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Trade: TWT/USDT/480/ZLMA/HILO/5411

Strategy
TWT/USDT/480/ZLMA/HILO/5411
Pair
TWT_USDT
Interval
8h
Score
418490
Daily Profit
0.255495
Profit Factor
1.927992
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1709.000000
Evaluation Time
2025-10-02 11:57
Expiration Time
2025-11-22 08:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436640.4622 384207.3834 52433.0788 32947.3323 965864.2002 -932916.8679
Total P&L (%) 436.6405 384.2074 52.4331 32.9473 965.8642 -932.9169
Avg Daily Profit (%) 0.2555 0.2248 0.0307 0.0167 0.1386 0
Buy And Hold Return (%) 71.4399 71.4399 71.4399 71.4399 71.4399 71.4399
Max Trade Drawdown -107939 -45381 -98424 -1453759 -176192 -1440663
Profit Factor 1.928 2.9742 1.19 1.0147 3.0501 0.4734
Total Trades 99 49 50 99 49 50
Winning Trades 51 21 30 51 21 30
Losing Trades 48 28 20 48 28 20
Profitability (%) 51.5152 42.8571 60 51.5152 42.8571 60
Ratio Avg Win / Avg Loss 1.8146 3.9656 0.7934 0.955 4.0668 0.3156
Largest Winning Trade 276546 276546 61075 453830 453830 180972
Largest Losing Trade -89173 -34372 -89173 -1385925 -166117 -1385925
Avg Bars in Trades 48 49 47 48 49 47
Avg Bars in Winners 61 66 57 61 66 57
Avg Bars in Losers 35 37 33 35 37 33
Bars Traded 4832 2438 2394 4832 2438 2394
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 418490 351021 -509585 -541937 -4496 -759537
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5127,
    "evaluation_days": 1709,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618128000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759395451865,
    "expiration_time": 1763792928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            436640.4622138748,
            384207.3833774352,
            52433.0788364396,
            32947.3322747126,
            965864.2002176021,
            -932916.8679428893
        ],
        [
            436.640462,
            384.207383,
            52.433079,
            32.947332,
            965.8642,
            -932.916868
        ],
        [
            0.255495,
            0.224814,
            0.030681,
            0.016665,
            0.138561,
            0
        ],
        [
            71.439873,
            71.439873,
            71.439873,
            71.439873,
            71.439873,
            71.439873
        ],
        [
            -107939,
            -45381,
            -98424,
            -1453759,
            -176192,
            -1440663
        ],
        [
            1.927992,
            2.974187,
            1.19004,
            1.014691,
            3.050073,
            0.47341
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            48,
            28,
            20,
            48,
            28,
            20
        ],
        [
            51.515152,
            42.857143,
            60,
            51.515152,
            42.857143,
            60
        ],
        [
            1.814581,
            3.965583,
            0.79336,
            0.955003,
            4.066763,
            0.315607
        ],
        [
            276546,
            276546,
            61075,
            453830,
            453830,
            180972
        ],
        [
            -89173,
            -34372,
            -89173,
            -1385925,
            -166117,
            -1385925
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            61,
            66,
            57,
            61,
            66,
            57
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            4832,
            2438,
            2394,
            4832,
            2438,
            2394
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418490,
            351021,
            -509585,
            -541937,
            -4496,
            -759537
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5127,
    "evaluation_days": 1709,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618128000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759395451865,
    "expiration_time": 1763792928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)