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Trade: TWT/USDT/480/SSF/MIDPRICE/7069

Strategy
TWT/USDT/480/SSF/MIDPRICE/7069
Pair
TWT_USDT
Interval
8h
Score
330602
Daily Profit
0.215223
Profit Factor
2.513541
Profitability
48.387097
Streak
111.622282
Best Strategy
Training Data Length
1715.330000
Evaluation Time
2025-10-08 17:56
Expiration Time
2025-11-28 21:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451348.1965 369178.3011 82169.8954 445296.0354 188010.1897 257285.8457
Total P&L (%) 451.3482 369.1783 82.1699 445.296 188.0102 257.2858
Avg Daily Profit (%) 0.2631 0.2152 0.0479 0.0989 0.0617 0.0743
Buy And Hold Return (%) 130.0538 130.0538 130.0538 130.0538 130.0538 130.0538
Max Trade Drawdown -110649 -78484 -44740 -902111 -654388 -281595
Profit Factor 2.2294 2.5135 1.6668 1.2556 1.1587 1.461
Total Trades 62 31 31 62 31 31
Winning Trades 32 15 17 32 15 17
Losing Trades 30 16 14 30 16 14
Profitability (%) 51.6129 48.3871 54.8387 51.6129 48.3871 54.8387
Ratio Avg Win / Avg Loss 2.09 2.6811 1.3727 1.1771 1.236 1.2032
Largest Winning Trade 197006 197006 48447 553806 553806 300263
Largest Losing Trade -63483 -63483 -26916 -374956 -374956 -149116
Avg Bars in Trades 76 104 48 76 104 48
Avg Bars in Winners 98 135 66 98 135 66
Avg Bars in Losers 52 76 26 52 76 26
Bars Traded 4750 3253 1497 4750 3253 1497
Profit Streak 0 111.6223 0 0 111.6223 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 -148580 330602 -292079 -222111 -183712 -99168
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5146,
    "evaluation_days": 1715.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617753600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759935365141,
    "expiration_time": 1764356544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "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": [
        [
            451348.1965106317,
            369178.3011433428,
            82169.895367289,
            445296.0354215484,
            188010.1897119087,
            257285.8457096397
        ],
        [
            451.348197,
            369.178301,
            82.169895,
            445.296035,
            188.01019,
            257.285846
        ],
        [
            0.263126,
            0.215223,
            0.047903,
            0.098931,
            0.061688,
            0.074262
        ],
        [
            130.053794,
            130.053794,
            130.053794,
            130.053794,
            130.053794,
            130.053794
        ],
        [
            -110649,
            -78484,
            -44740,
            -902111,
            -654388,
            -281595
        ],
        [
            2.229354,
            2.513541,
            1.666824,
            1.255552,
            1.158737,
            1.461026
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            51.612903,
            48.387097,
            54.83871,
            51.612903,
            48.387097,
            54.83871
        ],
        [
            2.090019,
            2.681111,
            1.372678,
            1.17708,
            1.235986,
            1.203198
        ],
        [
            197006,
            197006,
            48447,
            553806,
            553806,
            300263
        ],
        [
            -63483,
            -63483,
            -26916,
            -374956,
            -374956,
            -149116
        ],
        [
            76,
            104,
            48,
            76,
            104,
            48
        ],
        [
            98,
            135,
            66,
            98,
            135,
            66
        ],
        [
            52,
            76,
            26,
            52,
            76,
            26
        ],
        [
            4750,
            3253,
            1497,
            4750,
            3253,
            1497
        ],
        [
            0,
            111.622282,
            0,
            0,
            111.622282,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148580,
            330602,
            -292079,
            -222111,
            -183712,
            -99168
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5146,
    "evaluation_days": 1715.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617753600000,
    "last_datapoint_time": 1759910400000,
    "evaluation_time": 1759935365141,
    "expiration_time": 1764356544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 210,
            "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)