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Trade: TWT/USDT/120/VWMA/PSAR/6883

Strategy
TWT/USDT/120/VWMA/PSAR/6883
Pair
TWT_USDT
Interval
2h
Score
348342
Daily Profit
0.246105
Profit Factor
1.686880
Profitability
47.784810
Streak
5.933623
Best Strategy
Training Data Length
1705.670000
Evaluation Time
2025-09-29 09:24
Expiration Time
2025-11-29 17:41

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464332.4548 419773.0976 44559.3572 379085.4465 1307419.6064 -928334.1599
Total P&L (%) 464.3325 419.7731 44.5594 379.0854 1307.4196 -928.3342
Avg Daily Profit (%) 0.2722 0.2461 0.0261 0.0919 0.1552 0
Buy And Hold Return (%) 123.1052 123.1052 123.1052 123.1052 123.1052 123.1052
Max Trade Drawdown -138887 -81361 -96120 -2299012 -1548953 -1425281
Profit Factor 1.3654 1.6869 1.0676 1.0238 1.1704 0.8874
Total Trades 633 316 317 633 316 317
Winning Trades 310 151 159 310 151 159
Losing Trades 323 165 158 323 165 158
Profitability (%) 48.9731 47.7848 50.1577 48.9731 47.7848 50.1577
Ratio Avg Win / Avg Loss 1.4227 1.8433 1.0609 1.0668 1.2789 0.8818
Largest Winning Trade 307909 307909 35589 852101 852101 715957
Largest Losing Trade -22100 -15470 -22100 -501581 -310583 -501581
Avg Bars in Trades 31 27 35 31 27 35
Avg Bars in Winners 39 32 46 39 32 46
Avg Bars in Losers 24 23 24 24 23 24
Bars Traded 20119 8727 11391 20119 8727 11391
Profit Streak 0 5.9336 0 0 5.9336 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331372 348342 -468835 -264739 -24190 -579655
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20468,
    "evaluation_days": 1705.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613419200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759127065030,
    "expiration_time": 1764430905600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            464332.4548055241,
            419773.0976287754,
            44559.3571767481,
            379085.4465137558,
            1307419.606389287,
            -928334.1598755352
        ],
        [
            464.332455,
            419.773098,
            44.559357,
            379.085447,
            1307.419606,
            -928.33416
        ],
        [
            0.272229,
            0.246105,
            0.026124,
            0.091895,
            0.155153,
            0
        ],
        [
            123.105199,
            123.105199,
            123.105199,
            123.105199,
            123.105199,
            123.105199
        ],
        [
            -138887,
            -81361,
            -96120,
            -2299012,
            -1548953,
            -1425281
        ],
        [
            1.365435,
            1.68688,
            1.067565,
            1.023818,
            1.170428,
            0.887402
        ],
        [
            633,
            316,
            317,
            633,
            316,
            317
        ],
        [
            310,
            151,
            159,
            310,
            151,
            159
        ],
        [
            323,
            165,
            158,
            323,
            165,
            158
        ],
        [
            48.973144,
            47.78481,
            50.157729,
            48.973144,
            47.78481,
            50.157729
        ],
        [
            1.422695,
            1.843279,
            1.060851,
            1.066752,
            1.278945,
            0.881821
        ],
        [
            307909,
            307909,
            35589,
            852101,
            852101,
            715957
        ],
        [
            -22100,
            -15470,
            -22100,
            -501581,
            -310583,
            -501581
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            39,
            32,
            46,
            39,
            32,
            46
        ],
        [
            24,
            23,
            24,
            24,
            23,
            24
        ],
        [
            20119,
            8727,
            11391,
            20119,
            8727,
            11391
        ],
        [
            0,
            5.933623,
            0,
            0,
            5.933623,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331372,
            348342,
            -468835,
            -264739,
            -24190,
            -579655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20468,
    "evaluation_days": 1705.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613419200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759127065030,
    "expiration_time": 1764430905600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)