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Trade: TWT/USDT/360/MIDPOINT/ZLMA/7284

Strategy
TWT/USDT/360/MIDPOINT/ZLMA/7284
Pair
TWT_USDT
Interval
6h
Score
345519
Daily Profit
0.299374
Profit Factor
1.804114
Profitability
37.560976
Streak
35.398344
Best Strategy
Training Data Length
1706.250000
Evaluation Time
2025-09-29 12:33
Expiration Time
2025-11-19 12:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510806.3929 427474.0536 83332.3393 1065620.2013 936026.0566 129594.1446
Total P&L (%) 510.8064 427.4741 83.3323 1065.6202 936.0261 129.5941
Avg Daily Profit (%) 0.2994 0.2505 0.0488 0.144 0.1371 0.0487
Buy And Hold Return (%) 81.3865 81.3865 81.3865 81.3865 81.3865 81.3865
Max Trade Drawdown -125361 -79509 -52587 -2086306 -1292205 -895489
Profit Factor 1.8041 2.3596 1.2597 1.1459 1.2541 1.0358
Total Trades 205 102 103 205 102 103
Winning Trades 77 33 44 77 33 44
Losing Trades 128 69 59 128 69 59
Profitability (%) 37.561 32.3529 42.7184 37.561 32.3529 42.7184
Ratio Avg Win / Avg Loss 2.999 4.9337 1.6892 1.9049 2.6221 1.3889
Largest Winning Trade 280660 280660 55820 490989 490989 474829
Largest Losing Trade -16300 -14945 -16300 -293279 -252470 -293279
Avg Bars in Trades 32 29 35 32 29 35
Avg Bars in Winners 57 58 57 57 58 57
Avg Bars in Losers 17 15 19 17 15 19
Bars Traded 6677 3007 3670 6677 3007 3670
Profit Streak 35.3983 35.3983 37.1483 35.3983 35.3983 37.1483
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345519 198226 -286755 -61459 -14527 -320249
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6825,
    "evaluation_days": 1706.25,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1613131200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759138416912,
    "expiration_time": 1763548200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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": [
        [
            510806.3928890183,
            427474.0536072396,
            83332.3392817793,
            1065620.2012833422,
            936026.0566334593,
            129594.1446498829
        ],
        [
            510.806393,
            427.474054,
            83.332339,
            1065.620201,
            936.026057,
            129.594145
        ],
        [
            0.299374,
            0.250534,
            0.048839,
            0.144036,
            0.137118,
            0.048724
        ],
        [
            81.386501,
            81.386501,
            81.386501,
            81.386501,
            81.386501,
            81.386501
        ],
        [
            -125361,
            -79509,
            -52587,
            -2086306,
            -1292205,
            -895489
        ],
        [
            1.804114,
            2.359594,
            1.259741,
            1.145934,
            1.25407,
            1.03582
        ],
        [
            205,
            102,
            103,
            205,
            102,
            103
        ],
        [
            77,
            33,
            44,
            77,
            33,
            44
        ],
        [
            128,
            69,
            59,
            128,
            69,
            59
        ],
        [
            37.560976,
            32.352941,
            42.718447,
            37.560976,
            32.352941,
            42.718447
        ],
        [
            2.999046,
            4.933696,
            1.689198,
            1.90493,
            2.622146,
            1.388941
        ],
        [
            280660,
            280660,
            55820,
            490989,
            490989,
            474829
        ],
        [
            -16300,
            -14945,
            -16300,
            -293279,
            -252470,
            -293279
        ],
        [
            32,
            29,
            35,
            32,
            29,
            35
        ],
        [
            57,
            58,
            57,
            57,
            58,
            57
        ],
        [
            17,
            15,
            19,
            17,
            15,
            19
        ],
        [
            6677,
            3007,
            3670,
            6677,
            3007,
            3670
        ],
        [
            35.398344,
            35.398344,
            37.148344,
            35.398344,
            35.398344,
            37.148344
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345519,
            198226,
            -286755,
            -61459,
            -14527,
            -320249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6825,
    "evaluation_days": 1706.25,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1613131200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759138416912,
    "expiration_time": 1763548200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 15,
            "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)