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Trade: TWT/USDT/720/PSAR/LINREG/5120

Strategy
TWT/USDT/720/PSAR/LINREG/5120
Pair
TWT_USDT
Interval
12h
Score
411612
Daily Profit
0.250848
Profit Factor
1.455954
Profitability
48.529412
Streak
11.405196
Best Strategy
Training Data Length
1707.000000
Evaluation Time
2025-09-30 00:43
Expiration Time
2025-11-19 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428198.1713 352227.3529 75970.8185 779181.9599 827383.8716 -48201.9117
Total P&L (%) 428.1982 352.2274 75.9708 779.182 827.3839 -48.2019
Avg Daily Profit (%) 0.2508 0.2063 0.0445 0.1274 0.1306 -0.0385
Buy And Hold Return (%) 69.0491 69.0491 69.0491 69.0491 69.0491 69.0491
Max Trade Drawdown -112093 -58264 -96590 -1133139 -705088 -602203
Profit Factor 1.456 1.7652 1.1587 1.1486 1.3128 0.9814
Total Trades 272 136 136 272 136 136
Winning Trades 132 64 68 132 64 68
Losing Trades 140 72 68 140 72 68
Profitability (%) 48.5294 47.0588 50 48.5294 47.0588 50
Ratio Avg Win / Avg Loss 1.5442 1.9859 1.1587 1.2182 1.4769 0.9814
Largest Winning Trade 78895 78895 37087 294302 294302 145132
Largest Losing Trade -31777 -20150 -31777 -349966 -256776 -349966
Avg Bars in Trades 12 11 12 12 11 12
Avg Bars in Winners 15 15 16 15 15 16
Avg Bars in Losers 9 9 9 9 9 9
Bars Traded 3353 1625 1728 3353 1625 1728
Profit Streak 11.4052 35.4052 0 11.4052 35.4052 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411612 348781 -313976 -77756 -18215 -580693
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3414,
    "evaluation_days": 1707,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613649600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182208945,
    "expiration_time": 1763571744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 120,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "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": [
        [
            428198.1713320286,
            352227.3528747099,
            75970.8184573182,
            779181.959922379,
            827383.8716228879,
            -48201.9117005082
        ],
        [
            428.198171,
            352.227353,
            75.970818,
            779.18196,
            827.383872,
            -48.201912
        ],
        [
            0.250848,
            0.206343,
            0.044505,
            0.127429,
            0.13056,
            -0.038529
        ],
        [
            69.049147,
            69.049147,
            69.049147,
            69.049147,
            69.049147,
            69.049147
        ],
        [
            -112093,
            -58264,
            -96590,
            -1133139,
            -705088,
            -602203
        ],
        [
            1.455954,
            1.765227,
            1.158658,
            1.14863,
            1.312804,
            0.981442
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            140,
            72,
            68,
            140,
            72,
            68
        ],
        [
            48.529412,
            47.058824,
            50,
            48.529412,
            47.058824,
            50
        ],
        [
            1.544194,
            1.985881,
            1.158658,
            1.218244,
            1.476905,
            0.981442
        ],
        [
            78895,
            78895,
            37087,
            294302,
            294302,
            145132
        ],
        [
            -31777,
            -20150,
            -31777,
            -349966,
            -256776,
            -349966
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            3353,
            1625,
            1728,
            3353,
            1625,
            1728
        ],
        [
            11.405196,
            35.405196,
            0,
            11.405196,
            35.405196,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411612,
            348781,
            -313976,
            -77756,
            -18215,
            -580693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3414,
    "evaluation_days": 1707,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613649600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759182208945,
    "expiration_time": 1763571744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 120,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 46,
            "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)