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Trade: TWT/USDT/240/DCM/KCU/2581

Strategy
TWT/USDT/240/DCM/KCU/2581
Pair
TWT_USDT
Interval
4h
Score
373356
Daily Profit
0.264946
Profit Factor
1.682528
Profitability
49.375000
Streak
14.229666
Best Strategy
Training Data Length
1701.330000
Evaluation Time
2025-09-27 20:30
Expiration Time
2025-11-14 14:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450760.0054 389604.58 61155.4254 559640.1465 767158.2238 -207518.0773
Total P&L (%) 450.76 389.6046 61.1554 559.6401 767.1582 -207.5181
Avg Daily Profit (%) 0.2649 0.229 0.0359 0.1109 0.127 0
Buy And Hold Return (%) 111.4314 111.4314 111.4314 111.4314 111.4314 111.4314
Max Trade Drawdown -108269 -81014 -73167 -933946 -646555 -589475
Profit Factor 1.6825 2.1883 1.1839 1.1292 1.3614 0.9061
Total Trades 160 80 80 160 80 80
Winning Trades 79 38 41 79 38 41
Losing Trades 81 42 39 81 42 39
Profitability (%) 49.375 47.5 51.25 49.375 47.5 51.25
Ratio Avg Win / Avg Loss 1.7251 2.4186 1.1261 1.1577 1.5047 0.8619
Largest Winning Trade 224891 224891 46585 448953 448953 241056
Largest Losing Trade -30345 -28812 -30345 -297057 -277063 -297057
Avg Bars in Trades 62 70 53 62 70 53
Avg Bars in Winners 66 74 59 66 74 59
Avg Bars in Losers 57 67 46 57 67 46
Bars Traded 9955 5674 4281 9955 5674 4281
Profit Streak 14.2297 28.2297 0 14.2297 28.2297 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373356 -10527 -348189 -123040 -41395 -600074
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614211200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994243135,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            450760.0054166246,
            389604.5800048169,
            61155.4254118071,
            559640.1465489966,
            767158.2238037173,
            -207518.0772547209
        ],
        [
            450.760005,
            389.60458,
            61.155425,
            559.640147,
            767.158224,
            -207.518077
        ],
        [
            0.264946,
            0.229,
            0.035946,
            0.110947,
            0.127043,
            0
        ],
        [
            111.431428,
            111.431428,
            111.431428,
            111.431428,
            111.431428,
            111.431428
        ],
        [
            -108269,
            -81014,
            -73167,
            -933946,
            -646555,
            -589475
        ],
        [
            1.682528,
            2.188258,
            1.1839,
            1.12916,
            1.361402,
            0.906108
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            49.375,
            47.5,
            51.25,
            49.375,
            47.5,
            51.25
        ],
        [
            1.725124,
            2.418601,
            1.126148,
            1.157747,
            1.504707,
            0.861908
        ],
        [
            224891,
            224891,
            46585,
            448953,
            448953,
            241056
        ],
        [
            -30345,
            -28812,
            -30345,
            -297057,
            -277063,
            -297057
        ],
        [
            62,
            70,
            53,
            62,
            70,
            53
        ],
        [
            66,
            74,
            59,
            66,
            74,
            59
        ],
        [
            57,
            67,
            46,
            57,
            67,
            46
        ],
        [
            9955,
            5674,
            4281,
            9955,
            5674,
            4281
        ],
        [
            14.229666,
            28.229666,
            0,
            14.229666,
            28.229666,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373356,
            -10527,
            -348189,
            -123040,
            -41395,
            -600074
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10208,
    "evaluation_days": 1701.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614211200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758994243135,
    "expiration_time": 1763125056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 68,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)