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Trade: TWT/USDT/360/ZLMA/ZLMA/5942

Strategy
TWT/USDT/360/ZLMA/ZLMA/5942
Pair
TWT_USDT
Interval
6h
Score
319984
Daily Profit
0.277826
Profit Factor
1.812574
Profitability
44.670051
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-26 20:33
Expiration Time
2025-11-14 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 472721.0027 419214.1299 53506.8728 239966.2583 216261.6492 23704.6091
Total P&L (%) 472.721 419.2141 53.5069 239.9663 216.2616 23.7046
Avg Daily Profit (%) 0.2778 0.2464 0.0314 0.0719 0.0677 0.0125
Buy And Hold Return (%) 105.5024 105.5024 105.5024 105.5024 105.5024 105.5024
Max Trade Drawdown -98281 -44367 -67793 -845877 -390901 -461447
Profit Factor 1.8126 2.5221 1.1747 1.095 1.1688 1.0191
Total Trades 197 98 99 197 98 99
Winning Trades 88 41 47 88 41 47
Losing Trades 109 57 52 109 57 52
Profitability (%) 44.6701 41.8367 47.4747 44.6701 41.8367 47.4747
Ratio Avg Win / Avg Loss 2.2451 3.5064 1.2996 1.3563 1.625 1.1275
Largest Winning Trade 204735 204735 48006 347019 347019 237790
Largest Losing Trade -74986 -37768 -74986 -224156 -188716 -224156
Avg Bars in Trades 32 34 30 32 34 30
Avg Bars in Winners 45 52 38 45 52 38
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 6410 3369 3040 6410 3369 3040
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319984 256037 -346327 -218975 -146264 -542756

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616328000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908017269,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "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": [
        [
            472721.0026775858,
            419214.1298865092,
            53506.8727910776,
            239966.2583441418,
            216261.6492035213,
            23704.6091406201
        ],
        [
            472.721003,
            419.21413,
            53.506873,
            239.966258,
            216.261649,
            23.704609
        ],
        [
            0.277826,
            0.246379,
            0.031447,
            0.071943,
            0.067693,
            0.012503
        ],
        [
            105.502354,
            105.502354,
            105.502354,
            105.502354,
            105.502354,
            105.502354
        ],
        [
            -98281,
            -44367,
            -67793,
            -845877,
            -390901,
            -461447
        ],
        [
            1.812574,
            2.522147,
            1.174661,
            1.095031,
            1.168841,
            1.019051
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            109,
            57,
            52,
            109,
            57,
            52
        ],
        [
            44.670051,
            41.836735,
            47.474747,
            44.670051,
            41.836735,
            47.474747
        ],
        [
            2.24512,
            3.5064,
            1.299625,
            1.356345,
            1.624974,
            1.127461
        ],
        [
            204735,
            204735,
            48006,
            347019,
            347019,
            237790
        ],
        [
            -74986,
            -37768,
            -74986,
            -224156,
            -188716,
            -224156
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            45,
            52,
            38,
            45,
            52,
            38
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            6410,
            3369,
            3040,
            6410,
            3369,
            3040
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319984,
            256037,
            -346327,
            -218975,
            -146264,
            -542756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616328000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758908017269,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "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)