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Trade: TWT/USDT/360/ALMA/KCB/3966

Strategy
TWT/USDT/360/ALMA/KCB/3966
Pair
TWT_USDT
Interval
6h
Score
388928
Daily Profit
0.281861
Profit Factor
3.325527
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-28 02:24
Expiration Time
2025-11-14 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 597633.0784 479586.8852 118046.1932 1415914.0326 473938.5491 941975.4835
Total P&L (%) 597.6331 479.5869 118.0462 1415.914 473.9385 941.9755
Avg Daily Profit (%) 0.3512 0.2819 0.0694 0.1599 0.1027 0.1378
Buy And Hold Return (%) 135.3346 135.3346 135.3346 135.3346 135.3346 135.3346
Max Trade Drawdown -107137 -57225 -23050 -1101380 -770376 -331004
Profit Factor 2.6903 3.3255 1.8012 1.4929 1.2449 2.0049
Total Trades 64 32 32 64 32 32
Winning Trades 33 15 18 33 15 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 51.5625 46.875 56.25 51.5625 46.875 56.25
Ratio Avg Win / Avg Loss 2.5273 3.7689 1.401 1.4025 1.4109 1.5593
Largest Winning Trade 236732 236732 43848 528143 528143 337116
Largest Losing Trade -57225 -57225 -49912 -480476 -480476 -299364
Avg Bars in Trades 102 111 93 102 111 93
Avg Bars in Winners 132 146 120 132 146 120
Avg Bars in Losers 70 80 58 70 80 58
Bars Traded 6552 3556 2996 6552 3556 2996
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 -130686 388928 -262996 -134339 -59974 -4044
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1615744800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759015467740,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            597633.0784271305,
            479586.8852290359,
            118046.1931980943,
            1415914.0325827564,
            473938.5490747177,
            941975.4835080379
        ],
        [
            597.633078,
            479.586885,
            118.046193,
            1415.914033,
            473.938549,
            941.975484
        ],
        [
            0.351239,
            0.281861,
            0.069378,
            0.159905,
            0.102748,
            0.137838
        ],
        [
            135.334572,
            135.334572,
            135.334572,
            135.334572,
            135.334572,
            135.334572
        ],
        [
            -107137,
            -57225,
            -23050,
            -1101380,
            -770376,
            -331004
        ],
        [
            2.690341,
            3.325527,
            1.801233,
            1.492945,
            1.244935,
            2.004877
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            51.5625,
            46.875,
            56.25,
            51.5625,
            46.875,
            56.25
        ],
        [
            2.52729,
            3.768931,
            1.400959,
            1.402463,
            1.410927,
            1.559349
        ],
        [
            236732,
            236732,
            43848,
            528143,
            528143,
            337116
        ],
        [
            -57225,
            -57225,
            -49912,
            -480476,
            -480476,
            -299364
        ],
        [
            102,
            111,
            93,
            102,
            111,
            93
        ],
        [
            132,
            146,
            120,
            132,
            146,
            120
        ],
        [
            70,
            80,
            58,
            70,
            80,
            58
        ],
        [
            6552,
            3556,
            2996,
            6552,
            3556,
            2996
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130686,
            388928,
            -262996,
            -134339,
            -59974,
            -4044
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1615744800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759015467740,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 187,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)