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Trade: TWT/USDT/720/RMA/OHLC4/9467

Strategy
TWT/USDT/720/RMA/OHLC4/9467
Pair
TWT_USDT
Interval
12h
Score
537550
Daily Profit
0.222176
Profit Factor
3.304950
Profitability
51.219512
Streak
32.182120
Best Strategy
Training Data Length
1717.500000
Evaluation Time
2025-10-10 07:22
Expiration Time
2025-11-30 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 442006.0881 381586.8943 60419.1939 988013.5954 1034821.6791 -46808.0837
Total P&L (%) 442.0061 381.5869 60.4192 988.0136 1034.8217 -46.8081
Avg Daily Profit (%) 0.2574 0.2222 0.0352 0.1391 0.1415 -0.0367
Buy And Hold Return (%) 59.46 59.46 59.46 59.46 59.46 59.46
Max Trade Drawdown -57508 -68144 -56502 -542450 -685941 -522008
Profit Factor 2.3496 3.305 1.3731 1.3679 1.7129 0.9621
Total Trades 81 41 40 81 41 40
Winning Trades 40 21 19 40 21 19
Losing Trades 41 20 21 41 20 21
Profitability (%) 49.3827 51.2195 47.5 49.3827 51.2195 47.5
Ratio Avg Win / Avg Loss 2.4083 3.1476 1.5176 1.4021 1.6313 1.0633
Largest Winning Trade 161546 161546 51723 525089 525089 337335
Largest Losing Trade -52374 -25636 -52374 -491656 -260898 -491656
Avg Bars in Trades 39 38 39 39 38 39
Avg Bars in Winners 39 35 44 39 35 44
Avg Bars in Losers 38 42 35 38 42 35
Bars Traded 3162 1579 1583 3162 1579 1583
Profit Streak 30.6821 32.1821 30.6821 30.6821 32.1821 30.6821
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2469 537550 -305422 -21514 27153 -579515
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3435,
    "evaluation_days": 1717.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070135166,
    "expiration_time": 1764506160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 200
        }
    }
}
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": [
        [
            442006.0881433653,
            381586.8942801317,
            60419.1938632335,
            988013.595374333,
            1034821.6790955982,
            -46808.0837212654
        ],
        [
            442.006088,
            381.586894,
            60.419194,
            988.013595,
            1034.821679,
            -46.808084
        ],
        [
            0.257354,
            0.222176,
            0.035179,
            0.139074,
            0.14153,
            -0.036748
        ],
        [
            59.460023,
            59.460023,
            59.460023,
            59.460023,
            59.460023,
            59.460023
        ],
        [
            -57508,
            -68144,
            -56502,
            -542450,
            -685941,
            -522008
        ],
        [
            2.349606,
            3.30495,
            1.373058,
            1.367922,
            1.712858,
            0.96206
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            49.382716,
            51.219512,
            47.5,
            49.382716,
            51.219512,
            47.5
        ],
        [
            2.408346,
            3.147572,
            1.51759,
            1.40212,
            1.631293,
            1.063329
        ],
        [
            161546,
            161546,
            51723,
            525089,
            525089,
            337335
        ],
        [
            -52374,
            -25636,
            -52374,
            -491656,
            -260898,
            -491656
        ],
        [
            39,
            38,
            39,
            39,
            38,
            39
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            3162,
            1579,
            1583,
            3162,
            1579,
            1583
        ],
        [
            30.68212,
            32.18212,
            30.68212,
            30.68212,
            32.18212,
            30.68212
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2469,
            537550,
            -305422,
            -21514,
            27153,
            -579515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3435,
    "evaluation_days": 1717.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620345600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070135166,
    "expiration_time": 1764506160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 200
        }
    }
}

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)