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Trade: TWT/USDT/1/BBL/SWMA/9421

Strategy
TWT/USDT/1/BBL/SWMA/9421
Pair
TWT_USDT
Interval
1m
Score
390971
Daily Profit
4.430970
Profit Factor
1.910829
Profitability
52.197802
Streak
7.325932
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-05 06:13
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82840.929 71406.7441 11434.1849 112264.2486 85238.6296 27025.619
Total P&L (%) 82.8409 71.4067 11.4342 112.2642 85.2386 27.0256
Avg Daily Profit (%) 4.7719 4.1133 0.6587 4.431 3.6149 1.3875
Buy And Hold Return (%) 67.214 67.214 67.214 67.214 67.214 67.214
Max Trade Drawdown -18761 -18239 -11051 -32176 -33429 -10626
Profit Factor 2.0083 2.2034 1.5009 1.9108 1.9068 1.9237
Total Trades 182 91 91 182 91 91
Winning Trades 95 51 44 95 51 44
Losing Trades 87 40 47 87 40 47
Profitability (%) 52.1978 56.044 48.3516 52.1978 56.044 48.3516
Ratio Avg Win / Avg Loss 1.8391 1.7282 1.6033 1.7499 1.4955 2.0549
Largest Winning Trade 26548 26548 3940 26276 26276 5358
Largest Losing Trade -9997 -9997 -2066 -21238 -21238 -3909
Avg Bars in Trades 135 238 32 135 238 32
Avg Bars in Winners 108 177 29 108 177 29
Avg Bars in Losers 164 317 34 164 317 34
Bars Traded 24665 21743 2922 24665 21743 2922
Profit Streak 7.3259 7.3259 7.3398 7.3259 7.3259 7.3398
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73310 -126780 -152762 390971 -64774 -150091
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757558700000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759634000556,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.31174
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "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": [
        [
            82840.9289882679,
            71406.7441285811,
            11434.184859687,
            112264.2485729503,
            85238.6296179497,
            27025.6189550005
        ],
        [
            82.840929,
            71.406744,
            11.434185,
            112.264249,
            85.23863,
            27.025619
        ],
        [
            4.771943,
            4.113292,
            0.658651,
            4.43097,
            3.614927,
            1.387525
        ],
        [
            67.213969,
            67.213969,
            67.213969,
            67.213969,
            67.213969,
            67.213969
        ],
        [
            -18761,
            -18239,
            -11051,
            -32176,
            -33429,
            -10626
        ],
        [
            2.008256,
            2.203407,
            1.50094,
            1.910829,
            1.906814,
            1.923727
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            95,
            51,
            44,
            95,
            51,
            44
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            52.197802,
            56.043956,
            48.351648,
            52.197802,
            56.043956,
            48.351648
        ],
        [
            1.83914,
            1.728163,
            1.603277,
            1.749917,
            1.49554,
            2.05489
        ],
        [
            26548,
            26548,
            3940,
            26276,
            26276,
            5358
        ],
        [
            -9997,
            -9997,
            -2066,
            -21238,
            -21238,
            -3909
        ],
        [
            135,
            238,
            32,
            135,
            238,
            32
        ],
        [
            108,
            177,
            29,
            108,
            177,
            29
        ],
        [
            164,
            317,
            34,
            164,
            317,
            34
        ],
        [
            24665,
            21743,
            2922,
            24665,
            21743,
            2922
        ],
        [
            7.325932,
            7.325932,
            7.339821,
            7.325932,
            7.325932,
            7.339821
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73310,
            -126780,
            -152762,
            390971,
            -64774,
            -150091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757558700000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759634000556,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 198,
            "offset": 0,
            "std": 3.31174
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "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)