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Trade: TWT/USDT/360/DCM/SWMA/9634

Strategy
TWT/USDT/360/DCM/SWMA/9634
Pair
TWT_USDT
Interval
6h
Score
366587
Daily Profit
0.156477
Profit Factor
1.988431
Profitability
61.616162
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-27 09:59
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 322836.9271 266246.3714 56590.5557 -1710324.7005 -1041288.1495 -669036.5509
Total P&L (%) 322.8369 266.2464 56.5906 -1710.3247 -1041.2882 -669.0366
Avg Daily Profit (%) 0.1897 0.1565 0.0333 0 0 0
Buy And Hold Return (%) 51.5924 51.5924 51.5924 51.5924 51.5924 51.5924
Max Trade Drawdown -160088 -53427 -160088 -2135209 -1311579 -1160088
Profit Factor 1.4472 1.9884 1.125 0.7316 0.6597 0.7979
Total Trades 197 99 98 197 99 98
Winning Trades 129 61 68 76 41 35
Losing Trades 68 38 30 121 58 63
Profitability (%) 65.4822 61.6162 69.3878 38.5787 41.4141 35.7143
Ratio Avg Win / Avg Loss 0.7628 1.2387 0.4963 1.1647 0.9333 1.4363
Largest Winning Trade 40473 40473 39538 542629 285164 542629
Largest Losing Trade -160088 -39414 -160088 -583569 -284603 -583569
Avg Bars in Trades 33 27 40 33 27 40
Avg Bars in Winners 23 20 26 48 39 59
Avg Bars in Losers 52 38 69 24 18 29
Bars Traded 6634 2709 3925 6634 2709 3925
Profit Streak 0 0 62.2915 24.0415 34.7915 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338154 366587 -365286 -581976 -583587 -584959
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": 1613714400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956383263,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 93,
            "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": [
        [
            322836.9270813792,
            266246.3714021431,
            56590.5556792361,
            -1710324.700463064,
            -1041288.1495215318,
            -669036.5509415319
        ],
        [
            322.836927,
            266.246371,
            56.590556,
            -1710.3247,
            -1041.28815,
            -669.036551
        ],
        [
            0.189737,
            0.156477,
            0.033259,
            0,
            0,
            0
        ],
        [
            51.592433,
            51.592433,
            51.592433,
            51.592433,
            51.592433,
            51.592433
        ],
        [
            -160088,
            -53427,
            -160088,
            -2135209,
            -1311579,
            -1160088
        ],
        [
            1.447158,
            1.988431,
            1.125031,
            0.731559,
            0.659728,
            0.797946
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            129,
            61,
            68,
            76,
            41,
            35
        ],
        [
            68,
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            30,
            121,
            58,
            63
        ],
        [
            65.482234,
            61.616162,
            69.387755,
            38.57868,
            41.414141,
            35.714286
        ],
        [
            0.762843,
            1.238695,
            0.496337,
            1.164719,
            0.933273,
            1.436302
        ],
        [
            40473,
            40473,
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            542629
        ],
        [
            -160088,
            -39414,
            -160088,
            -583569,
            -284603,
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        ],
        [
            33,
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            33,
            27,
            40
        ],
        [
            23,
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            26,
            48,
            39,
            59
        ],
        [
            52,
            38,
            69,
            24,
            18,
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        ],
        [
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            3925,
            6634,
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        ],
        [
            0,
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            0
        ],
        [
            0,
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        ],
        [
            0.8,
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        ],
        [
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            -581976,
            -583587,
            -584959
        ]
    ]
}
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": 1613714400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956383263,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 93,
            "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)