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Trade: TWT/USDT/1/ZLMA/MIDPRICE/5752

Strategy
TWT/USDT/1/ZLMA/MIDPRICE/5752
Pair
TWT_USDT
Interval
1m
Score
304286
Daily Profit
4.435803
Profit Factor
1.628006
Profitability
54.639175
Streak
9.802012
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-08 01:47
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 84648.02 72815.017 11833.003 112434.8413 94664.4092 17770.4321
Total P&L (%) 84.648 72.815 11.833 112.4348 94.6644 17.7704
Avg Daily Profit (%) 4.876 4.1944 0.6816 4.4358 3.9116 0.9467
Buy And Hold Return (%) 67.7605 67.7605 67.7605 67.7605 67.7605 67.7605
Max Trade Drawdown -23505 -13698 -17351 -42447 -23048 -33093
Profit Factor 1.748 2.4284 1.1903 1.628 2.1548 1.1831
Total Trades 194 97 97 194 97 97
Winning Trades 106 55 51 106 55 51
Losing Trades 88 42 46 88 42 46
Profitability (%) 54.6392 56.701 52.5773 54.6392 56.701 52.5773
Ratio Avg Win / Avg Loss 1.4512 1.8544 1.0736 1.3516 1.6455 1.0671
Largest Winning Trade 29668 29668 10228 29423 29423 13153
Largest Losing Trade -11062 -8995 -11062 -20993 -15993 -20993
Avg Bars in Trades 126 132 121 126 132 121
Avg Bars in Winners 115 113 116 115 113 116
Avg Bars in Losers 141 156 127 141 156 127
Bars Traded 24626 12814 11812 24626 12814 11812
Profit Streak 9.802 0 9.8034 9.802 0 9.8034
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70397 -124010 -166724 304286 -24297 -173490
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": 1757560680000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759877273879,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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": [
        [
            84648.0199925838,
            72815.0169732317,
            11833.0030193519,
            112434.8413066432,
            94664.4092077851,
            17770.4320988581
        ],
        [
            84.64802,
            72.815017,
            11.833003,
            112.434841,
            94.664409,
            17.770432
        ],
        [
            4.876038,
            4.194413,
            0.681625,
            4.435803,
            3.911586,
            0.946659
        ],
        [
            67.760492,
            67.760492,
            67.760492,
            67.760492,
            67.760492,
            67.760492
        ],
        [
            -23505,
            -13698,
            -17351,
            -42447,
            -23048,
            -33093
        ],
        [
            1.747999,
            2.428356,
            1.190279,
            1.628006,
            2.154758,
            1.183093
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            106,
            55,
            51,
            106,
            55,
            51
        ],
        [
            88,
            42,
            46,
            88,
            42,
            46
        ],
        [
            54.639175,
            56.701031,
            52.57732,
            54.639175,
            56.701031,
            52.57732
        ],
        [
            1.451169,
            1.854381,
            1.073585,
            1.351552,
            1.645451,
            1.067103
        ],
        [
            29668,
            29668,
            10228,
            29423,
            29423,
            13153
        ],
        [
            -11062,
            -8995,
            -11062,
            -20993,
            -15993,
            -20993
        ],
        [
            126,
            132,
            121,
            126,
            132,
            121
        ],
        [
            115,
            113,
            116,
            115,
            113,
            116
        ],
        [
            141,
            156,
            127,
            141,
            156,
            127
        ],
        [
            24626,
            12814,
            11812,
            24626,
            12814,
            11812
        ],
        [
            9.802012,
            0,
            9.803401,
            9.802012,
            0,
            9.803401
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70397,
            -124010,
            -166724,
            304286,
            -24297,
            -173490
        ]
    ]
}
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": 1757560680000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759877273879,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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)