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Trade: TWT/USDT/120/KCL/SINWMA/2077

Strategy
TWT/USDT/120/KCL/SINWMA/2077
Pair
TWT_USDT
Interval
2h
Score
364841
Daily Profit
0.179689
Profit Factor
1.982693
Profitability
65.116279
Streak
12.917827
Best Strategy
Training Data Length
1701.000000
Evaluation Time
2025-09-25 23:01
Expiration Time
2025-11-24 21:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298801.3149 305651.315 -6850.0002 114416.9042 139673.554 -25256.6498
Total P&L (%) 298.8013 305.6513 -6.85 114.4169 139.6736 -25.2567
Avg Daily Profit (%) 0.1757 0.1797 -0.004 0.0449 0.0514 -0.0171
Buy And Hold Return (%) 85.2004 85.2004 85.2004 85.2004 85.2004 85.2004
Max Trade Drawdown -93976 -59499 -67567 -128787 -118420 -72831
Profit Factor 1.6476 1.9827 0.9545 1.188 1.3184 0.8513
Total Trades 85 43 42 85 43 42
Winning Trades 53 28 25 53 28 25
Losing Trades 32 15 17 32 15 17
Profitability (%) 62.3529 65.1163 59.5238 62.3529 65.1163 59.5238
Ratio Avg Win / Avg Loss 0.9948 1.0622 0.649 0.7173 0.7063 0.5789
Largest Winning Trade 83711 83711 21146 97702 97702 24772
Largest Losing Trade -59499 -59499 -28939 -118420 -118420 -31223
Avg Bars in Trades 236 425 44 236 425 44
Avg Bars in Winners 139 233 33 139 233 33
Avg Bars in Losers 398 781 60 398 781 60
Bars Traded 20139 18277 1862 20139 18277 1862
Profit Streak 12.9178 12.9178 64.3345 12.9178 12.9178 64.3345
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 298160 364841 -578941 -204295 -132415 -578941

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20412,
    "evaluation_days": 1701,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613224800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758830500269,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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": [
        [
            298801.3148715738,
            305651.3150397594,
            -6850.0001681855,
            114416.9042429003,
            139673.5540213978,
            -25256.6497784976
        ],
        [
            298.801315,
            305.651315,
            -6.85,
            114.416904,
            139.673554,
            -25.25665
        ],
        [
            0.175662,
            0.179689,
            -0.004027,
            0.044851,
            0.051401,
            -0.017113
        ],
        [
            85.200351,
            85.200351,
            85.200351,
            85.200351,
            85.200351,
            85.200351
        ],
        [
            -93976,
            -59499,
            -67567,
            -128787,
            -118420,
            -72831
        ],
        [
            1.647571,
            1.982693,
            0.95445,
            1.188008,
            1.318357,
            0.851292
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            62.352941,
            65.116279,
            59.52381,
            62.352941,
            65.116279,
            59.52381
        ],
        [
            0.99476,
            1.062157,
            0.649026,
            0.717288,
            0.706263,
            0.578879
        ],
        [
            83711,
            83711,
            21146,
            97702,
            97702,
            24772
        ],
        [
            -59499,
            -59499,
            -28939,
            -118420,
            -118420,
            -31223
        ],
        [
            236,
            425,
            44,
            236,
            425,
            44
        ],
        [
            139,
            233,
            33,
            139,
            233,
            33
        ],
        [
            398,
            781,
            60,
            398,
            781,
            60
        ],
        [
            20139,
            18277,
            1862,
            20139,
            18277,
            1862
        ],
        [
            12.917827,
            12.917827,
            64.334494,
            12.917827,
            12.917827,
            64.334494
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298160,
            364841,
            -578941,
            -204295,
            -132415,
            -578941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20412,
    "evaluation_days": 1701,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613224800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758830500269,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "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)