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Trade: TWT/USDT/360/KCL/VWMA/4937

Strategy
TWT/USDT/360/KCL/VWMA/4937
Pair
TWT_USDT
Interval
6h
Score
398071
Daily Profit
0.265626
Profit Factor
1.951337
Profitability
63.725490
Streak
57.795717
Best Strategy
Training Data Length
1714.500000
Evaluation Time
2025-10-07 16:05
Expiration Time
2025-11-28 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 455416.2114 393341.4653 62074.7461 678642.688 553828.0996 124814.5885
Total P&L (%) 455.4162 393.3415 62.0747 678.6427 553.8281 124.8146
Avg Daily Profit (%) 0.2656 0.2294 0.0362 0.1198 0.1096 0.0473
Buy And Hold Return (%) 166.0663 166.0663 166.0663 166.0663 166.0663 166.0663
Max Trade Drawdown -80720 -76891 -56810 -351857 -237544 -145703
Profit Factor 1.9513 2.1099 1.4993 1.5115 1.5649 1.3603
Total Trades 102 51 51 102 51 51
Winning Trades 65 32 33 65 32 33
Losing Trades 37 19 18 37 19 18
Profitability (%) 63.7255 62.7451 64.7059 63.7255 62.7451 64.7059
Ratio Avg Win / Avg Loss 1.1108 1.2528 0.8178 0.8604 0.9291 0.742
Largest Winning Trade 115164 115164 18801 234718 234718 71124
Largest Losing Trade -63244 -63244 -32797 -150919 -150919 -119504
Avg Bars in Trades 66 121 11 66 121 11
Avg Bars in Winners 46 83 10 46 83 10
Avg Bars in Losers 101 185 14 101 185 14
Bars Traded 6808 6199 609 6808 6199 609
Profit Streak 57.7957 57.7957 77.2957 57.7957 57.7957 77.2957
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398071 -170663 -487175 -31499 -226069 -473284
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6858,
    "evaluation_days": 1714.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612699200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759842349991,
    "expiration_time": 1764282384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 20
        }
    }
}
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": [
        [
            455416.2113737058,
            393341.4652956722,
            62074.7460780337,
            678642.6880351303,
            553828.0995715284,
            124814.5884636018
        ],
        [
            455.416211,
            393.341465,
            62.074746,
            678.642688,
            553.8281,
            124.814588
        ],
        [
            0.265626,
            0.229421,
            0.036206,
            0.119779,
            0.109577,
            0.047261
        ],
        [
            166.066259,
            166.066259,
            166.066259,
            166.066259,
            166.066259,
            166.066259
        ],
        [
            -80720,
            -76891,
            -56810,
            -351857,
            -237544,
            -145703
        ],
        [
            1.951337,
            2.10993,
            1.499283,
            1.511453,
            1.564881,
            1.360259
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            63.72549,
            62.745098,
            64.705882,
            63.72549,
            62.745098,
            64.705882
        ],
        [
            1.110761,
            1.252771,
            0.817791,
            0.860366,
            0.929148,
            0.741959
        ],
        [
            115164,
            115164,
            18801,
            234718,
            234718,
            71124
        ],
        [
            -63244,
            -63244,
            -32797,
            -150919,
            -150919,
            -119504
        ],
        [
            66,
            121,
            11,
            66,
            121,
            11
        ],
        [
            46,
            83,
            10,
            46,
            83,
            10
        ],
        [
            101,
            185,
            14,
            101,
            185,
            14
        ],
        [
            6808,
            6199,
            609,
            6808,
            6199,
            609
        ],
        [
            57.795717,
            57.795717,
            77.295717,
            57.795717,
            57.795717,
            77.295717
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398071,
            -170663,
            -487175,
            -31499,
            -226069,
            -473284
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6858,
    "evaluation_days": 1714.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612699200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759842349991,
    "expiration_time": 1764282384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "offset": 20
        }
    }
}

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)