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Trade: TWT/USDT/240/JMA/LINREG/9262

Strategy
TWT/USDT/240/JMA/LINREG/9262
Pair
TWT_USDT
Interval
4h
Score
335524
Daily Profit
0.260833
Profit Factor
1.629765
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1701.330000
Evaluation Time
2025-09-26 16:13
Expiration Time
2025-11-14 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443762.4164 342651.9274 101110.489 823760.6711 555857.1641 267903.507
Total P&L (%) 443.7624 342.6519 101.1105 823.7607 555.8572 267.9035
Avg Daily Profit (%) 0.2608 0.2014 0.0594 0.1308 0.1106 0.0766
Buy And Hold Return (%) 109.9967 109.9967 109.9967 109.9967 109.9967 109.9967
Max Trade Drawdown -71361 -44900 -82079 -292725 -208014 -262643
Profit Factor 1.6298 1.9951 1.2806 1.3279 1.4358 1.2166
Total Trades 154 77 77 154 77 77
Winning Trades 84 38 46 84 38 46
Losing Trades 70 39 31 70 39 31
Profitability (%) 54.5455 49.3506 59.7403 54.5455 49.3506 59.7403
Ratio Avg Win / Avg Loss 1.3581 2.0476 0.863 1.1066 1.4736 0.8199
Largest Winning Trade 74408 74408 28010 148548 148548 112919
Largest Losing Trade -57365 -40415 -57365 -209508 -153197 -209508
Avg Bars in Trades 63 57 70 63 57 70
Avg Bars in Winners 62 54 68 62 54 68
Avg Bars in Losers 65 59 72 65 59 72
Bars Traded 9787 4392 5395 9787 4392 5395
Profit Streak 0 0 62.3843 0 0 62.3843
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335524 -33795 -320903 -16385 -87506 -136614

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892406899,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 164,
            "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": [
        [
            443762.4163637666,
            342651.9273657616,
            101110.4889980053,
            823760.6710628613,
            555857.1640717871,
            267903.5069910744
        ],
        [
            443.762416,
            342.651927,
            101.110489,
            823.760671,
            555.857164,
            267.903507
        ],
        [
            0.260833,
            0.201402,
            0.05943,
            0.130765,
            0.110608,
            0.076596
        ],
        [
            109.99669,
            109.99669,
            109.99669,
            109.99669,
            109.99669,
            109.99669
        ],
        [
            -71361,
            -44900,
            -82079,
            -292725,
            -208014,
            -262643
        ],
        [
            1.629765,
            1.995106,
            1.28062,
            1.327876,
            1.435831,
            1.216572
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            84,
            38,
            46,
            84,
            38,
            46
        ],
        [
            70,
            39,
            31,
            70,
            39,
            31
        ],
        [
            54.545455,
            49.350649,
            59.74026,
            54.545455,
            49.350649,
            59.74026
        ],
        [
            1.358137,
            2.047609,
            0.863027,
            1.106563,
            1.473616,
            0.819864
        ],
        [
            74408,
            74408,
            28010,
            148548,
            148548,
            112919
        ],
        [
            -57365,
            -40415,
            -57365,
            -209508,
            -153197,
            -209508
        ],
        [
            63,
            57,
            70,
            63,
            57,
            70
        ],
        [
            62,
            54,
            68,
            62,
            54,
            68
        ],
        [
            65,
            59,
            72,
            65,
            59,
            72
        ],
        [
            9787,
            4392,
            5395,
            9787,
            4392,
            5395
        ],
        [
            0,
            0,
            62.384339,
            0,
            0,
            62.384339
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335524,
            -33795,
            -320903,
            -16385,
            -87506,
            -136614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892406899,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 164,
            "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)