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Trade: TWT/USDT/720/HMA/JMA/4067

Strategy
TWT/USDT/720/HMA/JMA/4067
Pair
TWT_USDT
Interval
12h
Score
336742
Daily Profit
0.159576
Profit Factor
2.154495
Profitability
51.612903
Streak
180.882675
Best Strategy
Training Data Length
1712.500000
Evaluation Time
2025-10-05 12:11
Expiration Time
2025-11-25 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 210965.2582 273274.2666 -62309.0084 -82269.1279 29583.7556 -111852.8835
Total P&L (%) 210.9653 273.2743 -62.309 -82.2691 29.5838 -111.8529
Avg Daily Profit (%) 0.1232 0.1596 -0.0364 -0.101 0.0151 0
Buy And Hold Return (%) 92.7946 92.7946 92.7946 92.7946 92.7946 92.7946
Max Trade Drawdown -115748 -48110 -131915 -92336 -40906 -82078
Profit Factor 1.3732 2.1545 0.8103 0.6953 1.3577 0.4029
Total Trades 63 31 32 63 31 32
Winning Trades 29 16 13 29 16 13
Losing Trades 34 15 19 34 15 19
Profitability (%) 46.0317 51.6129 40.625 46.0317 51.6129 40.625
Ratio Avg Win / Avg Loss 1.61 2.0198 1.1844 0.8152 1.2729 0.5889
Largest Winning Trade 272571 272571 47396 58944 58944 32020
Largest Losing Trade -73411 -43866 -73411 -73411 -20315 -73411
Avg Bars in Trades 50 58 42 50 58 42
Avg Bars in Winners 69 80 55 69 80 55
Avg Bars in Losers 34 34 33 34 34 33
Bars Traded 3172 1817 1355 3172 1817 1355
Profit Streak 0 180.8827 0 0 180.8827 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184517 336742 -582789 -733321 -336828 -584456
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3425,
    "evaluation_days": 1712.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1617580800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655463117,
    "expiration_time": 1764061200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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": [
        [
            210965.2582227819,
            273274.2666032799,
            -62309.0083804981,
            -82269.1279335845,
            29583.755606841,
            -111852.8835404256
        ],
        [
            210.965258,
            273.274267,
            -62.309008,
            -82.269128,
            29.583756,
            -111.852884
        ],
        [
            0.123191,
            0.159576,
            -0.036385,
            -0.100963,
            0.015134,
            0
        ],
        [
            92.794613,
            92.794613,
            92.794613,
            92.794613,
            92.794613,
            92.794613
        ],
        [
            -115748,
            -48110,
            -131915,
            -92336,
            -40906,
            -82078
        ],
        [
            1.373227,
            2.154495,
            0.810347,
            0.695325,
            1.357744,
            0.402902
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            46.031746,
            51.612903,
            40.625,
            46.031746,
            51.612903,
            40.625
        ],
        [
            1.60999,
            2.019839,
            1.184353,
            0.815209,
            1.272885,
            0.588857
        ],
        [
            272571,
            272571,
            47396,
            58944,
            58944,
            32020
        ],
        [
            -73411,
            -43866,
            -73411,
            -73411,
            -20315,
            -73411
        ],
        [
            50,
            58,
            42,
            50,
            58,
            42
        ],
        [
            69,
            80,
            55,
            69,
            80,
            55
        ],
        [
            34,
            34,
            33,
            34,
            34,
            33
        ],
        [
            3172,
            1817,
            1355,
            3172,
            1817,
            1355
        ],
        [
            0,
            180.882675,
            0,
            0,
            180.882675,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184517,
            336742,
            -582789,
            -733321,
            -336828,
            -584456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3425,
    "evaluation_days": 1712.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1617580800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655463117,
    "expiration_time": 1764061200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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)