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Trade: TWT/USDT/240/JMA/VWMA/4248

Strategy
TWT/USDT/240/JMA/VWMA/4248
Pair
TWT_USDT
Interval
4h
Score
347060
Daily Profit
0.162651
Profit Factor
2.167115
Profitability
60.975610
Streak
161.222673
Best Strategy
Training Data Length
1709.670000
Evaluation Time
2025-10-03 00:20
Expiration Time
2025-11-23 04:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 155732.1272 278079.2744 -122347.1472 -388122.6406 -110182.9531 -277939.6875
Total P&L (%) 155.7321 278.0793 -122.3471 -388.1226 -110.183 -277.9397
Avg Daily Profit (%) 0.0911 0.1627 -0.0716 0 0 0
Buy And Hold Return (%) 110.6012 110.6012 110.6012 110.6012 110.6012 110.6012
Max Trade Drawdown -277146 -56571 -259890 -714586 -307895 -523954
Profit Factor 1.2433 2.1671 0.6955 0.7351 0.8424 0.6372
Total Trades 81 41 40 81 41 40
Winning Trades 51 25 26 34 19 15
Losing Trades 30 16 14 47 22 25
Profitability (%) 62.963 60.9756 65 41.9753 46.3415 37.5
Ratio Avg Win / Avg Loss 0.7314 1.387 0.3745 1.0162 0.9754 1.062
Largest Winning Trade 100609 100609 35740 136487 136487 105346
Largest Losing Trade -180243 -56571 -180243 -482055 -231844 -482055
Avg Bars in Trades 123 142 103 123 142 103
Avg Bars in Winners 84 89 80 157 187 119
Avg Bars in Losers 189 225 147 98 103 94
Bars Traded 9994 5843 4151 9994 5843 4151
Profit Streak 14.2227 161.2227 0 0 0 62.556
Trades During Streak 1 5 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125837 347060 -578805 -598509 -582165 -582970
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10258,
    "evaluation_days": 1709.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440038938,
    "expiration_time": 1763866656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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": [
        [
            155732.1272043787,
            278079.2743634442,
            -122347.1471590656,
            -388122.6405596674,
            -110182.953073989,
            -277939.6874856785
        ],
        [
            155.732127,
            278.079274,
            -122.347147,
            -388.122641,
            -110.182953,
            -277.939687
        ],
        [
            0.091089,
            0.162651,
            -0.071562,
            0,
            0,
            0
        ],
        [
            110.601215,
            110.601215,
            110.601215,
            110.601215,
            110.601215,
            110.601215
        ],
        [
            -277146,
            -56571,
            -259890,
            -714586,
            -307895,
            -523954
        ],
        [
            1.243299,
            2.167115,
            0.695519,
            0.735106,
            0.842404,
            0.637178
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            51,
            25,
            26,
            34,
            19,
            15
        ],
        [
            30,
            16,
            14,
            47,
            22,
            25
        ],
        [
            62.962963,
            60.97561,
            65,
            41.975309,
            46.341463,
            37.5
        ],
        [
            0.731353,
            1.386953,
            0.37451,
            1.016175,
            0.975415,
            1.061964
        ],
        [
            100609,
            100609,
            35740,
            136487,
            136487,
            105346
        ],
        [
            -180243,
            -56571,
            -180243,
            -482055,
            -231844,
            -482055
        ],
        [
            123,
            142,
            103,
            123,
            142,
            103
        ],
        [
            84,
            89,
            80,
            157,
            187,
            119
        ],
        [
            189,
            225,
            147,
            98,
            103,
            94
        ],
        [
            9994,
            5843,
            4151,
            9994,
            5843,
            4151
        ],
        [
            14.222673,
            161.222673,
            0,
            0,
            0,
            62.556006
        ],
        [
            1,
            5,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125837,
            347060,
            -578805,
            -598509,
            -582165,
            -582970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10258,
    "evaluation_days": 1709.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614254400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759440038938,
    "expiration_time": 1763866656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 176,
            "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)