            36937,
            1476430,
            1476430,
            1454589
        ],
        [
            -31854,
            -14018,
            -31854,
            -1681764,
            -655194,
            -1681764
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            20295,
            9418,
            10877,
            20295,
            9418,
            10877
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            346416,
            280216,
            -415570,
            -204133,
            -41528,
            -579094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20613,
    "evaluation_days": 1717.75,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612987200000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760174923163,
    "expiration_time": 1765512489600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)