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Trade: TWT/USDT/120/HWMA/PWMA/7634

Strategy
TWT/USDT/120/HWMA/PWMA/7634
Pair
TWT_USDT
Interval
2h
Score
305846
Daily Profit
0.184711
Profit Factor
1.256626
Profitability
49.632893
Streak
12.565569
Best Strategy
Training Data Length
1705.420000
Evaluation Time
2025-09-29 04:34
Expiration Time
2025-11-29 11:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 298226.4845 315010.2068 -16783.7223 57148.3594 326943.989 -269795.6296
Total P&L (%) 298.2265 315.0102 -16.7837 57.1484 326.944 -269.7956
Avg Daily Profit (%) 0.1749 0.1847 -0.0098 0.0265 0.0851 0
Buy And Hold Return (%) 125.8336 125.8336 125.8336 125.8336 125.8336 125.8336
Max Trade Drawdown -222832 -143661 -145990 -478277 -272012 -382300
Profit Factor 1.1168 1.2566 0.9873 1.0149 1.1832 0.8681
Total Trades 1361 681 680 1361 681 680
Winning Trades 671 338 333 671 338 333
Losing Trades 690 343 347 690 343 347
Profitability (%) 49.302 49.6329 48.9706 49.302 49.6329 48.9706
Ratio Avg Win / Avg Loss 1.1485 1.2752 1.0288 1.0437 1.2007 0.9046
Largest Winning Trade 63781 63781 31589 200618 200618 49330
Largest Losing Trade -28767 -28767 -21918 -66512 -66512 -60131
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 20321 10163 10158 20321 10163 10158
Profit Streak 1.3989 12.5656 0 1.3989 12.5656 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84901 305846 -576237 -523223 -97001 -577903
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20465,
    "evaluation_days": 1705.42,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612663200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109665163,
    "expiration_time": 1764408528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.60385
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "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": [
        [
            298226.4844795256,
            315010.2067605624,
            -16783.7222810374,
            57148.3593838375,
            326943.9889516988,
            -269795.6295678616
        ],
        [
            298.226484,
            315.010207,
            -16.783722,
            57.148359,
            326.943989,
            -269.79563
        ],
        [
            0.17487,
            0.184711,
            -0.009841,
            0.026508,
            0.085146,
            0
        ],
        [
            125.83362,
            125.83362,
            125.83362,
            125.83362,
            125.83362,
            125.83362
        ],
        [
            -222832,
            -143661,
            -145990,
            -478277,
            -272012,
            -382300
        ],
        [
            1.116829,
            1.256626,
            0.987335,
            1.014922,
            1.183212,
            0.868088
        ],
        [
            1361,
            681,
            680,
            1361,
            681,
            680
        ],
        [
            671,
            338,
            333,
            671,
            338,
            333
        ],
        [
            690,
            343,
            347,
            690,
            343,
            347
        ],
        [
            49.301984,
            49.632893,
            48.970588,
            49.301984,
            49.632893,
            48.970588
        ],
        [
            1.148453,
            1.275215,
            1.028844,
            1.043661,
            1.200715,
            0.904584
        ],
        [
            63781,
            63781,
            31589,
            200618,
            200618,
            49330
        ],
        [
            -28767,
            -28767,
            -21918,
            -66512,
            -66512,
            -60131
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            20321,
            10163,
            10158,
            20321,
            10163,
            10158
        ],
        [
            1.398902,
            12.565569,
            0,
            1.398902,
            12.565569,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84901,
            305846,
            -576237,
            -523223,
            -97001,
            -577903
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20465,
    "evaluation_days": 1705.42,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1612663200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759109665163,
    "expiration_time": 1764408528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.60385
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "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)