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Trade: TWT/USDT/720/ZLMA/VWMA/6809

Strategy
TWT/USDT/720/ZLMA/VWMA/6809
Pair
TWT_USDT
Interval
12h
Score
530316
Daily Profit
0.208273
Profit Factor
2.829465
Profitability
60.000000
Streak
97.067955
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-27 16:37
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 469591.1832 354481.2955 115109.8877 663141.1328 477988.414 185152.7188
Total P&L (%) 469.5912 354.4813 115.1099 663.1411 477.9884 185.1527
Avg Daily Profit (%) 0.2759 0.2083 0.0676 0.1195 0.1031 0.0616
Buy And Hold Return (%) 53.0023 53.0023 53.0023 53.0023 53.0023 53.0023
Max Trade Drawdown -81649 -44818 -73323 -597316 -659636 -350148
Profit Factor 2.1629 2.8295 1.548 1.2418 1.3282 1.144
Total Trades 71 35 36 71 35 36
Winning Trades 42 21 21 42 21 21
Losing Trades 29 14 15 29 14 15
Profitability (%) 59.1549 60 58.3333 59.1549 60 58.3333
Ratio Avg Win / Avg Loss 1.4934 1.8863 1.1057 0.8574 0.8854 0.8171
Largest Winning Trade 165689 165689 48966 365859 353974 365859
Largest Losing Trade -73323 -37857 -73323 -459888 -459888 -290973
Avg Bars in Trades 44 58 31 44 58 31
Avg Bars in Winners 50 61 39 50 61 39
Avg Bars in Losers 36 54 20 36 54 20
Bars Traded 3194 2059 1135 3194 2059 1135
Profit Streak 95.068 97.068 95.068 95.068 97.068 95.068
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77580 530316 -105136 -123880 -54862 -175533
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": 1758980271287,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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": [
        [
            469591.1831770772,
            354481.2954935714,
            115109.8876835055,
            663141.1327881137,
            477988.414025491,
            185152.7187626231
        ],
        [
            469.591183,
            354.481295,
            115.109888,
            663.141133,
            477.988414,
            185.152719
        ],
        [
            0.275906,
            0.208273,
            0.067632,
            0.119476,
            0.103131,
            0.061585
        ],
        [
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296,
            53.002296
        ],
        [
            -81649,
            -44818,
            -73323,
            -597316,
            -659636,
            -350148
        ],
        [
            2.162918,
            2.829465,
            1.548032,
            1.24181,
            1.32817,
            1.14399
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            59.15493,
            60,
            58.333333,
            59.15493,
            60,
            58.333333
        ],
        [
            1.493443,
            1.88631,
            1.105737,
            0.85744,
            0.885447,
            0.817135
        ],
        [
            165689,
            165689,
            48966,
            365859,
            353974,
            365859
        ],
        [
            -73323,
            -37857,
            -73323,
            -459888,
            -459888,
            -290973
        ],
        [
            44,
            58,
            31,
            44,
            58,
            31
        ],
        [
            50,
            61,
            39,
            50,
            61,
            39
        ],
        [
            36,
            54,
            20,
            36,
            54,
            20
        ],
        [
            3194,
            2059,
            1135,
            3194,
            2059,
            1135
        ],
        [
            95.067955,
            97.067955,
            95.067955,
            95.067955,
            97.067955,
            95.067955
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77580,
            530316,
            -105136,
            -123880,
            -54862,
            -175533
        ]
    ]
}
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": 1758980271287,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 48,
            "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)