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Trade: TWT/USDT/720/DCM/SMA/6324

Strategy
TWT/USDT/720/DCM/SMA/6324
Pair
TWT_USDT
Interval
12h
Score
448726
Daily Profit
0.155473
Profit Factor
1.859671
Profitability
60.747664
Streak
40.567868
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-27 16:37
Expiration Time
2025-11-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 431826.9471 324833.0673 106993.8798 870955.6588 1307080.5949 -436124.9361
Total P&L (%) 431.8269 324.8331 106.9939 870.9557 1307.0806 -436.1249
Avg Daily Profit (%) 0.2537 0.1909 0.0629 0.1336 0.1555 0
Buy And Hold Return (%) 97.9678 97.9678 97.9678 97.9678 97.9678 97.9678
Max Trade Drawdown -165606 -48212 -179141 -1186147 -296120 -1620922
Profit Factor 1.5948 2.1503 1.2412 1.1895 1.8597 0.8582
Total Trades 213 107 106 213 107 106
Winning Trades 124 65 59 124 65 59
Losing Trades 89 42 47 89 42 47
Profitability (%) 58.216 60.7477 55.6604 58.216 60.7477 55.6604
Ratio Avg Win / Avg Loss 1.1446 1.3894 0.9887 0.8538 1.2016 0.6836
Largest Winning Trade 82438 82438 48055 516531 516531 223790
Largest Losing Trade -48212 -48212 -45674 -371785 -129605 -371785
Avg Bars in Trades 15 11 19 15 11 19
Avg Bars in Winners 14 9 19 14 9 19
Avg Bars in Losers 17 14 20 17 14 20
Bars Traded 3321 1247 2074 3321 1247 2074
Profit Streak 40.5679 40.5679 42.5679 40.5679 40.5679 42.5679
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 434524 362904 -246317 -23933 448726 -579051
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613304000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758980263784,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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": [
        [
            431826.9470563681,
            324833.0673045864,
            106993.8797517815,
            870955.6587927627,
            1307080.5949416487,
            -436124.9361488866
        ],
        [
            431.826947,
            324.833067,
            106.99388,
            870.955659,
            1307.080595,
            -436.124936
        ],
        [
            0.253717,
            0.190854,
            0.062864,
            0.133644,
            0.155473,
            0
        ],
        [
            97.967797,
            97.967797,
            97.967797,
            97.967797,
            97.967797,
            97.967797
        ],
        [
            -165606,
            -48212,
            -179141,
            -1186147,
            -296120,
            -1620922
        ],
        [
            1.594766,
            2.150269,
            1.241168,
            1.18954,
            1.859671,
            0.858155
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            124,
            65,
            59,
            124,
            65,
            59
        ],
        [
            89,
            42,
            47,
            89,
            42,
            47
        ],
        [
            58.215962,
            60.747664,
            55.660377,
            58.215962,
            60.747664,
            55.660377
        ],
        [
            1.14463,
            1.389404,
            0.988727,
            0.853783,
            1.201634,
            0.683615
        ],
        [
            82438,
            82438,
            48055,
            516531,
            516531,
            223790
        ],
        [
            -48212,
            -48212,
            -45674,
            -371785,
            -129605,
            -371785
        ],
        [
            15,
            11,
            19,
            15,
            11,
            19
        ],
        [
            14,
            9,
            19,
            14,
            9,
            19
        ],
        [
            17,
            14,
            20,
            17,
            14,
            20
        ],
        [
            3321,
            1247,
            2074,
            3321,
            1247,
            2074
        ],
        [
            40.567868,
            40.567868,
            42.567868,
            40.567868,
            40.567868,
            42.567868
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            434524,
            362904,
            -246317,
            -23933,
            448726,
            -579051
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613304000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758980263784,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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)