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Trade: TWT/USDT/360/FWMA/RMA/6815

Strategy
TWT/USDT/360/FWMA/RMA/6815
Pair
TWT_USDT
Interval
6h
Score
542995
Daily Profit
0.355803
Profit Factor
2.238783
Profitability
50.442478
Streak
10.842983
Best Strategy
Training Data Length
1707.750000
Evaluation Time
2025-09-30 23:13
Expiration Time
2025-11-21 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607623.1626 544606.0881 63017.0745 105642.6036 287420.7784 -181778.1749
Total P&L (%) 607.6232 544.6061 63.0171 105.6426 287.4208 -181.7782
Avg Daily Profit (%) 0.3558 0.3189 0.0369 0.0422 0.0793 0
Buy And Hold Return (%) 82.3843 82.3843 82.3843 82.3843 82.3843 82.3843
Max Trade Drawdown -101806 -62884 -77246 -813376 -366623 -600835
Profit Factor 2.2388 3.7477 1.2156 1.0518 1.3272 0.8432
Total Trades 113 56 57 113 56 57
Winning Trades 57 26 31 57 26 31
Losing Trades 56 30 26 56 30 26
Profitability (%) 50.4425 46.4286 54.386 50.4425 46.4286 54.386
Ratio Avg Win / Avg Loss 2.1995 4.3243 1.0195 1.0334 1.5314 0.7072
Largest Winning Trade 324323 324323 45552 278093 278093 196467
Largest Losing Trade -91438 -38873 -91438 -419967 -146190 -419967
Avg Bars in Trades 57 66 47 57 66 47
Avg Bars in Winners 67 64 69 67 64 69
Avg Bars in Losers 47 68 22 47 68 22
Bars Traded 6464 3741 2723 6464 3741 2723
Profit Streak 10.843 42.343 10.843 10.843 42.343 10.843
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542995 -164350 -488656 -376498 -268360 -759620
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6831,
    "evaluation_days": 1707.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1617840000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759263233761,
    "expiration_time": 1763681688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 156
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "offset": 186
        }
    }
}
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": [
        [
            607623.1626125659,
            544606.0880928553,
            63017.0745197103,
            105642.6035610928,
            287420.7784432172,
            -181778.1748821241
        ],
        [
            607.623163,
            544.606088,
            63.017075,
            105.642604,
            287.420778,
            -181.778175
        ],
        [
            0.355803,
            0.318903,
            0.036901,
            0.042226,
            0.079337,
            0
        ],
        [
            82.384263,
            82.384263,
            82.384263,
            82.384263,
            82.384263,
            82.384263
        ],
        [
            -101806,
            -62884,
            -77246,
            -813376,
            -366623,
            -600835
        ],
        [
            2.238783,
            3.747708,
            1.215593,
            1.051843,
            1.327182,
            0.843195
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            50.442478,
            46.428571,
            54.385965,
            50.442478,
            46.428571,
            54.385965
        ],
        [
            2.199506,
            4.324279,
            1.01953,
            1.03339,
            1.531364,
            0.707195
        ],
        [
            324323,
            324323,
            45552,
            278093,
            278093,
            196467
        ],
        [
            -91438,
            -38873,
            -91438,
            -419967,
            -146190,
            -419967
        ],
        [
            57,
            66,
            47,
            57,
            66,
            47
        ],
        [
            67,
            64,
            69,
            67,
            64,
            69
        ],
        [
            47,
            68,
            22,
            47,
            68,
            22
        ],
        [
            6464,
            3741,
            2723,
            6464,
            3741,
            2723
        ],
        [
            10.842983,
            42.342983,
            10.842983,
            10.842983,
            42.342983,
            10.842983
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542995,
            -164350,
            -488656,
            -376498,
            -268360,
            -759620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6831,
    "evaluation_days": 1707.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1617840000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759263233761,
    "expiration_time": 1763681688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 86,
            "offset": 156
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "offset": 186
        }
    }
}

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)