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Trade: TWT/USDT/720/LINREG/HLC3/7645

Strategy
TWT/USDT/720/LINREG/HLC3/7645
Pair
TWT_USDT
Interval
12h
Score
509083
Daily Profit
0.157363
Profit Factor
3.533932
Profitability
59.523810
Streak
0.000000
Best Strategy
Training Data Length
1716.000000
Evaluation Time
2025-10-08 17:31
Expiration Time
2025-11-29 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 275864.9586 270035.1744 5829.7842 216533.8417 517529.834 -300995.9923
Total P&L (%) 275.865 270.0352 5.8298 216.5338 517.5298 -300.996
Avg Daily Profit (%) 0.1608 0.1574 0.0034 0.0672 0.1061 0
Buy And Hold Return (%) 50.6609 50.6609 50.6609 50.6609 50.6609 50.6609
Max Trade Drawdown -87937 -58407 -62330 -439039 -239374 -412164
Profit Factor 1.9126 3.5339 1.0298 1.1598 2.21 0.6753
Total Trades 83 42 41 83 42 41
Winning Trades 49 25 24 49 25 24
Losing Trades 34 17 17 34 17 17
Profitability (%) 59.0361 59.5238 58.5366 59.0361 59.5238 58.5366
Ratio Avg Win / Avg Loss 1.3271 2.4031 0.7294 0.8048 1.5028 0.4784
Largest Winning Trade 128609 128609 47324 138943 138943 123611
Largest Losing Trade -62330 -27093 -62330 -408782 -132477 -408782
Avg Bars in Trades 37 43 31 37 43 31
Avg Bars in Winners 30 37 23 30 37 23
Avg Bars in Losers 47 52 42 47 52 42
Bars Traded 3132 1845 1287 3132 1845 1287
Profit Streak 0 0 18.6055 0 0 18.6055
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321888 509083 -541776 -151431 -45374 -579074
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3432,
    "evaluation_days": 1716,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619956800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759933916021,
    "expiration_time": 1764372672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 131
        }
    }
}
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": [
        [
            275864.9585890544,
            270035.1744076821,
            5829.7841813722,
            216533.8417208181,
            517529.8340093795,
            -300995.9922885613
        ],
        [
            275.864959,
            270.035174,
            5.829784,
            216.533842,
            517.529834,
            -300.995992
        ],
        [
            0.16076,
            0.157363,
            0.003397,
            0.067171,
            0.106149,
            0
        ],
        [
            50.660874,
            50.660874,
            50.660874,
            50.660874,
            50.660874,
            50.660874
        ],
        [
            -87937,
            -58407,
            -62330,
            -439039,
            -239374,
            -412164
        ],
        [
            1.912641,
            3.533932,
            1.029789,
            1.159831,
            2.210014,
            0.675324
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            59.036145,
            59.52381,
            58.536585,
            59.036145,
            59.52381,
            58.536585
        ],
        [
            1.327139,
            2.403074,
            0.729434,
            0.80478,
            1.502809,
            0.478354
        ],
        [
            128609,
            128609,
            47324,
            138943,
            138943,
            123611
        ],
        [
            -62330,
            -27093,
            -62330,
            -408782,
            -132477,
            -408782
        ],
        [
            37,
            43,
            31,
            37,
            43,
            31
        ],
        [
            30,
            37,
            23,
            30,
            37,
            23
        ],
        [
            47,
            52,
            42,
            47,
            52,
            42
        ],
        [
            3132,
            1845,
            1287,
            3132,
            1845,
            1287
        ],
        [
            0,
            0,
            18.605509,
            0,
            0,
            18.605509
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321888,
            509083,
            -541776,
            -151431,
            -45374,
            -579074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3432,
    "evaluation_days": 1716,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619956800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759933916021,
    "expiration_time": 1764372672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 131
        }
    }
}

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)