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Trade: TWT/USDT/240/MIDPOINT/BBU/7531

Strategy
TWT/USDT/240/MIDPOINT/BBU/7531
Pair
TWT_USDT
Interval
4h
Score
343076
Daily Profit
0.274458
Profit Factor
1.614387
Profitability
48.813559
Streak
21.542954
Best Strategy
Training Data Length
1701.330000
Evaluation Time
2025-09-27 08:01
Expiration Time
2025-11-14 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 466943.5786 398674.7507 68268.8279 350052.6638 349680.0179 372.6459
Total P&L (%) 466.9436 398.6748 68.2688 350.0527 349.68 0.3726
Avg Daily Profit (%) 0.2745 0.2343 0.0401 0.0885 0.0884 0.0002
Buy And Hold Return (%) 175.7062 175.7062 175.7062 175.7062 175.7062 175.7062
Max Trade Drawdown -84379 -82826 -49257 -607450 -523819 -282321
Profit Factor 1.6144 1.8107 1.2545 1.0962 1.151 1.0003
Total Trades 295 147 148 295 147 148
Winning Trades 144 64 80 144 64 80
Losing Trades 151 83 68 151 83 68
Profitability (%) 48.8136 43.5374 54.0541 48.8136 43.5374 54.0541
Ratio Avg Win / Avg Loss 1.6929 2.3482 1.0663 1.1495 1.4928 0.8502
Largest Winning Trade 299642 299642 18341 504958 504958 113739
Largest Losing Trade -38804 -38804 -27981 -197716 -197716 -147363
Avg Bars in Trades 33 60 6 33 60 6
Avg Bars in Winners 41 84 6 41 84 6
Avg Bars in Losers 26 42 6 26 42 6
Bars Traded 9924 8961 963 9924 8961 963
Profit Streak 21.543 0 26.043 21.543 0 26.043
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343076 128720 -303615 -194833 -138946 -578515
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758949311215,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.53984
        }
    }
}
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": [
        [
            466943.5785740518,
            398674.7506571898,
            68268.8279168614,
            350052.6637516991,
            349680.0178685803,
            372.6458831185
        ],
        [
            466.943579,
            398.674751,
            68.268828,
            350.052664,
            349.680018,
            0.372646
        ],
        [
            0.274458,
            0.234331,
            0.040127,
            0.088452,
            0.088403,
            0.000219
        ],
        [
            175.706215,
            175.706215,
            175.706215,
            175.706215,
            175.706215,
            175.706215
        ],
        [
            -84379,
            -82826,
            -49257,
            -607450,
            -523819,
            -282321
        ],
        [
            1.614387,
            1.810685,
            1.254506,
            1.096248,
            1.151045,
            1.000282
        ],
        [
            295,
            147,
            148,
            295,
            147,
            148
        ],
        [
            144,
            64,
            80,
            144,
            64,
            80
        ],
        [
            151,
            83,
            68,
            151,
            83,
            68
        ],
        [
            48.813559,
            43.537415,
            54.054054,
            48.813559,
            43.537415,
            54.054054
        ],
        [
            1.692864,
            2.348232,
            1.06633,
            1.149538,
            1.492761,
            0.85024
        ],
        [
            299642,
            299642,
            18341,
            504958,
            504958,
            113739
        ],
        [
            -38804,
            -38804,
            -27981,
            -197716,
            -197716,
            -147363
        ],
        [
            33,
            60,
            6,
            33,
            60,
            6
        ],
        [
            41,
            84,
            6,
            41,
            84,
            6
        ],
        [
            26,
            42,
            6,
            26,
            42,
            6
        ],
        [
            9924,
            8961,
            963,
            9924,
            8961,
            963
        ],
        [
            21.542954,
            0,
            26.042954,
            21.542954,
            0,
            26.042954
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343076,
            128720,
            -303615,
            -194833,
            -138946,
            -578515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612497600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758949311215,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 11,
            "offset": 0,
            "std": 4.53984
        }
    }
}

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)