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Trade: TWT/USDT/360/PWMA/T3/4244

Strategy
TWT/USDT/360/PWMA/T3/4244
Pair
TWT_USDT
Interval
6h
Score
391206
Daily Profit
0.301339
Profit Factor
1.734507
Profitability
50.892857
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-26 11:27
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 512729.1404 450406.7279 62322.4126 550530.5672 1209930.1251 -659399.5579
Total P&L (%) 512.7291 450.4067 62.3224 550.5306 1209.9301 -659.3996
Avg Daily Profit (%) 0.3013 0.2647 0.0366 0.1101 0.1513 0
Buy And Hold Return (%) 112.8257 112.8257 112.8257 112.8257 112.8257 112.8257
Max Trade Drawdown -119497 -59415 -84272 -3819492 -2015286 -2156876
Profit Factor 1.7345 2.348 1.1712 1.0394 1.177 0.9075
Total Trades 112 56 56 112 56 56
Winning Trades 57 27 30 57 27 30
Losing Trades 55 29 26 55 29 26
Profitability (%) 50.8929 48.2143 53.5714 50.8929 48.2143 53.5714
Ratio Avg Win / Avg Loss 1.6736 2.522 1.0151 1.0029 1.2642 0.7865
Largest Winning Trade 138832 138832 48202 1219201 1194996 1219201
Largest Losing Trade -62303 -37134 -62303 -1195786 -1195786 -1075161
Avg Bars in Trades 58 62 55 58 62 55
Avg Bars in Winners 65 67 64 65 67 64
Avg Bars in Losers 51 56 44 51 56 44
Bars Traded 6563 3474 3089 6563 3474 3089
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 391206 -170333 -521497 -223760 -198940 -760370

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": 1616587200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875274243,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.40995
        }
    }
}
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": [
        [
            512729.1404229187,
            450406.7278586575,
            62322.4125642614,
            550530.5671639831,
            1209930.1251087983,
            -659399.557944815
        ],
        [
            512.72914,
            450.406728,
            62.322413,
            550.530567,
            1209.930125,
            -659.399558
        ],
        [
            0.301339,
            0.264712,
            0.036628,
            0.110117,
            0.151308,
            0
        ],
        [
            112.825685,
            112.825685,
            112.825685,
            112.825685,
            112.825685,
            112.825685
        ],
        [
            -119497,
            -59415,
            -84272,
            -3819492,
            -2015286,
            -2156876
        ],
        [
            1.734507,
            2.348038,
            1.171244,
            1.039419,
            1.177014,
            0.90753
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            55,
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            26,
            55,
            29,
            26
        ],
        [
            50.892857,
            48.214286,
            53.571429,
            50.892857,
            48.214286,
            53.571429
        ],
        [
            1.673647,
            2.521967,
            1.015078,
            1.002948,
            1.2642,
            0.786526
        ],
        [
            138832,
            138832,
            48202,
            1219201,
            1194996,
            1219201
        ],
        [
            -62303,
            -37134,
            -62303,
            -1195786,
            -1195786,
            -1075161
        ],
        [
            58,
            62,
            55,
            58,
            62,
            55
        ],
        [
            65,
            67,
            64,
            65,
            67,
            64
        ],
        [
            51,
            56,
            44,
            51,
            56,
            44
        ],
        [
            6563,
            3474,
            3089,
            6563,
            3474,
            3089
        ],
        [
            0,
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            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
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        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            391206,
            -170333,
            -521497,
            -223760,
            -198940,
            -760370
        ]
    ]
}
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": 1616587200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758875274243,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.40995
        }
    }
}

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)