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Trade: TWT/USDT/480/SINWMA/HLC3/6369

Strategy
TWT/USDT/480/SINWMA/HLC3/6369
Pair
TWT_USDT
Interval
8h
Score
523101
Daily Profit
0.355629
Profit Factor
2.707611
Profitability
52.238806
Streak
0.000000
Best Strategy
Training Data Length
1707.330000
Evaluation Time
2025-09-30 13:24
Expiration Time
2025-11-20 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607176.057 419719.0097 187457.0474 5503286.809 2747847.8026 2755439.0064
Total P&L (%) 607.1761 419.719 187.457 5503.2868 2747.8478 2755.439
Avg Daily Profit (%) 0.3556 0.2458 0.1098 0.2361 0.1964 0.1965
Buy And Hold Return (%) 100.7333 100.7333 100.7333 100.7333 100.7333 100.7333
Max Trade Drawdown -45533 -48658 -31591 -1926717 -2268356 -1984645
Profit Factor 2.7076 3.2563 2.1056 1.5331 1.5027 1.5673
Total Trades 134 67 67 134 67 67
Winning Trades 70 33 37 70 33 37
Losing Trades 64 34 30 64 34 30
Profitability (%) 52.2388 49.2537 55.2239 52.2388 49.2537 55.2239
Ratio Avg Win / Avg Loss 2.4755 3.3549 1.7073 1.4017 1.5482 1.2708
Largest Winning Trade 137885 137885 46030 1629198 1412309 1629198
Largest Losing Trade -24615 -22685 -24615 -1341126 -1341126 -1275490
Avg Bars in Trades 36 39 32 36 39 32
Avg Bars in Winners 45 51 40 45 51 40
Avg Bars in Losers 26 28 23 26 28 23
Bars Traded 4860 2650 2210 4860 2650 2210
Profit Streak 0 91.4336 0 0 91.4336 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 523101 -103446 -166228 377985 -105169 -106278
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5122,
    "evaluation_days": 1707.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617321600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227865257,
    "expiration_time": 1763644608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "offset": 79
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 194
        }
    }
}
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": [
        [
            607176.0570414435,
            419719.0096618804,
            187457.0473795632,
            5503286.808953294,
            2747847.802554271,
            2755439.0063990215
        ],
        [
            607.176057,
            419.71901,
            187.457047,
            5503.286809,
            2747.847803,
            2755.439006
        ],
        [
            0.355629,
            0.245834,
            0.109795,
            0.236081,
            0.196355,
            0.196512
        ],
        [
            100.733344,
            100.733344,
            100.733344,
            100.733344,
            100.733344,
            100.733344
        ],
        [
            -45533,
            -48658,
            -31591,
            -1926717,
            -2268356,
            -1984645
        ],
        [
            2.707611,
            3.256256,
            2.105642,
            1.533088,
            1.502712,
            1.567271
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            52.238806,
            49.253731,
            55.223881,
            52.238806,
            49.253731,
            55.223881
        ],
        [
            2.475531,
            3.354931,
            1.707277,
            1.401681,
            1.548249,
            1.27076
        ],
        [
            137885,
            137885,
            46030,
            1629198,
            1412309,
            1629198
        ],
        [
            -24615,
            -22685,
            -24615,
            -1341126,
            -1341126,
            -1275490
        ],
        [
            36,
            39,
            32,
            36,
            39,
            32
        ],
        [
            45,
            51,
            40,
            45,
            51,
            40
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            4860,
            2650,
            2210,
            4860,
            2650,
            2210
        ],
        [
            0,
            91.433626,
            0,
            0,
            91.433626,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523101,
            -103446,
            -166228,
            377985,
            -105169,
            -106278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5122,
    "evaluation_days": 1707.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617321600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227865257,
    "expiration_time": 1763644608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 39,
            "offset": 79
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 194
        }
    }
}

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)