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Trade: TWT/USDT/240/ZLMA/DCU/7324

Strategy
TWT/USDT/240/ZLMA/DCU/7324
Pair
TWT_USDT
Interval
4h
Score
424682
Daily Profit
0.325640
Profit Factor
2.021655
Profitability
46.296296
Streak
0.000000
Best Strategy
Training Data Length
1716.830000
Evaluation Time
2025-10-10 06:07
Expiration Time
2025-11-30 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 559069.3369 434939.3709 124129.966 2828140.5718 1718035.2574 1110105.3144
Total P&L (%) 559.0693 434.9394 124.13 2828.1406 1718.0353 1110.1053
Avg Daily Profit (%) 0.3256 0.2533 0.0723 0.1969 0.1691 0.1453
Buy And Hold Return (%) 90.875 90.875 90.875 90.875 90.875 90.875
Max Trade Drawdown -68134 -65630 -24650 -1654387 -1343795 -661231
Profit Factor 2.0217 2.1689 1.7088 1.4338 1.363 1.6213
Total Trades 162 81 81 162 81 81
Winning Trades 75 37 38 75 37 38
Losing Trades 87 44 43 87 44 43
Profitability (%) 46.2963 45.679 46.9136 46.2963 45.679 46.9136
Ratio Avg Win / Avg Loss 2.3451 2.5792 1.9337 1.6632 1.6209 1.8346
Largest Winning Trade 133346 133346 36408 1226542 1226542 410272
Largest Losing Trade -36502 -36502 -19096 -706819 -706819 -260715
Avg Bars in Trades 61 111 11 61 111 11
Avg Bars in Winners 67 122 14 67 122 14
Avg Bars in Losers 56 103 9 56 103 9
Bars Traded 10011 9057 954 10011 9057 954
Profit Streak 0 49.9636 0 0 49.9636 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424682 -2394 -157975 339557 -3720 -8424
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10301,
    "evaluation_days": 1716.83,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613908800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065651240,
    "expiration_time": 1764504432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 19,
            "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": [
        [
            559069.336941223,
            434939.3709319498,
            124129.9660092737,
            2828140.5717610866,
            1718035.2573917855,
            1110105.3143693008
        ],
        [
            559.069337,
            434.939371,
            124.129966,
            2828.140572,
            1718.035257,
            1110.105314
        ],
        [
            0.32564,
            0.253339,
            0.072302,
            0.196891,
            0.169079,
            0.145332
        ],
        [
            90.875,
            90.875,
            90.875,
            90.875,
            90.875,
            90.875
        ],
        [
            -68134,
            -65630,
            -24650,
            -1654387,
            -1343795,
            -661231
        ],
        [
            2.021655,
            2.168883,
            1.708824,
            1.433789,
            1.363011,
            1.621251
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            46.296296,
            45.679012,
            46.91358,
            46.296296,
            45.679012,
            46.91358
        ],
        [
            2.34512,
            2.579212,
            1.933669,
            1.663196,
            1.620878,
            1.834574
        ],
        [
            133346,
            133346,
            36408,
            1226542,
            1226542,
            410272
        ],
        [
            -36502,
            -36502,
            -19096,
            -706819,
            -706819,
            -260715
        ],
        [
            61,
            111,
            11,
            61,
            111,
            11
        ],
        [
            67,
            122,
            14,
            67,
            122,
            14
        ],
        [
            56,
            103,
            9,
            56,
            103,
            9
        ],
        [
            10011,
            9057,
            954,
            10011,
            9057,
            954
        ],
        [
            0,
            49.963556,
            0,
            0,
            49.963556,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424682,
            -2394,
            -157975,
            339557,
            -3720,
            -8424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10301,
    "evaluation_days": 1716.83,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613908800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065651240,
    "expiration_time": 1764504432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 19,
            "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)