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Trade: TWT/USDT/720/ZLMA/MIDPOINT/9063

Strategy
TWT/USDT/720/ZLMA/MIDPOINT/9063
Pair
TWT_USDT
Interval
12h
Score
561199
Daily Profit
0.172019
Profit Factor
3.278587
Profitability
60.606061
Streak
263.755607
Best Strategy
Training Data Length
1706.500000
Evaluation Time
2025-09-29 09:08
Expiration Time
2025-11-19 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439726.435 293550.1868 146176.2482 2108441.6391 1266795.5904 841646.0487
Total P&L (%) 439.7264 293.5502 146.1762 2108.4416 1266.7956 841.646
Avg Daily Profit (%) 0.2577 0.172 0.0857 0.1815 0.1534 0.1315
Buy And Hold Return (%) 35.0151 35.0151 35.0151 35.0151 35.0151 35.0151
Max Trade Drawdown -79567 -73725 -30805 -1469545 -1268914 -429731
Profit Factor 2.6085 3.2786 2.0112 1.5803 1.6461 1.5032
Total Trades 67 33 34 67 33 34
Winning Trades 40 20 20 40 20 20
Losing Trades 27 13 14 27 13 14
Profitability (%) 59.7015 60.6061 58.8235 59.7015 60.6061 58.8235
Ratio Avg Win / Avg Loss 1.7607 2.1311 1.4079 1.0667 1.07 1.0523
Largest Winning Trade 86081 86081 51335 438892 421396 438892
Largest Losing Trade -27774 -27774 -22183 -632783 -632783 -299684
Avg Bars in Trades 41 56 28 41 56 28
Avg Bars in Winners 53 63 42 53 63 42
Avg Bars in Losers 25 45 6 25 45 6
Bars Traded 2806 1854 952 2806 1854 952
Profit Streak 263.7556 263.7556 300.7556 263.7556 263.7556 300.7556
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105302 561199 -75156 -108714 417041 -12945
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3413,
    "evaluation_days": 1706.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126084454,
    "expiration_time": 1763527248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "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": [
        [
            439726.4349776065,
            293550.1868146139,
            146176.2481629926,
            2108441.639057452,
            1266795.5903899912,
            841646.0486674606
        ],
        [
            439.726435,
            293.550187,
            146.176248,
            2108.441639,
            1266.79559,
            841.646049
        ],
        [
            0.257677,
            0.172019,
            0.085659,
            0.181522,
            0.153358,
            0.131493
        ],
        [
            35.015115,
            35.015115,
            35.015115,
            35.015115,
            35.015115,
            35.015115
        ],
        [
            -79567,
            -73725,
            -30805,
            -1469545,
            -1268914,
            -429731
        ],
        [
            2.608465,
            3.278587,
            2.011232,
            1.580338,
            1.646093,
            1.503248
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            59.701493,
            60.606061,
            58.823529,
            59.701493,
            60.606061,
            58.823529
        ],
        [
            1.760714,
            2.131082,
            1.407862,
            1.066728,
            1.069961,
            1.052273
        ],
        [
            86081,
            86081,
            51335,
            438892,
            421396,
            438892
        ],
        [
            -27774,
            -27774,
            -22183,
            -632783,
            -632783,
            -299684
        ],
        [
            41,
            56,
            28,
            41,
            56,
            28
        ],
        [
            53,
            63,
            42,
            53,
            63,
            42
        ],
        [
            25,
            45,
            6,
            25,
            45,
            6
        ],
        [
            2806,
            1854,
            952,
            2806,
            1854,
            952
        ],
        [
            263.755607,
            263.755607,
            300.755607,
            263.755607,
            263.755607,
            300.755607
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105302,
            561199,
            -75156,
            -108714,
            417041,
            -12945
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3413,
    "evaluation_days": 1706.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759126084454,
    "expiration_time": 1763527248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "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)