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Trade: TWT/USDT/240/MIDPRICE/SMA/2585

Strategy
TWT/USDT/240/MIDPRICE/SMA/2585
Pair
TWT_USDT
Interval
4h
Score
318716
Daily Profit
0.152003
Profit Factor
1.294296
Profitability
56.081081
Streak
0.000000
Best Strategy
Training Data Length
1708.330000
Evaluation Time
2025-10-01 18:09
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 416477.3443 306486.3185 109991.0257 1239323.4289 1043330.309 195993.1199
Total P&L (%) 416.4773 306.4863 109.991 1239.3234 1043.3303 195.9931
Avg Daily Profit (%) 0.2438 0.1794 0.0644 0.152 0.1427 0.0635
Buy And Hold Return (%) 177.1636 177.1636 177.1636 177.1636 177.1636 177.1636
Max Trade Drawdown -127895 -29518 -117767 -971217 -300070 -867648
Profit Factor 1.7601 2.6053 1.3081 1.2943 1.6684 1.074
Total Trades 148 74 74 148 74 74
Winning Trades 83 42 41 83 42 41
Losing Trades 65 32 33 65 32 33
Profitability (%) 56.0811 56.7568 55.4054 56.0811 56.7568 55.4054
Ratio Avg Win / Avg Loss 1.3784 1.985 1.0529 1.0136 1.2711 0.8644
Largest Winning Trade 59619 53617 59619 239575 175370 239575
Largest Losing Trade -45853 -22424 -45853 -336332 -281764 -336332
Avg Bars in Trades 66 44 88 66 44 88
Avg Bars in Winners 66 37 95 66 37 95
Avg Bars in Losers 66 54 78 66 54 78
Bars Traded 9828 3315 6513 9828 3315 6513
Profit Streak 0 0 67.2981 0 0 67.2981
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 246642 -59580 -335525 318716 -64081 -444557
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10250,
    "evaluation_days": 1708.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614528000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331352058,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 141,
            "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": [
        [
            416477.3442896577,
            306486.3185494943,
            109991.0257401636,
            1239323.4288991704,
            1043330.3089727678,
            195993.1199264023
        ],
        [
            416.477344,
            306.486319,
            109.991026,
            1239.323429,
            1043.330309,
            195.99312
        ],
        [
            0.243792,
            0.179407,
            0.064385,
            0.152003,
            0.142728,
            0.063542
        ],
        [
            177.16362,
            177.16362,
            177.16362,
            177.16362,
            177.16362,
            177.16362
        ],
        [
            -127895,
            -29518,
            -117767,
            -971217,
            -300070,
            -867648
        ],
        [
            1.76012,
            2.605269,
            1.308111,
            1.294296,
            1.668354,
            1.073957
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            56.081081,
            56.756757,
            55.405405,
            56.081081,
            56.756757,
            55.405405
        ],
        [
            1.378408,
            1.984967,
            1.05287,
            1.013605,
            1.271127,
            0.864404
        ],
        [
            59619,
            53617,
            59619,
            239575,
            175370,
            239575
        ],
        [
            -45853,
            -22424,
            -45853,
            -336332,
            -281764,
            -336332
        ],
        [
            66,
            44,
            88,
            66,
            44,
            88
        ],
        [
            66,
            37,
            95,
            66,
            37,
            95
        ],
        [
            66,
            54,
            78,
            66,
            54,
            78
        ],
        [
            9828,
            3315,
            6513,
            9828,
            3315,
            6513
        ],
        [
            0,
            0,
            67.298056,
            0,
            0,
            67.298056
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            246642,
            -59580,
            -335525,
            318716,
            -64081,
            -444557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10250,
    "evaluation_days": 1708.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614528000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331352058,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 141,
            "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)