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Trade: TWT/USDT/480/MIDPRICE/BBU/6867

Strategy
TWT/USDT/480/MIDPRICE/BBU/6867
Pair
TWT_USDT
Interval
8h
Score
341986
Daily Profit
0.276506
Profit Factor
1.495239
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-09-26 12:44
Expiration Time
2025-11-16 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470890.4427 407263.6903 63626.7525 339958.054 303175.2639 36782.7901
Total P&L (%) 470.8904 407.2637 63.6268 339.9581 303.1753 36.7828
Avg Daily Profit (%) 0.2765 0.2391 0.0374 0.087 0.0819 0.0184
Buy And Hold Return (%) 83.9678 83.9678 83.9678 83.9678 83.9678 83.9678
Max Trade Drawdown -125062 -85490 -67302 -394525 -313518 -212814
Profit Factor 1.4952 1.8565 1.1339 1.0999 1.1847 1.0209
Total Trades 315 157 158 315 157 158
Winning Trades 140 65 75 140 65 75
Losing Trades 175 92 83 175 92 83
Profitability (%) 44.4444 41.4013 47.4684 44.4444 41.4013 47.4684
Ratio Avg Win / Avg Loss 1.869 2.6277 1.2548 1.3748 1.6768 1.1298
Largest Winning Trade 269442 269442 37073 311357 311357 93059
Largest Losing Trade -33477 -33477 -32406 -116731 -80715 -116731
Avg Bars in Trades 15 21 10 15 21 10
Avg Bars in Winners 21 31 11 21 31 11
Avg Bars in Losers 11 13 9 11 13 9
Bars Traded 4974 3317 1656 4974 3317 1656
Profit Streak 0 28.7395 0 0 28.7395 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341986 279137 -382494 -189847 -104663 -532065

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5109,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612886400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879889229,
    "expiration_time": 1763258976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.04516
        }
    }
}
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": [
        [
            470890.44271793,
            407263.6902517165,
            63626.7524662142,
            339958.0540022179,
            303175.2638782816,
            36782.7901239363
        ],
        [
            470.890443,
            407.26369,
            63.626752,
            339.958054,
            303.175264,
            36.78279
        ],
        [
            0.276506,
            0.239145,
            0.037362,
            0.087032,
            0.081901,
            0.018394
        ],
        [
            83.967812,
            83.967812,
            83.967812,
            83.967812,
            83.967812,
            83.967812
        ],
        [
            -125062,
            -85490,
            -67302,
            -394525,
            -313518,
            -212814
        ],
        [
            1.495239,
            1.856536,
            1.13385,
            1.099871,
            1.184713,
            1.020868
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            140,
            65,
            75,
            140,
            65,
            75
        ],
        [
            175,
            92,
            83,
            175,
            92,
            83
        ],
        [
            44.444444,
            41.401274,
            47.468354,
            44.444444,
            41.401274,
            47.468354
        ],
        [
            1.869049,
            2.627712,
            1.254795,
            1.374839,
            1.676824,
            1.129761
        ],
        [
            269442,
            269442,
            37073,
            311357,
            311357,
            93059
        ],
        [
            -33477,
            -33477,
            -32406,
            -116731,
            -80715,
            -116731
        ],
        [
            15,
            21,
            10,
            15,
            21,
            10
        ],
        [
            21,
            31,
            11,
            21,
            31,
            11
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            4974,
            3317,
            1656,
            4974,
            3317,
            1656
        ],
        [
            0,
            28.739459,
            0,
            0,
            28.739459,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341986,
            279137,
            -382494,
            -189847,
            -104663,
            -532065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5109,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612886400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879889229,
    "expiration_time": 1763258976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 2.04516
        }
    }
}

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)