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Trade: TWT/USDT/360/DEMA/SINWMA/1356

Strategy
TWT/USDT/360/DEMA/SINWMA/1356
Pair
TWT_USDT
Interval
6h
Score
404946
Daily Profit
0.229329
Profit Factor
2.898666
Profitability
52.777778
Streak
47.501831
Best Strategy
Training Data Length
1709.250000
Evaluation Time
2025-10-02 15:02
Expiration Time
2025-11-22 14:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517701.4795 391979.8745 125721.605 1854698.6553 1952515.7021 -97817.0468
Total P&L (%) 517.7015 391.9799 125.7216 1854.6987 1952.5157 -97.817
Avg Daily Profit (%) 0.3029 0.2293 0.0736 0.1741 0.1769 -0.2235
Buy And Hold Return (%) 128.9469 128.9469 128.9469 128.9469 128.9469 128.9469
Max Trade Drawdown -88742 -52731 -47434 -3364073 -1650551 -1818295
Profit Factor 2.3297 2.8987 1.6875 1.1865 1.4049 0.9809
Total Trades 71 36 35 71 36 35
Winning Trades 42 19 23 42 19 23
Losing Trades 29 17 12 29 17 12
Profitability (%) 59.1549 52.7778 65.7143 59.1549 52.7778 65.7143
Ratio Avg Win / Avg Loss 1.6086 2.5935 0.8804 0.8192 1.257 0.5118
Largest Winning Trade 181579 181579 49409 1249369 1249369 922792
Largest Losing Trade -37380 -37380 -32770 -1572367 -577231 -1572367
Avg Bars in Trades 91 100 83 91 100 83
Avg Bars in Winners 82 91 75 82 91 75
Avg Bars in Losers 105 110 97 105 110 97
Bars Traded 6530 3621 2909 6530 3621 2909
Profit Streak 47.5018 47.5018 72.5018 47.5018 47.5018 72.5018
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77679 404946 -257507 -98104 341411 -578192
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6837,
    "evaluation_days": 1709.25,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616479200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406558238,
    "expiration_time": 1763815176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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": [
        [
            517701.4794870102,
            391979.8744978402,
            125721.6049891695,
            1854698.655289521,
            1952515.7021231388,
            -97817.0468336162
        ],
        [
            517.701479,
            391.979874,
            125.721605,
            1854.698655,
            1952.515702,
            -97.817047
        ],
        [
            0.302882,
            0.229329,
            0.073554,
            0.174077,
            0.176939,
            -0.223502
        ],
        [
            128.946904,
            128.946904,
            128.946904,
            128.946904,
            128.946904,
            128.946904
        ],
        [
            -88742,
            -52731,
            -47434,
            -3364073,
            -1650551,
            -1818295
        ],
        [
            2.329743,
            2.898666,
            1.687475,
            1.186452,
            1.404921,
            0.980915
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            29,
            17,
            12,
            29,
            17,
            12
        ],
        [
            59.15493,
            52.777778,
            65.714286,
            59.15493,
            52.777778,
            65.714286
        ],
        [
            1.608632,
            2.593543,
            0.880422,
            0.819217,
            1.257034,
            0.511782
        ],
        [
            181579,
            181579,
            49409,
            1249369,
            1249369,
            922792
        ],
        [
            -37380,
            -37380,
            -32770,
            -1572367,
            -577231,
            -1572367
        ],
        [
            91,
            100,
            83,
            91,
            100,
            83
        ],
        [
            82,
            91,
            75,
            82,
            91,
            75
        ],
        [
            105,
            110,
            97,
            105,
            110,
            97
        ],
        [
            6530,
            3621,
            2909,
            6530,
            3621,
            2909
        ],
        [
            47.501831,
            47.501831,
            72.501831,
            47.501831,
            47.501831,
            72.501831
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77679,
            404946,
            -257507,
            -98104,
            341411,
            -578192
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6837,
    "evaluation_days": 1709.25,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616479200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759406558238,
    "expiration_time": 1763815176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "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)