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Trade: TWT/USDT/720/DEMA/SUPERTREND/8272

Strategy
TWT/USDT/720/DEMA/SUPERTREND/8272
Pair
TWT_USDT
Interval
12h
Score
431570
Daily Profit
0.200952
Profit Factor
2.195815
Profitability
46.666667
Streak
173.158246
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 18:47
Expiration Time
2025-11-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 396846.0511 342020.1156 54825.9355 501423.7823 390149.7681 111274.0142
Total P&L (%) 396.8461 342.0201 54.8259 501.4238 390.1498 111.274
Avg Daily Profit (%) 0.2332 0.201 0.0322 0.1055 0.0934 0.044
Buy And Hold Return (%) 45.9659 45.9659 45.9659 45.9659 45.9659 45.9659
Max Trade Drawdown -135992 -78715 -58260 -515518 -262423 -253094
Profit Factor 1.7922 2.1958 1.2551 1.3057 1.434 1.1501
Total Trades 91 45 46 91 45 46
Winning Trades 44 21 23 44 21 23
Losing Trades 47 24 23 47 24 23
Profitability (%) 48.3516 46.6667 50 48.3516 46.6667 50
Ratio Avg Win / Avg Loss 1.9144 2.5095 1.2551 1.3948 1.6389 1.1501
Largest Winning Trade 155671 155671 19525 201114 201114 79002
Largest Losing Trade -39735 -39735 -23433 -137808 -137808 -95535
Avg Bars in Trades 34 44 25 34 44 25
Avg Bars in Winners 49 65 34 49 65 34
Avg Bars in Losers 20 24 16 20 24 16
Bars Traded 3147 1983 1164 3147 1983 1164
Profit Streak 0 173.1582 0 0 173.1582 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392595 431570 -255505 -52043 -66030 -193322
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901672432,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 3.02737
        }
    }
}
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": [
        [
            396846.0511153498,
            342020.1155965051,
            54825.9355188448,
            501423.7823256591,
            390149.7681351368,
            111274.0141905221
        ],
        [
            396.846051,
            342.020116,
            54.825936,
            501.423782,
            390.149768,
            111.274014
        ],
        [
            0.233165,
            0.200952,
            0.032213,
            0.105469,
            0.093436,
            0.043957
        ],
        [
            45.965883,
            45.965883,
            45.965883,
            45.965883,
            45.965883,
            45.965883
        ],
        [
            -135992,
            -78715,
            -58260,
            -515518,
            -262423,
            -253094
        ],
        [
            1.792166,
            2.195815,
            1.255065,
            1.305727,
            1.434039,
            1.150122
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            48.351648,
            46.666667,
            50,
            48.351648,
            46.666667,
            50
        ],
        [
            1.914359,
            2.509503,
            1.255065,
            1.394753,
            1.638902,
            1.150122
        ],
        [
            155671,
            155671,
            19525,
            201114,
            201114,
            79002
        ],
        [
            -39735,
            -39735,
            -23433,
            -137808,
            -137808,
            -95535
        ],
        [
            34,
            44,
            25,
            34,
            44,
            25
        ],
        [
            49,
            65,
            34,
            49,
            65,
            34
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            3147,
            1983,
            1164,
            3147,
            1983,
            1164
        ],
        [
            0,
            173.158246,
            0,
            0,
            173.158246,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392595,
            431570,
            -255505,
            -52043,
            -66030,
            -193322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620820800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901672432,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 130,
            "offset": 0,
            "multiplier": 3.02737
        }
    }
}

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)