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Trade: TWT/USDT/1/KCL/ALMA/8141

Strategy
TWT/USDT/1/KCL/ALMA/8141
Pair
TWT_USDT
Interval
1m
Score
596043
Daily Profit
6.454185
Profit Factor
2.287951
Profitability
59.602649
Streak
0.000000
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-09-30 16:31
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 117407.7944 88880.9714 28526.8231 196172.7824 132807.7134 63365.0691
Total P&L (%) 117.4078 88.881 28.5268 196.1728 132.8077 63.3651
Avg Daily Profit (%) 6.7631 5.1199 1.6433 6.4542 4.9882 2.8676
Buy And Hold Return (%) 67.5196 67.5196 67.5196 67.5196 67.5196 67.5196
Max Trade Drawdown -16731 -19384 -5394 -39444 -44647 -8996
Profit Factor 2.5754 2.5969 2.512 2.288 2.1104 2.937
Total Trades 151 75 76 151 75 76
Winning Trades 90 48 42 90 48 42
Losing Trades 61 27 34 61 27 34
Profitability (%) 59.6026 64 55.2632 59.6026 64 55.2632
Ratio Avg Win / Avg Loss 1.7455 1.4607 2.0335 1.5507 1.1871 2.3776
Largest Winning Trade 22313 22313 6567 35850 35850 12308
Largest Losing Trade -10344 -10344 -2380 -24035 -24035 -6955
Avg Bars in Trades 161 249 74 161 249 74
Avg Bars in Winners 136 200 63 136 200 63
Avg Bars in Losers 197 336 87 197 336 87
Bars Traded 24374 18713 5661 24374 18713 5661
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420368 -105015 -197895 596043 -45712 -196290
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": 1757561280000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759239069897,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "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": [
        [
            117407.7944464652,
            88880.9713544559,
            28526.8230920095,
            196172.7824350128,
            132807.7133682433,
            63365.0690667695
        ],
        [
            117.407794,
            88.880971,
            28.526823,
            196.172782,
            132.807713,
            63.365069
        ],
        [
            6.763122,
            5.119872,
            1.64325,
            6.454185,
            4.988179,
            2.867635
        ],
        [
            67.519582,
            67.519582,
            67.519582,
            67.519582,
            67.519582,
            67.519582
        ],
        [
            -16731,
            -19384,
            -5394,
            -39444,
            -44647,
            -8996
        ],
        [
            2.575382,
            2.596868,
            2.511996,
            2.287951,
            2.110428,
            2.936975
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            61,
            27,
            34,
            61,
            27,
            34
        ],
        [
            59.602649,
            64,
            55.263158,
            59.602649,
            64,
            55.263158
        ],
        [
            1.745536,
            1.460738,
            2.033521,
            1.550722,
            1.187116,
            2.377551
        ],
        [
            22313,
            22313,
            6567,
            35850,
            35850,
            12308
        ],
        [
            -10344,
            -10344,
            -2380,
            -24035,
            -24035,
            -6955
        ],
        [
            161,
            249,
            74,
            161,
            249,
            74
        ],
        [
            136,
            200,
            63,
            136,
            200,
            63
        ],
        [
            197,
            336,
            87,
            197,
            336,
            87
        ],
        [
            24374,
            18713,
            5661,
            24374,
            18713,
            5661
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420368,
            -105015,
            -197895,
            596043,
            -45712,
            -196290
        ]
    ]
}
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": 1757561280000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759239069897,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 151,
            "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)