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Trade: TWT/USDT/720/TEMA/ALMA/2036

Strategy
TWT/USDT/720/TEMA/ALMA/2036
Pair
TWT_USDT
Interval
12h
Score
322382
Daily Profit
0.249631
Profit Factor
3.055615
Profitability
50.000000
Streak
25.341753
Best Strategy
Training Data Length
1708.000000
Evaluation Time
2025-09-30 23:12
Expiration Time
2025-11-20 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527356.2584 426370.553 100985.7055 1447567.7566 1037951.6909 409616.0657
Total P&L (%) 527.3563 426.3706 100.9857 1447.5678 1037.9517 409.6161
Avg Daily Profit (%) 0.3088 0.2496 0.0591 0.1605 0.1425 0.0954
Buy And Hold Return (%) 192.8554 192.8554 192.8554 192.8554 192.8554 192.8554
Max Trade Drawdown -101107 -69219 -46865 -2013765 -1347938 -961506
Profit Factor 2.4238 3.0556 1.6196 1.2428 1.3033 1.1613
Total Trades 77 38 39 77 38 39
Winning Trades 38 19 19 38 19 19
Losing Trades 39 19 20 39 19 20
Profitability (%) 49.3506 50 48.7179 49.3506 50 48.7179
Ratio Avg Win / Avg Loss 2.4876 3.0556 1.7049 1.2755 1.3033 1.2224
Largest Winning Trade 183273 183273 43032 1102695 1102695 433311
Largest Losing Trade -46865 -25430 -46865 -930772 -517573 -930772
Avg Bars in Trades 41 44 37 41 44 37
Avg Bars in Winners 46 49 43 46 49 43
Avg Bars in Losers 35 40 31 35 40 31
Bars Traded 3165 1704 1461 3165 1704 1461
Profit Streak 13.3418 25.3418 13.3418 13.3418 25.3418 13.3418
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35212 322382 -276558 -38016 -2836 -114627
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621771200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263127502,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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": [
        [
            527356.2584479864,
            426370.5529903235,
            100985.7054576632,
            1447567.756600847,
            1037951.6909240191,
            409616.0656768278
        ],
        [
            527.356258,
            426.370553,
            100.985705,
            1447.567757,
            1037.951691,
            409.616066
        ],
        [
            0.308757,
            0.249631,
            0.059125,
            0.160507,
            0.142479,
            0.09539
        ],
        [
            192.855436,
            192.855436,
            192.855436,
            192.855436,
            192.855436,
            192.855436
        ],
        [
            -101107,
            -69219,
            -46865,
            -2013765,
            -1347938,
            -961506
        ],
        [
            2.423785,
            3.055615,
            1.619647,
            1.24283,
            1.303307,
            1.161323
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            49.350649,
            50,
            48.717949,
            49.350649,
            50,
            48.717949
        ],
        [
            2.487568,
            3.055615,
            1.704891,
            1.275536,
            1.303307,
            1.222445
        ],
        [
            183273,
            183273,
            43032,
            1102695,
            1102695,
            433311
        ],
        [
            -46865,
            -25430,
            -46865,
            -930772,
            -517573,
            -930772
        ],
        [
            41,
            44,
            37,
            41,
            44,
            37
        ],
        [
            46,
            49,
            43,
            46,
            49,
            43
        ],
        [
            35,
            40,
            31,
            35,
            40,
            31
        ],
        [
            3165,
            1704,
            1461,
            3165,
            1704,
            1461
        ],
        [
            13.341753,
            25.341753,
            13.341753,
            13.341753,
            25.341753,
            13.341753
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35212,
            322382,
            -276558,
            -38016,
            -2836,
            -114627
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621771200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263127502,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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)