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Trade: TWT/USDT/720/ALMA/FWMA/3056

Strategy
TWT/USDT/720/ALMA/FWMA/3056
Pair
TWT_USDT
Interval
12h
Score
350236
Daily Profit
0.295367
Profit Factor
2.075078
Profitability
45.882353
Streak
0.000000
Best Strategy
Training Data Length
1710.500000
Evaluation Time
2025-10-03 15:14
Expiration Time
2025-11-23 09:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 505225.879 445593.6386 59632.2404 317423.2971 127722.8923 189700.4048
Total P&L (%) 505.2259 445.5936 59.6322 317.4233 127.7229 189.7004
Avg Daily Profit (%) 0.2954 0.2605 0.0349 0.0836 0.0481 0.0622
Buy And Hold Return (%) 109.9952 109.9952 109.9952 109.9952 109.9952 109.9952
Max Trade Drawdown -255854 -147732 -111691 -8350205 -5785741 -2817327
Profit Factor 2.0751 2.7281 1.2812 1.0265 1.0175 1.0404
Total Trades 85 43 42 85 43 42
Winning Trades 39 16 23 39 16 23
Losing Trades 46 27 19 46 27 19
Profitability (%) 45.8824 37.2093 54.7619 45.8824 37.2093 54.7619
Ratio Avg Win / Avg Loss 2.4475 4.6037 1.0583 1.2107 1.717 0.8595
Largest Winning Trade 333600 333600 54980 3142202 3142202 2039991
Largest Losing Trade -36289 -36289 -35775 -2104198 -2104198 -830106
Avg Bars in Trades 37 39 35 37 39 35
Avg Bars in Winners 41 43 40 41 43 40
Avg Bars in Losers 33 36 30 33 36 30
Bars Traded 3184 1681 1503 3184 1681 1503
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 350236 224764 -311472 -277364 -449361 -295658
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3421,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619611200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493684793,
    "expiration_time": 1763883216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 163
        }
    }
}
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": [
        [
            505225.8789998059,
            445593.638603367,
            59632.2403964389,
            317423.2970697827,
            127722.8923106485,
            189700.4047591353
        ],
        [
            505.225879,
            445.593639,
            59.63224,
            317.423297,
            127.722892,
            189.700405
        ],
        [
            0.295367,
            0.260505,
            0.034862,
            0.083574,
            0.048124,
            0.062204
        ],
        [
            109.995202,
            109.995202,
            109.995202,
            109.995202,
            109.995202,
            109.995202
        ],
        [
            -255854,
            -147732,
            -111691,
            -8350205,
            -5785741,
            -2817327
        ],
        [
            2.075078,
            2.728118,
            1.281159,
            1.026476,
            1.017505,
            1.040425
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            45.882353,
            37.209302,
            54.761905,
            45.882353,
            37.209302,
            54.761905
        ],
        [
            2.447528,
            4.603698,
            1.058349,
            1.210716,
            1.71704,
            0.859482
        ],
        [
            333600,
            333600,
            54980,
            3142202,
            3142202,
            2039991
        ],
        [
            -36289,
            -36289,
            -35775,
            -2104198,
            -2104198,
            -830106
        ],
        [
            37,
            39,
            35,
            37,
            39,
            35
        ],
        [
            41,
            43,
            40,
            41,
            43,
            40
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            3184,
            1681,
            1503,
            3184,
            1681,
            1503
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350236,
            224764,
            -311472,
            -277364,
            -449361,
            -295658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3421,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619611200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759493684793,
    "expiration_time": 1763883216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 21,
            "offset": 163
        }
    }
}

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)