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

Trade: TWT/USDT/3/KCL/SINWMA/5335

Strategy
TWT/USDT/3/KCL/SINWMA/5335
Pair
TWT_USDT
Interval
3m
Score
335351
Daily Profit
1.394519
Profit Factor
2.421075
Profitability
58.139535
Streak
14.537961
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-10-10 06:42
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80066.2382 68073.1507 11993.0874 105699.9152 81648.8926 24051.0226
Total P&L (%) 80.0662 68.0732 11.9931 105.6999 81.6489 24.051
Avg Daily Profit (%) 1.5374 1.3071 0.2303 1.3945 1.1527 0.4147
Buy And Hold Return (%) 65.6973 65.6973 65.6973 65.6973 65.6973 65.6973
Max Trade Drawdown -19211 -14487 -7801 -18750 -13998 -8245
Profit Factor 2.1762 2.4157 1.6 2.4211 2.4836 2.2433
Total Trades 129 64 65 129 64 65
Winning Trades 75 37 38 75 37 38
Losing Trades 54 27 27 54 27 27
Profitability (%) 58.1395 57.8125 58.4615 58.1395 57.8125 58.4615
Ratio Avg Win / Avg Loss 1.5668 1.7628 1.1368 1.7432 1.8123 1.5939
Largest Winning Trade 26284 26284 5116 29987 29987 7685
Largest Losing Trade -5553 -5553 -4354 -10645 -10645 -4687
Avg Bars in Trades 190 317 65 190 317 65
Avg Bars in Winners 167 289 48 167 289 48
Avg Bars in Losers 221 354 88 221 354 88
Bars Traded 24534 20290 4244 24534 20290 4244
Profit Streak 14.538 14.538 21.3796 14.538 14.538 21.3796
Trades During Streak 5 2 8 5 2 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79270 -275885 -286685 335351 -211600 -282756
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754581500000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760067759871,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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": [
        [
            80066.2381690485,
            68073.1507261799,
            11993.0874428685,
            105699.9151897212,
            81648.8925847184,
            24051.0226050029
        ],
        [
            80.066238,
            68.073151,
            11.993087,
            105.699915,
            81.648893,
            24.051023
        ],
        [
            1.53737,
            1.307088,
            0.230282,
            1.394519,
            1.152725,
            0.414688
        ],
        [
            65.697299,
            65.697299,
            65.697299,
            65.697299,
            65.697299,
            65.697299
        ],
        [
            -19211,
            -14487,
            -7801,
            -18750,
            -13998,
            -8245
        ],
        [
            2.176156,
            2.415699,
            1.599954,
            2.421075,
            2.483559,
            2.243305
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            58.139535,
            57.8125,
            58.461538,
            58.139535,
            57.8125,
            58.461538
        ],
        [
            1.566833,
            1.762808,
            1.136809,
            1.743174,
            1.812327,
            1.593927
        ],
        [
            26284,
            26284,
            5116,
            29987,
            29987,
            7685
        ],
        [
            -5553,
            -5553,
            -4354,
            -10645,
            -10645,
            -4687
        ],
        [
            190,
            317,
            65,
            190,
            317,
            65
        ],
        [
            167,
            289,
            48,
            167,
            289,
            48
        ],
        [
            221,
            354,
            88,
            221,
            354,
            88
        ],
        [
            24534,
            20290,
            4244,
            24534,
            20290,
            4244
        ],
        [
            14.537961,
            14.537961,
            21.379628,
            14.537961,
            14.537961,
            21.379628
        ],
        [
            5,
            2,
            8,
            5,
            2,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79270,
            -275885,
            -286685,
            335351,
            -211600,
            -282756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1754547840000,
    "first_datapoint_time": 1754581500000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1760067759871,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 188,
            "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)