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Trade: TWT/USDT/240/HLC3/SWMA/9601

Strategy
TWT/USDT/240/HLC3/SWMA/9601
Pair
TWT_USDT
Interval
4h
Score
321762
Daily Profit
0.241558
Profit Factor
1.592263
Profitability
51.361868
Streak
0.000000
Best Strategy
Training Data Length
1712.330000
Evaluation Time
2025-10-05 17:29
Expiration Time
2025-11-25 22:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413627.0414 368614.3787 45012.6627 360871.0668 751363.6198 -390492.553
Total P&L (%) 413.627 368.6144 45.0127 360.8711 751.3636 -390.4926
Avg Daily Profit (%) 0.2416 0.2153 0.0263 0.0893 0.1252 0
Buy And Hold Return (%) 164.3417 164.3417 164.3417 164.3417 164.3417 164.3417
Max Trade Drawdown -103750 -42070 -98113 -1312748 -442341 -1214624
Profit Factor 1.5923 2.2071 1.1145 1.0668 1.3334 0.8761
Total Trades 257 128 129 257 128 129
Winning Trades 132 64 68 132 64 68
Losing Trades 125 64 61 125 64 61
Profitability (%) 51.3619 50 52.7132 51.3619 50 52.7132
Ratio Avg Win / Avg Loss 1.5078 2.2071 0.9998 1.0102 1.3334 0.7859
Largest Winning Trade 135411 135411 41990 492047 492047 266290
Largest Losing Trade -57301 -35472 -57301 -728446 -198180 -728446
Avg Bars in Trades 38 36 40 38 36 40
Avg Bars in Winners 45 42 48 45 42 48
Avg Bars in Losers 31 30 32 31 30 32
Bars Traded 9948 4673 5275 9948 4673 5275
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321762 232841 -419599 -224917 -27160 -580638
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10274,
    "evaluation_days": 1712.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614456000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674589079,
    "expiration_time": 1764103968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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": [
        [
            413627.0414142487,
            368614.3787083201,
            45012.6627059289,
            360871.066752586,
            751363.6197818096,
            -390492.5530292239
        ],
        [
            413.627041,
            368.614379,
            45.012663,
            360.871067,
            751.36362,
            -390.492553
        ],
        [
            0.241558,
            0.215271,
            0.026287,
            0.089272,
            0.125152,
            0
        ],
        [
            164.341664,
            164.341664,
            164.341664,
            164.341664,
            164.341664,
            164.341664
        ],
        [
            -103750,
            -42070,
            -98113,
            -1312748,
            -442341,
            -1214624
        ],
        [
            1.592263,
            2.207052,
            1.114536,
            1.066772,
            1.333369,
            0.87606
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            132,
            64,
            68,
            132,
            64,
            68
        ],
        [
            125,
            64,
            61,
            125,
            64,
            61
        ],
        [
            51.361868,
            50,
            52.713178,
            51.361868,
            50,
            52.713178
        ],
        [
            1.507825,
            2.207052,
            0.999804,
            1.010201,
            1.333369,
            0.785878
        ],
        [
            135411,
            135411,
            41990,
            492047,
            492047,
            266290
        ],
        [
            -57301,
            -35472,
            -57301,
            -728446,
            -198180,
            -728446
        ],
        [
            38,
            36,
            40,
            38,
            36,
            40
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            9948,
            4673,
            5275,
            9948,
            4673,
            5275
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321762,
            232841,
            -419599,
            -224917,
            -27160,
            -580638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10274,
    "evaluation_days": 1712.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614456000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759674589079,
    "expiration_time": 1764103968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 189
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 165,
            "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)