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Trade: TWT/USDT/720/PSAR/HMA/8971

Strategy
TWT/USDT/720/PSAR/HMA/8971
Pair
TWT_USDT
Interval
12h
Score
382376
Daily Profit
0.263581
Profit Factor
1.567214
Profitability
52.912621
Streak
32.972250
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-27 14:20
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 448614.2469 357128.1862 91486.0607 273850.1427 287633.3619 -13783.2193
Total P&L (%) 448.6142 357.1282 91.4861 273.8501 287.6334 -13.7832
Avg Daily Profit (%) 0.2636 0.2098 0.0538 0.0775 0.0796 -0.0087
Buy And Hold Return (%) 105.2512 105.2512 105.2512 105.2512 105.2512 105.2512
Max Trade Drawdown -115217 -47899 -124472 -529622 -255964 -279462
Profit Factor 1.5672 2.1306 1.1926 1.1229 1.3133 0.9895
Total Trades 206 103 103 206 103 103
Winning Trades 109 53 56 109 53 56
Losing Trades 97 50 47 97 50 47
Profitability (%) 52.9126 51.4563 54.3689 52.9126 51.4563 54.3689
Ratio Avg Win / Avg Loss 1.3947 2.01 1.0009 0.9993 1.239 0.8305
Largest Winning Trade 93021 93021 41073 123738 123738 88055
Largest Losing Trade -85797 -34639 -85797 -268143 -83260 -268143
Avg Bars in Trades 15 14 17 15 14 17
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 15 12 17 15 12 17
Bars Traded 3245 1458 1787 3245 1458 1787
Profit Streak 32.9723 32.9723 45.4723 32.9723 32.9723 45.4723
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382376 350041 -294040 -177206 -89079 -579225
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1617192000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972002420,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "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": [
        [
            448614.2469079908,
            357128.1861686762,
            91486.0607393146,
            273850.1426502512,
            287633.3619413761,
            -13783.2192911251
        ],
        [
            448.614247,
            357.128186,
            91.486061,
            273.850143,
            287.633362,
            -13.783219
        ],
        [
            0.263581,
            0.209829,
            0.053752,
            0.077509,
            0.079637,
            -0.008713
        ],
        [
            105.251216,
            105.251216,
            105.251216,
            105.251216,
            105.251216,
            105.251216
        ],
        [
            -115217,
            -47899,
            -124472,
            -529622,
            -255964,
            -279462
        ],
        [
            1.567214,
            2.130587,
            1.19259,
            1.122895,
            1.313289,
            0.98948
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            109,
            53,
            56,
            109,
            53,
            56
        ],
        [
            97,
            50,
            47,
            97,
            50,
            47
        ],
        [
            52.912621,
            51.456311,
            54.368932,
            52.912621,
            51.456311,
            54.368932
        ],
        [
            1.394677,
            2.009988,
            1.000924,
            0.999274,
            1.238952,
            0.830457
        ],
        [
            93021,
            93021,
            41073,
            123738,
            123738,
            88055
        ],
        [
            -85797,
            -34639,
            -85797,
            -268143,
            -83260,
            -268143
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            15,
            12,
            17,
            15,
            12,
            17
        ],
        [
            3245,
            1458,
            1787,
            3245,
            1458,
            1787
        ],
        [
            32.97225,
            32.97225,
            45.47225,
            32.97225,
            32.97225,
            45.47225
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382376,
            350041,
            -294040,
            -177206,
            -89079,
            -579225
        ]
    ]
}
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": 1617192000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758972002420,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "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)