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Trade: TWT/USDT/480/FWMA/DCM/5703

Strategy
TWT/USDT/480/FWMA/DCM/5703
Pair
TWT_USDT
Interval
8h
Score
511132
Daily Profit
0.324134
Profit Factor
2.628996
Profitability
49.514563
Streak
0.000000
Best Strategy
Training Data Length
1705.000000
Evaluation Time
2025-09-28 06:15
Expiration Time
2025-11-18 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 552648.5801 442929.6183 109718.9618 1849193.5275 1336151.7331 513041.7945
Total P&L (%) 552.6486 442.9296 109.719 1849.1935 1336.1517 513.0418
Avg Daily Profit (%) 0.3241 0.2598 0.0644 0.1743 0.1564 0.1064
Buy And Hold Return (%) 60.519 60.519 60.519 60.519 60.519 60.519
Max Trade Drawdown -97331 -55896 -45772 -3956759 -2382532 -1730367
Profit Factor 2.629 3.2176 1.7864 1.1909 1.2435 1.1221
Total Trades 103 51 52 103 51 52
Winning Trades 51 24 27 51 24 27
Losing Trades 52 27 25 52 27 25
Profitability (%) 49.5146 47.0588 51.9231 49.5146 47.0588 51.9231
Ratio Avg Win / Avg Loss 2.6805 3.6198 1.6541 1.2142 1.3989 1.039
Largest Winning Trade 245597 245597 42269 1414008 1414008 662752
Largest Losing Trade -25082 -25082 -19343 -1282742 -1282742 -627923
Avg Bars in Trades 45 56 34 45 56 34
Avg Bars in Winners 57 70 46 57 70 46
Avg Bars in Losers 33 44 22 33 44 22
Bars Traded 4695 2884 1811 4695 2884 1811
Profit Streak 0 41.136 0 0 41.136 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 511132 -165929 -291558 -2680 -172808 -316536
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5115,
    "evaluation_days": 1705,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618675200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759029346307,
    "expiration_time": 1763436960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "offset": 105
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "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": [
        [
            552648.5801397724,
            442929.6183192736,
            109718.9618204984,
            1849193.5275219055,
            1336151.733063117,
            513041.79445879
        ],
        [
            552.64858,
            442.929618,
            109.718962,
            1849.193528,
            1336.151733,
            513.041794
        ],
        [
            0.324134,
            0.259783,
            0.064351,
            0.174345,
            0.156401,
            0.106406
        ],
        [
            60.518987,
            60.518987,
            60.518987,
            60.518987,
            60.518987,
            60.518987
        ],
        [
            -97331,
            -55896,
            -45772,
            -3956759,
            -2382532,
            -1730367
        ],
        [
            2.628996,
            3.217598,
            1.786385,
            1.190857,
            1.243504,
            1.122102
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            49.514563,
            47.058824,
            51.923077,
            49.514563,
            47.058824,
            51.923077
        ],
        [
            2.680545,
            3.619798,
            1.65406,
            1.214207,
            1.398942,
            1.038984
        ],
        [
            245597,
            245597,
            42269,
            1414008,
            1414008,
            662752
        ],
        [
            -25082,
            -25082,
            -19343,
            -1282742,
            -1282742,
            -627923
        ],
        [
            45,
            56,
            34,
            45,
            56,
            34
        ],
        [
            57,
            70,
            46,
            57,
            70,
            46
        ],
        [
            33,
            44,
            22,
            33,
            44,
            22
        ],
        [
            4695,
            2884,
            1811,
            4695,
            2884,
            1811
        ],
        [
            0,
            41.135953,
            0,
            0,
            41.135953,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511132,
            -165929,
            -291558,
            -2680,
            -172808,
            -316536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5115,
    "evaluation_days": 1705,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618675200000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759029346307,
    "expiration_time": 1763436960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "offset": 105
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "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)