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Trade: TWT/USDT/1/KCL/T3/3669

Strategy
TWT/USDT/1/KCL/T3/3669
Pair
TWT_USDT
Interval
1m
Score
448799
Daily Profit
5.400866
Profit Factor
2.380253
Profitability
68.965517
Streak
1.688221
Best Strategy
Training Data Length
17.360000
Evaluation Time
2025-09-29 20:58
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 98273.2479 78755.1087 19518.1392 149215.4395 108606.2299 40609.2096
Total P&L (%) 98.2732 78.7551 19.5181 149.2154 108.6062 40.6092
Avg Daily Profit (%) 5.6609 4.5366 1.1243 5.4009 4.3265 1.9826
Buy And Hold Return (%) 67.7605 67.7605 67.7605 67.7605 67.7605 67.7605
Max Trade Drawdown -10705 -13449 -11069 -20742 -25736 -14985
Profit Factor 2.5015 3.3225 1.6189 2.3803 2.762 1.8739
Total Trades 116 58 58 116 58 58
Winning Trades 80 40 40 80 40 40
Losing Trades 36 18 18 36 18 18
Profitability (%) 68.9655 68.9655 68.9655 68.9655 68.9655 68.9655
Ratio Avg Win / Avg Loss 1.1257 1.4951 0.7285 1.0711 1.2429 0.8432
Largest Winning Trade 21474 21474 6236 21677 21677 7766
Largest Losing Trade -9082 -9082 -8383 -18515 -18515 -14985
Avg Bars in Trades 211 256 166 211 256 166
Avg Bars in Winners 137 162 113 137 162 113
Avg Bars in Losers 376 466 285 376 466 285
Bars Traded 24565 14891 9674 24565 14891 9674
Profit Streak 1.6882 1.9389 1.6882 1.6882 1.9389 1.6882
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -7441 -275973 -334147 448799 -171293 -332910
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": 1757562000000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759168682270,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 239,
            "offset": 0,
            "a": 0.66157
        }
    }
}
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": [
        [
            98273.2478590296,
            78755.1086726071,
            19518.1391864225,
            149215.4394500493,
            108606.2298740559,
            40609.2095759935
        ],
        [
            98.273248,
            78.755109,
            19.518139,
            149.215439,
            108.60623,
            40.60921
        ],
        [
            5.660901,
            4.536585,
            1.124317,
            5.400866,
            4.32645,
            1.982614
        ],
        [
            67.760492,
            67.760492,
            67.760492,
            67.760492,
            67.760492,
            67.760492
        ],
        [
            -10705,
            -13449,
            -11069,
            -20742,
            -25736,
            -14985
        ],
        [
            2.501535,
            3.322462,
            1.61887,
            2.380253,
            2.762037,
            1.873869
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517
        ],
        [
            1.125691,
            1.495108,
            0.728492,
            1.071114,
            1.242917,
            0.843241
        ],
        [
            21474,
            21474,
            6236,
            21677,
            21677,
            7766
        ],
        [
            -9082,
            -9082,
            -8383,
            -18515,
            -18515,
            -14985
        ],
        [
            211,
            256,
            166,
            211,
            256,
            166
        ],
        [
            137,
            162,
            113,
            137,
            162,
            113
        ],
        [
            376,
            466,
            285,
            376,
            466,
            285
        ],
        [
            24565,
            14891,
            9674,
            24565,
            14891,
            9674
        ],
        [
            1.688221,
            1.938915,
            1.688221,
            1.688221,
            1.938915,
            1.688221
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7441,
            -275973,
            -334147,
            448799,
            -171293,
            -332910
        ]
    ]
}
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": 1757562000000,
    "last_datapoint_time": 1759047660000,
    "evaluation_time": 1759168682270,
    "expiration_time": 1765527660000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 156,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 239,
            "offset": 0,
            "a": 0.66157
        }
    }
}

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)