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Trade: TWT/USDT/720/ZLMA/SUPERTREND/4980

Strategy
TWT/USDT/720/ZLMA/SUPERTREND/4980
Pair
TWT_USDT
Interval
12h
Score
587776
Daily Profit
0.280547
Profit Factor
3.513580
Profitability
52.631579
Streak
122.158223
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 18:47
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 622688.6257 477491.0753 145197.5504 3813548.6029 2585414.3318 1228134.271
Total P&L (%) 622.6886 477.4911 145.1976 3813.5486 2585.4143 1228.1343
Avg Daily Profit (%) 0.3659 0.2805 0.0853 0.2157 0.1935 0.1521
Buy And Hold Return (%) 59.7981 59.7981 59.7981 59.7981 59.7981 59.7981
Max Trade Drawdown -100766 -64036 -37194 -2864914 -2035373 -974452
Profit Factor 2.831 3.5136 1.9673 1.395 1.4868 1.2828
Total Trades 77 38 39 77 38 39
Winning Trades 39 20 19 39 20 19
Losing Trades 38 18 20 38 18 20
Profitability (%) 50.6494 52.6316 48.7179 50.6494 52.6316 48.7179
Ratio Avg Win / Avg Loss 2.7584 3.1622 2.0708 1.3593 1.3381 1.3503
Largest Winning Trade 267562 267562 43884 1376736 1376736 794446
Largest Losing Trade -35339 -35339 -15291 -1050881 -1050881 -638904
Avg Bars in Trades 41 53 28 41 53 28
Avg Bars in Winners 55 73 37 55 73 37
Avg Bars in Losers 26 31 20 26 31 20
Bars Traded 3166 2043 1123 3166 2043 1123
Profit Streak 0 122.1582 0 0 122.1582 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -31334 587776 -79557 -37357 378729 266641
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621166400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901670483,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.46273
        }
    }
}
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": [
        [
            622688.6257141244,
            477491.0753202657,
            145197.5503938585,
            3813548.602854237,
            2585414.331817796,
            1228134.2710364414
        ],
        [
            622.688626,
            477.491075,
            145.19755,
            3813.548603,
            2585.414332,
            1228.134271
        ],
        [
            0.365857,
            0.280547,
            0.08531,
            0.215686,
            0.193514,
            0.152076
        ],
        [
            59.798107,
            59.798107,
            59.798107,
            59.798107,
            59.798107,
            59.798107
        ],
        [
            -100766,
            -64036,
            -37194,
            -2864914,
            -2035373,
            -974452
        ],
        [
            2.831016,
            3.51358,
            1.967251,
            1.395022,
            1.486777,
            1.282803
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            50.649351,
            52.631579,
            48.717949,
            50.649351,
            52.631579,
            48.717949
        ],
        [
            2.758426,
            3.162222,
            2.07079,
            1.359252,
            1.3381,
            1.350318
        ],
        [
            267562,
            267562,
            43884,
            1376736,
            1376736,
            794446
        ],
        [
            -35339,
            -35339,
            -15291,
            -1050881,
            -1050881,
            -638904
        ],
        [
            41,
            53,
            28,
            41,
            53,
            28
        ],
        [
            55,
            73,
            37,
            55,
            73,
            37
        ],
        [
            26,
            31,
            20,
            26,
            31,
            20
        ],
        [
            3166,
            2043,
            1123,
            3166,
            2043,
            1123
        ],
        [
            0,
            122.158223,
            0,
            0,
            122.158223,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -31334,
            587776,
            -79557,
            -37357,
            378729,
            266641
        ]
    ]
}
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": 1621166400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758901670483,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.46273
        }
    }
}

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)