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Trade: TWT/USDT/720/PWMA/SSF/7817

Strategy
TWT/USDT/720/PWMA/SSF/7817
Pair
TWT_USDT
Interval
12h
Score
419226
Daily Profit
0.199912
Profit Factor
3.364658
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-25 20:20
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 428154.64 340250.9891 87903.6509 1075224.5553 1453036.0987 -377811.5433
Total P&L (%) 428.1546 340.251 87.9037 1075.2246 1453.0361 -377.8115
Avg Daily Profit (%) 0.2516 0.1999 0.0516 0.1449 0.1613 0
Buy And Hold Return (%) 107.8451 107.8451 107.8451 107.8451 107.8451 107.8451
Max Trade Drawdown -75400 -38146 -58703 -2547898 -1021951 -1690549
Profit Factor 2.2734 3.3647 1.457 1.172 1.6393 0.905
Total Trades 66 33 33 66 33 33
Winning Trades 37 18 19 37 18 19
Losing Trades 29 15 14 29 15 14
Profitability (%) 56.0606 54.5455 57.5758 56.0606 54.5455 57.5758
Ratio Avg Win / Avg Loss 1.7819 2.8039 1.0736 0.9186 1.3661 0.6668
Largest Winning Trade 123874 123874 47375 673038 645019 673038
Largest Losing Trade -58703 -32168 -58703 -1670588 -573936 -1670588
Avg Bars in Trades 48 52 45 48 52 45
Avg Bars in Winners 54 57 52 54 57 52
Avg Bars in Losers 41 46 36 41 46 36
Bars Traded 3226 1725 1501 3226 1725 1501
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 -117573 419226 -287720 -159877 369512 -579820

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1617364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820835508,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            428154.6400147928,
            340250.9890890168,
            87903.6509257758,
            1075224.5553473984,
            1453036.0986896465,
            -377811.5433422474
        ],
        [
            428.15464,
            340.250989,
            87.903651,
            1075.224555,
            1453.036099,
            -377.811543
        ],
        [
            0.25156,
            0.199912,
            0.051647,
            0.144878,
            0.161281,
            0
        ],
        [
            107.845068,
            107.845068,
            107.845068,
            107.845068,
            107.845068,
            107.845068
        ],
        [
            -75400,
            -38146,
            -58703,
            -2547898,
            -1021951,
            -1690549
        ],
        [
            2.273407,
            3.364658,
            1.457028,
            1.172045,
            1.639297,
            0.904996
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            56.060606,
            54.545455,
            57.575758,
            56.060606,
            54.545455,
            57.575758
        ],
        [
            1.781859,
            2.803882,
            1.073599,
            0.91863,
            1.366081,
            0.666839
        ],
        [
            123874,
            123874,
            47375,
            673038,
            645019,
            673038
        ],
        [
            -58703,
            -32168,
            -58703,
            -1670588,
            -573936,
            -1670588
        ],
        [
            48,
            52,
            45,
            48,
            52,
            45
        ],
        [
            54,
            57,
            52,
            54,
            57,
            52
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            3226,
            1725,
            1501,
            3226,
            1725,
            1501
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117573,
            419226,
            -287720,
            -159877,
            369512,
            -579820
        ]
    ]
}
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": 1617364800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758820835508,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 245,
            "offset": 0,
            "poles": 2
        }
    }
}

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)