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Trade: TWT/USDT/720/HWMA/SUPERTREND/5955

Strategy
TWT/USDT/720/HWMA/SUPERTREND/5955
Pair
TWT_USDT
Interval
12h
Score
325771
Daily Profit
0.155903
Profit Factor
1.614215
Profitability
48.717949
Streak
25.608505
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 05:36
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 230659.2546 265346.6331 -34687.3785 -41232.5756 118297.9866 -159530.5621
Total P&L (%) 230.6593 265.3466 -34.6874 -41.2326 118.298 -159.5306
Avg Daily Profit (%) 0.1355 0.1559 -0.0204 -0.0312 0.0459 0
Buy And Hold Return (%) 53.0023 53.0023 53.0023 53.0023 53.0023 53.0023
Max Trade Drawdown -118920 -68418 -121975 -215813 -56830 -190759
Profit Factor 1.213 1.6142 0.9467 0.9639 1.2693 0.7734
Total Trades 235 117 118 235 117 118
Winning Trades 124 57 67 124 57 67
Losing Trades 111 60 51 111 60 51
Profitability (%) 52.766 48.7179 56.7797 52.766 48.7179 56.7797
Ratio Avg Win / Avg Loss 1.0858 1.6992 0.7206 0.8629 1.3361 0.5887
Largest Winning Trade 108244 108244 35774 47928 47928 32079
Largest Losing Trade -62441 -30381 -62441 -97700 -27340 -97700
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3235 1611 1624 3235 1611 1624
Profit Streak 0 25.6085 0 0 25.6085 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12601 325771 -579862 -578911 -137001 -579862

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854174860,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.76783
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 154,
            "offset": 0,
            "multiplier": 2.76072
        }
    }
}
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": [
        [
            230659.2546066464,
            265346.6331277791,
            -34687.3785211327,
            -41232.5755616244,
            118297.9865658025,
            -159530.562127427
        ],
        [
            230.659255,
            265.346633,
            -34.687379,
            -41.232576,
            118.297987,
            -159.530562
        ],
        [
            0.135522,
            0.155903,
            -0.02038,
            -0.031228,
            0.04588,
            0
        ],
        [
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296
        ],
        [
            -118920,
            -68418,
            -121975,
            -215813,
            -56830,
            -190759
        ],
        [
            1.213001,
            1.614215,
            0.946708,
            0.963937,
            1.269282,
            0.773409
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            124,
            57,
            67,
            124,
            57,
            67
        ],
        [
            111,
            60,
            51,
            111,
            60,
            51
        ],
        [
            52.765957,
            48.717949,
            56.779661,
            52.765957,
            48.717949,
            56.779661
        ],
        [
            1.085832,
            1.699174,
            0.720628,
            0.862879,
            1.336086,
            0.588714
        ],
        [
            108244,
            108244,
            35774,
            47928,
            47928,
            32079
        ],
        [
            -62441,
            -30381,
            -62441,
            -97700,
            -27340,
            -97700
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3235,
            1611,
            1624,
            3235,
            1611,
            1624
        ],
        [
            0,
            25.608505,
            0,
            0,
            25.608505,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12601,
            325771,
            -579862,
            -578911,
            -137001,
            -579862
        ]
    ]
}
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": 1618185600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758854174860,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.76783
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 154,
            "offset": 0,
            "multiplier": 2.76072
        }
    }
}

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)