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

Trade: TWT/USDT/240/ZLMA/SSF/2712

Strategy
TWT/USDT/240/ZLMA/SSF/2712
Pair
TWT_USDT
Interval
4h
Score
428125
Daily Profit
0.214027
Profit Factor
3.358612
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1708.830000
Evaluation Time
2025-10-02 06:10
Expiration Time
2025-11-22 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445541.2247 365736.4141 79804.8106 812925.1073 733337.1714 79587.936
Total P&L (%) 445.5412 365.7364 79.8048 812.9251 733.3372 79.5879
Avg Daily Profit (%) 0.2607 0.214 0.0467 0.1295 0.1242 0.0343
Buy And Hold Return (%) 119.1164 119.1164 119.1164 119.1164 119.1164 119.1164
Max Trade Drawdown -88881 -48656 -44182 -1183126 -675823 -722635
Profit Factor 2.2997 3.3586 1.4251 1.2766 1.5268 1.0515
Total Trades 64 32 32 64 32 32
Winning Trades 37 18 19 37 18 19
Losing Trades 27 14 13 27 14 13
Profitability (%) 57.8125 56.25 59.375 57.8125 56.25 59.375
Ratio Avg Win / Avg Loss 1.6782 2.6123 0.9751 0.9316 1.1875 0.7194
Largest Winning Trade 197406 197406 47176 471405 471405 379426
Largest Losing Trade -44182 -43178 -44182 -722635 -479403 -722635
Avg Bars in Trades 152 151 154 152 151 154
Avg Bars in Winners 186 181 191 186 181 191
Avg Bars in Losers 107 112 100 107 112 100
Bars Traded 9788 4841 4947 9788 4841 4947
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 -132421 428125 -295951 -164053 -25165 -477294
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10253,
    "evaluation_days": 1708.83,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1616443200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374643942,
    "expiration_time": 1763792496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "offset": 111
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            445541.2247305312,
            365736.4141275128,
            79804.8106030185,
            812925.107329919,
            733337.1713507109,
            79587.9359792079
        ],
        [
            445.541225,
            365.736414,
            79.804811,
            812.925107,
            733.337171,
            79.587936
        ],
        [
            0.260729,
            0.214027,
            0.046701,
            0.129499,
            0.124154,
            0.034269
        ],
        [
            119.116412,
            119.116412,
            119.116412,
            119.116412,
            119.116412,
            119.116412
        ],
        [
            -88881,
            -48656,
            -44182,
            -1183126,
            -675823,
            -722635
        ],
        [
            2.29969,
            3.358612,
            1.425078,
            1.276633,
            1.526788,
            1.051462
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            57.8125,
            56.25,
            59.375,
            57.8125,
            56.25,
            59.375
        ],
        [
            1.678152,
            2.612254,
            0.975054,
            0.931597,
            1.187502,
            0.719421
        ],
        [
            197406,
            197406,
            47176,
            471405,
            471405,
            379426
        ],
        [
            -44182,
            -43178,
            -44182,
            -722635,
            -479403,
            -722635
        ],
        [
            152,
            151,
            154,
            152,
            151,
            154
        ],
        [
            186,
            181,
            191,
            186,
            181,
            191
        ],
        [
            107,
            112,
            100,
            107,
            112,
            100
        ],
        [
            9788,
            4841,
            4947,
            9788,
            4841,
            4947
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132421,
            428125,
            -295951,
            -164053,
            -25165,
            -477294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10253,
    "evaluation_days": 1708.83,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1616443200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759374643942,
    "expiration_time": 1763792496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "offset": 111
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 3
        }
    }
}

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)