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Trade: TWT/USDT/720/HMA/HILO/9626

Strategy
TWT/USDT/720/HMA/HILO/9626
Pair
TWT_USDT
Interval
12h
Score
464462
Daily Profit
0.300948
Profit Factor
2.245833
Profitability
49.462366
Streak
0.000000
Best Strategy
Training Data Length
1716.500000
Evaluation Time
2025-10-09 08:27
Expiration Time
2025-11-29 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 516577.9905 432286.9322 84291.0583 592223.154 1682952.4751 -1090729.3211
Total P&L (%) 516.578 432.2869 84.2911 592.2232 1682.9525 -1090.7293
Avg Daily Profit (%) 0.3009 0.2518 0.0491 0.1128 0.168 0
Buy And Hold Return (%) 79.0911 79.0911 79.0911 79.0911 79.0911 79.0911
Max Trade Drawdown -116914 -60123 -79942 -2119993 -1133473 -2160630
Profit Factor 2.2458 3.2154 1.384 1.0883 1.6232 0.7278
Total Trades 93 46 47 93 46 47
Winning Trades 46 19 27 46 19 27
Losing Trades 47 27 20 47 27 20
Profitability (%) 49.4624 41.3043 57.4468 49.4624 41.3043 57.4468
Ratio Avg Win / Avg Loss 2.2947 4.5692 1.0252 1.1119 2.3066 0.5391
Largest Winning Trade 316112 316112 60665 955979 955979 452100
Largest Losing Trade -64810 -28947 -64810 -1822618 -309432 -1822618
Avg Bars in Trades 34 34 33 34 34 33
Avg Bars in Winners 44 46 42 44 46 42
Avg Bars in Losers 23 25 21 23 25 21
Bars Traded 3168 1576 1592 3168 1576 1592
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 464462 355639 -271011 -165400 271041 -579731
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3433,
    "evaluation_days": 1716.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620864000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987654832,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            516577.9905399786,
            432286.9321910873,
            84291.0583488914,
            592223.1540022067,
            1682952.4751020346,
            -1090729.3210998285
        ],
        [
            516.577991,
            432.286932,
            84.291058,
            592.223154,
            1682.952475,
            -1090.729321
        ],
        [
            0.300948,
            0.251842,
            0.049106,
            0.112778,
            0.167974,
            0
        ],
        [
            79.091123,
            79.091123,
            79.091123,
            79.091123,
            79.091123,
            79.091123
        ],
        [
            -116914,
            -60123,
            -79942,
            -2119993,
            -1133473,
            -2160630
        ],
        [
            2.245833,
            3.215353,
            1.383993,
            1.088279,
            1.623153,
            0.727849
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            46,
            19,
            27,
            46,
            19,
            27
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            49.462366,
            41.304348,
            57.446809,
            49.462366,
            41.304348,
            57.446809
        ],
        [
            2.294656,
            4.569185,
            1.02518,
            1.111938,
            2.306585,
            0.539147
        ],
        [
            316112,
            316112,
            60665,
            955979,
            955979,
            452100
        ],
        [
            -64810,
            -28947,
            -64810,
            -1822618,
            -309432,
            -1822618
        ],
        [
            34,
            34,
            33,
            34,
            34,
            33
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            3168,
            1576,
            1592,
            3168,
            1576,
            1592
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464462,
            355639,
            -271011,
            -165400,
            271041,
            -579731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3433,
    "evaluation_days": 1716.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620864000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759987654832,
    "expiration_time": 1764417168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)