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Trade: TWT/USDT/120/SSF/WMA/3924

Strategy
TWT/USDT/120/SSF/WMA/3924
Pair
TWT_USDT
Interval
2h
Score
322793
Daily Profit
0.263166
Profit Factor
1.392551
Profitability
46.745562
Streak
5.753320
Best Strategy
Training Data Length
1716.920000
Evaluation Time
2025-10-10 17:04
Expiration Time
2025-12-11 09:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451834.7029 396003.3628 55831.3401 746644.2444 1025250.8058 -278606.5614
Total P&L (%) 451.8347 396.0034 55.8313 746.6442 1025.2508 -278.6066
Avg Daily Profit (%) 0.2632 0.2306 0.0325 0.1245 0.1411 0
Buy And Hold Return (%) 110.9682 110.9682 110.9682 110.9682 110.9682 110.9682
Max Trade Drawdown -107232 -61340 -86383 -2259731 -1455927 -1374140
Profit Factor 1.3926 1.7438 1.0903 1.0804 1.2356 0.9435
Total Trades 338 169 169 338 169 169
Winning Trades 158 80 78 158 80 78
Losing Trades 180 89 91 180 89 91
Profitability (%) 46.7456 47.3373 46.1538 46.7456 47.3373 46.1538
Ratio Avg Win / Avg Loss 1.5865 1.94 1.272 1.2309 1.3746 1.1008
Largest Winning Trade 84481 84481 53149 409038 409038 274424
Largest Losing Trade -41861 -24972 -41861 -765754 -765754 -655449
Avg Bars in Trades 60 63 57 60 63 57
Avg Bars in Winners 75 78 72 75 78 72
Avg Bars in Losers 47 50 44 47 50 44
Bars Traded 20422 10741 9681 20422 10741 9681
Profit Streak 5.7533 8.7533 0 5.7533 8.7533 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322793 307690 -437639 -157435 -4623 -580277
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20603,
    "evaluation_days": 1716.92,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612944000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760105086823,
    "expiration_time": 1765437897600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 30,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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": [
        [
            451834.7029428058,
            396003.3628485107,
            55831.3400942948,
            746644.2444232452,
            1025250.8058041064,
            -278606.5613808619
        ],
        [
            451.834703,
            396.003363,
            55.83134,
            746.644244,
            1025.250806,
            -278.606561
        ],
        [
            0.263166,
            0.230648,
            0.032518,
            0.124493,
            0.141084,
            0
        ],
        [
            110.968188,
            110.968188,
            110.968188,
            110.968188,
            110.968188,
            110.968188
        ],
        [
            -107232,
            -61340,
            -86383,
            -2259731,
            -1455927,
            -1374140
        ],
        [
            1.392551,
            1.743776,
            1.090255,
            1.080426,
            1.23561,
            0.943512
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            158,
            80,
            78,
            158,
            80,
            78
        ],
        [
            180,
            89,
            91,
            180,
            89,
            91
        ],
        [
            46.745562,
            47.337278,
            46.153846,
            46.745562,
            47.337278,
            46.153846
        ],
        [
            1.586451,
            1.939951,
            1.271964,
            1.230865,
            1.374616,
            1.100764
        ],
        [
            84481,
            84481,
            53149,
            409038,
            409038,
            274424
        ],
        [
            -41861,
            -24972,
            -41861,
            -765754,
            -765754,
            -655449
        ],
        [
            60,
            63,
            57,
            60,
            63,
            57
        ],
        [
            75,
            78,
            72,
            75,
            78,
            72
        ],
        [
            47,
            50,
            44,
            47,
            50,
            44
        ],
        [
            20422,
            10741,
            9681,
            20422,
            10741,
            9681
        ],
        [
            5.75332,
            8.75332,
            0,
            5.75332,
            8.75332,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322793,
            307690,
            -437639,
            -157435,
            -4623,
            -580277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20603,
    "evaluation_days": 1716.92,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612944000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760105086823,
    "expiration_time": 1765437897600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 75,
            "offset": 30,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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)