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Trade: TWT/USDT/360/PWMA/KCB/6044

Strategy
TWT/USDT/360/PWMA/KCB/6044
Pair
TWT_USDT
Interval
6h
Score
436824
Daily Profit
0.259381
Profit Factor
3.486335
Profitability
48.571429
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-26 13:02
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 497222.3738 441336.9985 55885.3752 443297.6608 565103.9272 -121806.2665
Total P&L (%) 497.2224 441.337 55.8854 443.2977 565.1039 -121.8063
Avg Daily Profit (%) 0.2922 0.2594 0.0328 0.0995 0.1114 0
Buy And Hold Return (%) 106.609 106.609 106.609 106.609 106.609 106.609
Max Trade Drawdown -100829 -47673 -70118 -2310399 -1113071 -1339109
Profit Factor 2.1839 3.4863 1.2305 1.0927 1.2544 0.9525
Total Trades 70 35 35 70 35 35
Winning Trades 36 17 19 36 17 19
Losing Trades 34 18 16 34 18 16
Profitability (%) 51.4286 48.5714 54.2857 51.4286 48.5714 54.2857
Ratio Avg Win / Avg Loss 2.0625 3.6914 1.0362 1.0319 1.3281 0.8021
Largest Winning Trade 204735 204735 49628 567830 567830 496949
Largest Losing Trade -70118 -43059 -70118 -1274878 -531030 -1274878
Avg Bars in Trades 93 97 90 93 97 90
Avg Bars in Winners 128 133 123 128 133 123
Avg Bars in Losers 57 62 50 57 62 50
Bars Traded 6560 3402 3158 6560 3402 3158
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 -87382 436824 -314585 -279121 -45721 -580232

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": 1616155200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880930335,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            497222.3737526066,
            441336.9985082941,
            55885.3752443125,
            443297.6607626225,
            565103.9272360093,
            -121806.2664733874
        ],
        [
            497.222374,
            441.336999,
            55.885375,
            443.297661,
            565.103927,
            -121.806266
        ],
        [
            0.292226,
            0.259381,
            0.032845,
            0.09952,
            0.111421,
            0
        ],
        [
            106.609008,
            106.609008,
            106.609008,
            106.609008,
            106.609008,
            106.609008
        ],
        [
            -100829,
            -47673,
            -70118,
            -2310399,
            -1113071,
            -1339109
        ],
        [
            2.183866,
            3.486335,
            1.230461,
            1.09265,
            1.254362,
            0.952475
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            51.428571,
            48.571429,
            54.285714,
            51.428571,
            48.571429,
            54.285714
        ],
        [
            2.06254,
            3.691413,
            1.036178,
            1.031947,
            1.328148,
            0.802084
        ],
        [
            204735,
            204735,
            49628,
            567830,
            567830,
            496949
        ],
        [
            -70118,
            -43059,
            -70118,
            -1274878,
            -531030,
            -1274878
        ],
        [
            93,
            97,
            90,
            93,
            97,
            90
        ],
        [
            128,
            133,
            123,
            128,
            133,
            123
        ],
        [
            57,
            62,
            50,
            57,
            62,
            50
        ],
        [
            6560,
            3402,
            3158,
            6560,
            3402,
            3158
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87382,
            436824,
            -314585,
            -279121,
            -45721,
            -580232
        ]
    ]
}
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": 1616155200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880930335,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)