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Trade: TWT/USDT/480/ZLMA/HWMA/1236

Strategy
TWT/USDT/480/ZLMA/HWMA/1236
Pair
TWT_USDT
Interval
8h
Score
328837
Daily Profit
0.254225
Profit Factor
1.876914
Profitability
41.322314
Streak
32.612983
Best Strategy
Training Data Length
1706.000000
Evaluation Time
2025-09-29 09:42
Expiration Time
2025-11-19 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 433708.0461 363287.6014 70420.4446 495588.3346 569626.372 -74038.0375
Total P&L (%) 433.708 363.2876 70.4204 495.5883 569.6264 -74.038
Avg Daily Profit (%) 0.2542 0.2129 0.0413 0.1046 0.1115 -0.079
Buy And Hold Return (%) 61.9241 61.9241 61.9241 61.9241 61.9241 61.9241
Max Trade Drawdown -66064 -59952 -46866 -867100 -754885 -555608
Profit Factor 1.8769 2.3795 1.3045 1.1051 1.2245 0.966
Total Trades 121 60 61 121 60 61
Winning Trades 50 23 27 50 23 27
Losing Trades 71 37 34 71 37 34
Profitability (%) 41.3223 38.3333 44.2623 41.3223 38.3333 44.2623
Ratio Avg Win / Avg Loss 2.6652 3.8279 1.6427 1.5692 1.9699 1.2165
Largest Winning Trade 255904 255904 62961 563586 563586 319764
Largest Losing Trade -38492 -22218 -38492 -507009 -164304 -507009
Avg Bars in Trades 39 38 40 39 38 40
Avg Bars in Winners 70 71 70 70 71 70
Avg Bars in Losers 18 18 17 18 18 17
Bars Traded 4818 2323 2495 4818 2323 2495
Profit Streak 32.613 0 33.2796 32.613 0 33.2797
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328837 -162486 -423008 -159624 -216951 -742481
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5118,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618675200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759128161725,
    "expiration_time": 1763525952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.13636
        }
    }
}
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": [
        [
            433708.0460810831,
            363287.6014385549,
            70420.4446425278,
            495588.3345559597,
            569626.3720280791,
            -74038.0374721189
        ],
        [
            433.708046,
            363.287601,
            70.420445,
            495.588335,
            569.626372,
            -74.038037
        ],
        [
            0.254225,
            0.212947,
            0.041278,
            0.104649,
            0.111525,
            -0.079016
        ],
        [
            61.924051,
            61.924051,
            61.924051,
            61.924051,
            61.924051,
            61.924051
        ],
        [
            -66064,
            -59952,
            -46866,
            -867100,
            -754885,
            -555608
        ],
        [
            1.876914,
            2.37952,
            1.304533,
            1.105072,
            1.224514,
            0.96603
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            41.322314,
            38.333333,
            44.262295,
            41.322314,
            38.333333,
            44.262295
        ],
        [
            2.665218,
            3.827924,
            1.642745,
            1.569203,
            1.969871,
            1.216482
        ],
        [
            255904,
            255904,
            62961,
            563586,
            563586,
            319764
        ],
        [
            -38492,
            -22218,
            -38492,
            -507009,
            -164304,
            -507009
        ],
        [
            39,
            38,
            40,
            39,
            38,
            40
        ],
        [
            70,
            71,
            70,
            70,
            71,
            70
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            4818,
            2323,
            2495,
            4818,
            2323,
            2495
        ],
        [
            32.612983,
            0,
            33.279649,
            32.612983,
            0,
            33.27965
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328837,
            -162486,
            -423008,
            -159624,
            -216951,
            -742481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5118,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618675200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759128161725,
    "expiration_time": 1763525952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.13636
        }
    }
}

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)