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Trade: TWT/USDT/120/KCL/T3/6982

Strategy
TWT/USDT/120/KCL/T3/6982
Pair
TWT_USDT
Interval
2h
Score
406417
Daily Profit
0.155321
Profit Factor
1.778061
Profitability
73.170732
Streak
0.000000
Best Strategy
Training Data Length
1701.000000
Evaluation Time
2025-09-26 05:33
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 550169.9843 401094.448 149075.5362 2407061.4317 1105794.0562 1301267.3755
Total P&L (%) 550.17 401.0944 149.0755 2407.0614 1105.7941 1301.2674
Avg Daily Profit (%) 0.3234 0.2358 0.0876 0.1896 0.1465 0.1553
Buy And Hold Return (%) 95.9765 95.9765 95.9765 95.9765 95.9765 95.9765
Max Trade Drawdown -77924 -67398 -38282 -3516926 -2354362 -1162563
Profit Factor 2.3713 2.2996 2.6103 1.3606 1.221 1.7781
Total Trades 82 41 41 82 41 41
Winning Trades 52 22 30 52 22 30
Losing Trades 30 19 11 30 19 11
Profitability (%) 63.4146 53.6585 73.1707 63.4146 53.6585 73.1707
Ratio Avg Win / Avg Loss 1.3681 1.986 0.9571 0.785 1.0545 0.652
Largest Winning Trade 109474 109474 36285 1119473 1119473 453820
Largest Losing Trade -59805 -59805 -26734 -1428332 -1428332 -753537
Avg Bars in Trades 244 407 81 244 407 81
Avg Bars in Winners 147 259 66 147 259 66
Avg Bars in Losers 413 580 125 413 580 125
Bars Traded 20082 16721 3360 20082 16721 3360
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 176130 387089 -80580 -24 108780 406417

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20412,
    "evaluation_days": 1701,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612908000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854005853,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 144,
            "offset": 0,
            "a": 0.65079
        }
    }
}
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": [
        [
            550169.9842605669,
            401094.4480478204,
            149075.5362127464,
            2407061.4317370523,
            1105794.0562145722,
            1301267.375522478
        ],
        [
            550.169984,
            401.094448,
            149.075536,
            2407.061432,
            1105.794056,
            1301.267376
        ],
        [
            0.323439,
            0.235799,
            0.08764,
            0.18958,
            0.146475,
            0.155321
        ],
        [
            95.976478,
            95.976478,
            95.976478,
            95.976478,
            95.976478,
            95.976478
        ],
        [
            -77924,
            -67398,
            -38282,
            -3516926,
            -2354362,
            -1162563
        ],
        [
            2.371314,
            2.299634,
            2.610271,
            1.360596,
            1.221036,
            1.778061
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            63.414634,
            53.658537,
            73.170732,
            63.414634,
            53.658537,
            73.170732
        ],
        [
            1.368066,
            1.986048,
            0.957099,
            0.784959,
            1.054531,
            0.651956
        ],
        [
            109474,
            109474,
            36285,
            1119473,
            1119473,
            453820
        ],
        [
            -59805,
            -59805,
            -26734,
            -1428332,
            -1428332,
            -753537
        ],
        [
            244,
            407,
            81,
            244,
            407,
            81
        ],
        [
            147,
            259,
            66,
            147,
            259,
            66
        ],
        [
            413,
            580,
            125,
            413,
            580,
            125
        ],
        [
            20082,
            16721,
            3360,
            20082,
            16721,
            3360
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            176130,
            387089,
            -80580,
            -24,
            108780,
            406417
        ]
    ]
}
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": 1612908000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758854005853,
    "expiration_time": 1764013190400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 164,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 144,
            "offset": 0,
            "a": 0.65079
        }
    }
}

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)