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Trade: TWT/USDT/1/KCL/SINWMA/8210

Strategy
TWT/USDT/1/KCL/SINWMA/8210
Pair
TWT_USDT
Interval
1m
Score
346551
Daily Profit
4.265509
Profit Factor
2.160359
Profitability
50.000000
Streak
6.968059
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-10-05 05:40
Expiration Time
2025-12-12 10:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 80328.3488 70034.7374 10293.6115 106500.9046 83651.3529 22849.5517
Total P&L (%) 80.3283 70.0347 10.2936 106.5009 83.6514 22.8496
Avg Daily Profit (%) 4.6272 4.0343 0.593 4.2655 3.5636 1.1925
Buy And Hold Return (%) 67.7824 67.7824 67.7824 67.7824 67.7824 67.7824
Max Trade Drawdown -15417 -15368 -8353 -28399 -28241 -8883
Profit Factor 2.3378 2.6308 1.6019 2.1604 2.1971 2.0431
Total Trades 126 63 63 126 63 63
Winning Trades 63 31 32 63 31 32
Losing Trades 63 32 31 63 32 31
Profitability (%) 50 49.2063 50.7937 50 49.2063 50.7937
Ratio Avg Win / Avg Loss 2.3378 2.7157 1.5519 2.1604 2.268 1.9792
Largest Winning Trade 22922 22922 4387 24313 24313 6544
Largest Losing Trade -14090 -14090 -1965 -25930 -25930 -3994
Avg Bars in Trades 194 323 66 194 323 66
Avg Bars in Winners 151 257 48 151 257 48
Avg Bars in Losers 238 387 84 238 387 84
Bars Traded 24557 20389 4168 24557 20389 4168
Profit Streak 6.9681 6.9681 7.1069 6.9681 6.9681 7.1069
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88477 -283367 -298804 346551 -222084 -296120
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757559600000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759632000306,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "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": [
        [
            80328.3488288753,
            70034.7373536788,
            10293.6114751964,
            106500.9045692782,
            83651.352915048,
            22849.5516542301
        ],
        [
            80.328349,
            70.034737,
            10.293611,
            106.500905,
            83.651353,
            22.849552
        ],
        [
            4.627209,
            4.034259,
            0.59295,
            4.265509,
            3.563575,
            1.192482
        ],
        [
            67.782427,
            67.782427,
            67.782427,
            67.782427,
            67.782427,
            67.782427
        ],
        [
            -15417,
            -15368,
            -8353,
            -28399,
            -28241,
            -8883
        ],
        [
            2.337772,
            2.630789,
            1.601929,
            2.160359,
            2.197124,
            2.043082
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            50,
            49.206349,
            50.793651,
            50,
            49.206349,
            50.793651
        ],
        [
            2.337772,
            2.715653,
            1.551869,
            2.160359,
            2.267999,
            1.979236
        ],
        [
            22922,
            22922,
            4387,
            24313,
            24313,
            6544
        ],
        [
            -14090,
            -14090,
            -1965,
            -25930,
            -25930,
            -3994
        ],
        [
            194,
            323,
            66,
            194,
            323,
            66
        ],
        [
            151,
            257,
            48,
            151,
            257,
            48
        ],
        [
            238,
            387,
            84,
            238,
            387,
            84
        ],
        [
            24557,
            20389,
            4168,
            24557,
            20389,
            4168
        ],
        [
            6.968059,
            6.968059,
            7.106948,
            6.968059,
            6.968059,
            7.106948
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88477,
            -283367,
            -298804,
            346551,
            -222084,
            -296120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "1m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 17.36,
    "actual_first_datapoint_time": 1757547720000,
    "first_datapoint_time": 1757559600000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759632000306,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "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)