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Trade: TWT/USDT/720/PWMA/SUPERTREND/9713

Strategy
TWT/USDT/720/PWMA/SUPERTREND/9713
Pair
TWT_USDT
Interval
12h
Score
531812
Daily Profit
0.227032
Profit Factor
2.994151
Profitability
54.545455
Streak
44.108493
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 05:36
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 517138.6613 386409.0533 130729.608 3163422.2346 2018668.9774 1144753.2572
Total P&L (%) 517.1387 386.4091 130.7296 3163.4222 2018.669 1144.7533
Avg Daily Profit (%) 0.3038 0.227 0.0768 0.205 0.1796 0.1483
Buy And Hold Return (%) 53.0023 53.0023 53.0023 53.0023 53.0023 53.0023
Max Trade Drawdown -60133 -57416 -26626 -1017521 -849628 -801877
Profit Factor 2.4221 2.9942 1.7695 1.5823 1.7584 1.4132
Total Trades 89 44 45 89 44 45
Winning Trades 49 24 25 49 24 25
Losing Trades 40 20 20 40 20 20
Profitability (%) 55.0562 54.5455 55.5556 55.0562 54.5455 55.5556
Ratio Avg Win / Avg Loss 1.9772 2.4951 1.4156 1.2917 1.4654 1.1305
Largest Winning Trade 109847 109847 37364 762107 762107 486060
Largest Losing Trade -27565 -23904 -27565 -618842 -463730 -618842
Avg Bars in Trades 35 37 33 35 37 33
Avg Bars in Winners 49 51 47 49 51 47
Avg Bars in Losers 18 21 15 18 21 15
Bars Traded 3158 1660 1498 3158 1660 1498
Profit Streak 0 44.1085 0 0 44.1085 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519590 531812 -91142 388174 406355 246670

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854173814,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 3.194
        }
    }
}
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": [
        [
            517138.6613181756,
            386409.0532817462,
            130729.6080364291,
            3163422.234560703,
            2018668.9774025586,
            1144753.257158145
        ],
        [
            517.138661,
            386.409053,
            130.729608,
            3163.422235,
            2018.668977,
            1144.753257
        ],
        [
            0.303842,
            0.227032,
            0.076809,
            0.20499,
            0.17956,
            0.14826
        ],
        [
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296
        ],
        [
            -60133,
            -57416,
            -26626,
            -1017521,
            -849628,
            -801877
        ],
        [
            2.422074,
            2.994151,
            1.769541,
            1.582334,
            1.758437,
            1.413165
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            55.05618,
            54.545455,
            55.555556,
            55.05618,
            54.545455,
            55.555556
        ],
        [
            1.977203,
            2.495126,
            1.415633,
            1.291701,
            1.465364,
            1.130532
        ],
        [
            109847,
            109847,
            37364,
            762107,
            762107,
            486060
        ],
        [
            -27565,
            -23904,
            -27565,
            -618842,
            -463730,
            -618842
        ],
        [
            35,
            37,
            33,
            35,
            37,
            33
        ],
        [
            49,
            51,
            47,
            49,
            51,
            47
        ],
        [
            18,
            21,
            15,
            18,
            21,
            15
        ],
        [
            3158,
            1660,
            1498,
            3158,
            1660,
            1498
        ],
        [
            0,
            44.108493,
            0,
            0,
            44.108493,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519590,
            531812,
            -91142,
            388174,
            406355,
            246670
        ]
    ]
}
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": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854173814,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 223,
            "offset": 0,
            "multiplier": 3.194
        }
    }
}

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)