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Trade: TWT/USDT/120/MIDPOINT/DCU/9738

Strategy
TWT/USDT/120/MIDPOINT/DCU/9738
Pair
TWT_USDT
Interval
2h
Score
301811
Daily Profit
0.319798
Profit Factor
1.822928
Profitability
40.174672
Streak
33.477750
Best Strategy
Training Data Length
1705.170000
Evaluation Time
2025-09-28 22:27
Expiration Time
2025-11-29 05:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 545309.4786 444234.1151 101075.3634 1082771.3196 631441.2023 451330.1173
Total P&L (%) 545.3095 444.2341 101.0754 1082.7713 631.4412 451.3301
Avg Daily Profit (%) 0.3198 0.2605 0.0593 0.145 0.1168 0.1002
Buy And Hold Return (%) 130.2118 130.2118 130.2118 130.2118 130.2118 130.2118
Max Trade Drawdown -128923 -92813 -55345 -990491 -907246 -677229
Profit Factor 1.8229 2.1772 1.3543 1.1675 1.1733 1.1601
Total Trades 229 114 115 229 114 115
Winning Trades 92 42 50 92 42 50
Losing Trades 137 72 65 137 72 65
Profitability (%) 40.1747 36.8421 43.4783 40.1747 36.8421 43.4783
Ratio Avg Win / Avg Loss 2.7146 3.7324 1.7606 1.7386 2.0113 1.5081
Largest Winning Trade 237039 237039 38844 689593 689593 313340
Largest Losing Trade -31010 -31010 -19041 -203783 -198333 -203783
Avg Bars in Trades 86 106 67 86 106 67
Avg Bars in Winners 143 190 103 143 190 103
Avg Bars in Losers 48 57 39 48 57 39
Bars Traded 19888 12170 7717 19888 12170 7717
Profit Streak 33.4778 0 38.3944 33.4778 0 38.3944
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301811 150026 -280261 -36324 -72375 -107538
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20462,
    "evaluation_days": 1705.17,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613419200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759087677579,
    "expiration_time": 1764386150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 18,
            "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": [
        [
            545309.47855543,
            444234.1151244887,
            101075.363430941,
            1082771.3195835736,
            631441.2023294269,
            451330.1172541478
        ],
        [
            545.309479,
            444.234115,
            101.075363,
            1082.77132,
            631.441202,
            451.330117
        ],
        [
            0.319798,
            0.260522,
            0.059276,
            0.144985,
            0.116763,
            0.100167
        ],
        [
            130.211798,
            130.211798,
            130.211798,
            130.211798,
            130.211798,
            130.211798
        ],
        [
            -128923,
            -92813,
            -55345,
            -990491,
            -907246,
            -677229
        ],
        [
            1.822928,
            2.177238,
            1.354287,
            1.167499,
            1.173256,
            1.160058
        ],
        [
            229,
            114,
            115,
            229,
            114,
            115
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            137,
            72,
            65,
            137,
            72,
            65
        ],
        [
            40.174672,
            36.842105,
            43.478261,
            40.174672,
            36.842105,
            43.478261
        ],
        [
            2.714578,
            3.732408,
            1.760573,
            1.738559,
            2.011297,
            1.508076
        ],
        [
            237039,
            237039,
            38844,
            689593,
            689593,
            313340
        ],
        [
            -31010,
            -31010,
            -19041,
            -203783,
            -198333,
            -203783
        ],
        [
            86,
            106,
            67,
            86,
            106,
            67
        ],
        [
            143,
            190,
            103,
            143,
            190,
            103
        ],
        [
            48,
            57,
            39,
            48,
            57,
            39
        ],
        [
            19888,
            12170,
            7717,
            19888,
            12170,
            7717
        ],
        [
            33.47775,
            0,
            38.394416,
            33.47775,
            0,
            38.394416
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301811,
            150026,
            -280261,
            -36324,
            -72375,
            -107538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20462,
    "evaluation_days": 1705.17,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1613419200000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759087677579,
    "expiration_time": 1764386150400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 18,
            "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)