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Trade: TWT/USDT/480/DEMA/HILO/5443

Strategy
TWT/USDT/480/DEMA/HILO/5443
Pair
TWT_USDT
Interval
8h
Score
355970
Daily Profit
0.241827
Profit Factor
1.951499
Profitability
58.415842
Streak
0.000000
Best Strategy
Training Data Length
1706.000000
Evaluation Time
2025-09-29 09:42
Expiration Time
2025-11-19 06:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412556.8645 322415.9185 90140.946 829807.9875 1367332.6295 -537524.642
Total P&L (%) 412.5569 322.4159 90.1409 829.808 1367.3326 -537.5246
Avg Daily Profit (%) 0.2418 0.189 0.0528 0.1308 0.1576 0
Buy And Hold Return (%) 98.2641 98.2641 98.2641 98.2641 98.2641 98.2641
Max Trade Drawdown -70439 -41466 -69431 -981781 -470570 -981781
Profit Factor 1.9515 2.9588 1.3351 1.1753 1.8037 0.8227
Total Trades 101 50 51 101 50 51
Winning Trades 59 30 29 59 30 29
Losing Trades 42 20 22 42 20 22
Profitability (%) 58.4158 60 56.8627 58.4158 60 56.8627
Ratio Avg Win / Avg Loss 1.3892 1.9726 1.0128 0.8367 1.2025 0.6241
Largest Winning Trade 148754 148754 48220 356723 356723 296693
Largest Losing Trade -51359 -18217 -51359 -981781 -312050 -981781
Avg Bars in Trades 48 49 47 48 49 47
Avg Bars in Winners 49 47 52 49 47 52
Avg Bars in Losers 46 52 40 46 52 40
Bars Traded 4875 2462 2413 4875 2462 2413
Profit Streak 0 107.613 0 0 107.613 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355970 -167484 -467000 -45969 -167815 -759943
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5118,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759128165973,
    "expiration_time": 1763525952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 131,
            "offset": 71
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 129
        }
    }
}
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": [
        [
            412556.8645327168,
            322415.9184991771,
            90140.9460335395,
            829807.9875492676,
            1367332.6295490118,
            -537524.641999743
        ],
        [
            412.556865,
            322.415918,
            90.140946,
            829.807988,
            1367.33263,
            -537.524642
        ],
        [
            0.241827,
            0.188989,
            0.052838,
            0.130789,
            0.15757,
            0
        ],
        [
            98.264104,
            98.264104,
            98.264104,
            98.264104,
            98.264104,
            98.264104
        ],
        [
            -70439,
            -41466,
            -69431,
            -981781,
            -470570,
            -981781
        ],
        [
            1.951499,
            2.95884,
            1.335108,
            1.175335,
            1.80374,
            0.822687
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            58.415842,
            60,
            56.862745,
            58.415842,
            60,
            56.862745
        ],
        [
            1.389203,
            1.97256,
            1.012841,
            0.836679,
            1.202493,
            0.624107
        ],
        [
            148754,
            148754,
            48220,
            356723,
            356723,
            296693
        ],
        [
            -51359,
            -18217,
            -51359,
            -981781,
            -312050,
            -981781
        ],
        [
            48,
            49,
            47,
            48,
            49,
            47
        ],
        [
            49,
            47,
            52,
            49,
            47,
            52
        ],
        [
            46,
            52,
            40,
            46,
            52,
            40
        ],
        [
            4875,
            2462,
            2413,
            4875,
            2462,
            2413
        ],
        [
            0,
            107.613032,
            0,
            0,
            107.613032,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355970,
            -167484,
            -467000,
            -45969,
            -167815,
            -759943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5118,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617523200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759128165973,
    "expiration_time": 1763525952000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 131,
            "offset": 71
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 129
        }
    }
}

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)