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Trade: TWT/USDT/720/PSAR/SWMA/4230

Strategy
TWT/USDT/720/PSAR/SWMA/4230
Pair
TWT_USDT
Interval
12h
Score
337673
Daily Profit
0.218287
Profit Factor
1.383322
Profitability
51.428571
Streak
8.131576
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 18:09
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 371524.437 351054.8905 20469.5465 -4147877.9753 -2839452.5411 -1308425.4341
Total P&L (%) 371.5244 351.0549 20.4695 -4147.878 -2839.4525 -1308.4254
Avg Daily Profit (%) 0.2183 0.2063 0.012 0 0 0
Buy And Hold Return (%) 75.5962 75.5962 75.5962 75.5962 75.5962 75.5962
Max Trade Drawdown -207511 -54302 -208463 -8342078 -4777104 -3672429
Profit Factor 1.3833 1.9872 1.0334 0.7843 0.7186 0.8568
Total Trades 245 123 122 245 123 122
Winning Trades 126 56 70 123 67 56
Losing Trades 119 67 52 122 56 66
Profitability (%) 51.4286 45.5285 57.377 50.2041 54.4715 45.9016
Ratio Avg Win / Avg Loss 1.3065 2.3776 0.7676 0.7779 0.6006 1.0098
Largest Winning Trade 62503 62503 37591 1040293 602681 1040293
Largest Losing Trade -189606 -16484 -189606 -1574000 -1574000 -1067369
Avg Bars in Trades 13 13 14 13 13 14
Avg Bars in Winners 14 14 15 12 12 12
Avg Bars in Losers 12 11 13 14 13 15
Bars Traded 3350 1613 1737 3350 1613 1737
Profit Streak 8.1316 32.1316 0 0 0 23.6316
Trades During Streak 1 2 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 337673 327920 -527044 -579191 -580148 -580112

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899368216,
    "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": "swma",
        "factors": {
            "length": 32,
            "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": [
        [
            371524.4369676778,
            351054.8904744581,
            20469.5464932198,
            -4147877.9752896987,
            -2839452.54113976,
            -1308425.43414994
        ],
        [
            371.524437,
            351.05489,
            20.469546,
            -4147.877975,
            -2839.452541,
            -1308.425434
        ],
        [
            0.218287,
            0.20626,
            0.012027,
            0,
            0,
            0
        ],
        [
            75.596229,
            75.596229,
            75.596229,
            75.596229,
            75.596229,
            75.596229
        ],
        [
            -207511,
            -54302,
            -208463,
            -8342078,
            -4777104,
            -3672429
        ],
        [
            1.383322,
            1.987235,
            1.033358,
            0.784279,
            0.718631,
            0.85679
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            126,
            56,
            70,
            123,
            67,
            56
        ],
        [
            119,
            67,
            52,
            122,
            56,
            66
        ],
        [
            51.428571,
            45.528455,
            57.377049,
            50.204082,
            54.471545,
            45.901639
        ],
        [
            1.306471,
            2.377585,
            0.767638,
            0.777903,
            0.600647,
            1.009788
        ],
        [
            62503,
            62503,
            37591,
            1040293,
            602681,
            1040293
        ],
        [
            -189606,
            -16484,
            -189606,
            -1574000,
            -1574000,
            -1067369
        ],
        [
            13,
            13,
            14,
            13,
            13,
            14
        ],
        [
            14,
            14,
            15,
            12,
            12,
            12
        ],
        [
            12,
            11,
            13,
            14,
            13,
            15
        ],
        [
            3350,
            1613,
            1737,
            3350,
            1613,
            1737
        ],
        [
            8.131576,
            32.131576,
            0,
            0,
            0,
            23.631577
        ],
        [
            1,
            2,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337673,
            327920,
            -527044,
            -579191,
            -580148,
            -580112
        ]
    ]
}
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": 1613044800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899368216,
    "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": "swma",
        "factors": {
            "length": 32,
            "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)