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Trade: TWT/USDT/720/HLC3/KCL/8473

Strategy
TWT/USDT/720/HLC3/KCL/8473
Pair
TWT_USDT
Interval
12h
Score
445182
Daily Profit
0.172230
Profit Factor
1.841014
Profitability
63.157895
Streak
192.475031
Best Strategy
Training Data Length
1706.000000
Evaluation Time
2025-09-29 02:24
Expiration Time
2025-11-18 18:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293824.9014 247914.2139 45910.6875 -738752.1134 -299315.8701 -439436.2433
Total P&L (%) 293.8249 247.9142 45.9107 -738.7521 -299.3159 -439.4362
Avg Daily Profit (%) 0.1722 0.1453 0.0269 0 0 0
Buy And Hold Return (%) 57.827 57.827 57.827 57.827 57.827 57.827
Max Trade Drawdown -128515 -25882 -128515 -862457 -368045 -494412
Profit Factor 1.841 3.739 1.1774 0.4418 0.4307 0.4491
Total Trades 133 67 66 133 67 66
Winning Trades 84 39 45 55 32 23
Losing Trades 49 28 21 78 35 43
Profitability (%) 63.1579 58.209 68.1818 41.3534 47.7612 34.8485
Ratio Avg Win / Avg Loss 1.0739 2.6844 0.5494 0.6266 0.4711 0.8396
Largest Winning Trade 59380 59380 31281 189770 48008 189770
Largest Losing Trade -128515 -15641 -128515 -287495 -94763 -287495
Avg Bars in Trades 22 8 36 22 8 36
Avg Bars in Winners 18 9 25 22 7 44
Avg Bars in Losers 29 7 59 22 9 32
Bars Traded 2986 577 2409 2986 577 2409
Profit Streak 192.475 192.475 193.475 0 0 0
Trades During Streak 10 5 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445182 -108070 -470214 -583510 -698328 -711128
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3412,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621123200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759101842655,
    "expiration_time": 1763482752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 7
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            293824.9013734818,
            247914.213871747,
            45910.687501735,
            -738752.1134137933,
            -299315.8701282647,
            -439436.2432855285
        ],
        [
            293.824901,
            247.914214,
            45.910688,
            -738.752113,
            -299.31587,
            -439.436243
        ],
        [
            0.17223,
            0.145319,
            0.026911,
            0,
            0,
            0
        ],
        [
            57.827019,
            57.827019,
            57.827019,
            57.827019,
            57.827019,
            57.827019
        ],
        [
            -128515,
            -25882,
            -128515,
            -862457,
            -368045,
            -494412
        ],
        [
            1.841014,
            3.739033,
            1.177358,
            0.441801,
            0.43072,
            0.449105
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            84,
            39,
            45,
            55,
            32,
            23
        ],
        [
            49,
            28,
            21,
            78,
            35,
            43
        ],
        [
            63.157895,
            58.208955,
            68.181818,
            41.353383,
            47.761194,
            34.848485
        ],
        [
            1.073925,
            2.684434,
            0.549434,
            0.626554,
            0.4711,
            0.839631
        ],
        [
            59380,
            59380,
            31281,
            189770,
            48008,
            189770
        ],
        [
            -128515,
            -15641,
            -128515,
            -287495,
            -94763,
            -287495
        ],
        [
            22,
            8,
            36,
            22,
            8,
            36
        ],
        [
            18,
            9,
            25,
            22,
            7,
            44
        ],
        [
            29,
            7,
            59,
            22,
            9,
            32
        ],
        [
            2986,
            577,
            2409,
            2986,
            577,
            2409
        ],
        [
            192.475031,
            192.475031,
            193.475031,
            0,
            0,
            0
        ],
        [
            10,
            5,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445182,
            -108070,
            -470214,
            -583510,
            -698328,
            -711128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3412,
    "evaluation_days": 1706,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621123200000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759101842655,
    "expiration_time": 1763482752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 7
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)