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Trade: TWT/USDT/240/T3/ZLMA/1368

Strategy
TWT/USDT/240/T3/ZLMA/1368
Pair
TWT_USDT
Interval
4h
Score
326553
Daily Profit
0.237543
Profit Factor
1.765368
Profitability
52.000000
Streak
5.798013
Best Strategy
Training Data Length
1708.330000
Evaluation Time
2025-10-01 18:09
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405801.3225 391239.6778 14561.6447 235076.4531 749401.8827 -514325.4296
Total P&L (%) 405.8013 391.2397 14.5616 235.0765 749.4019 -514.3254
Avg Daily Profit (%) 0.2375 0.229 0.0085 0.0708 0.1253 0
Buy And Hold Return (%) 154.6227 154.6227 154.6227 154.6227 154.6227 154.6227
Max Trade Drawdown -106359 -62765 -82368 -1591653 -982837 -896871
Profit Factor 1.7654 2.6101 1.0507 1.0528 1.338 0.7697
Total Trades 100 50 50 100 50 50
Winning Trades 52 27 25 52 27 25
Losing Trades 48 23 25 48 23 25
Profitability (%) 52 54 50 52 54 50
Ratio Avg Win / Avg Loss 1.6296 2.2235 1.0507 0.9718 1.1398 0.7697
Largest Winning Trade 232495 232495 51382 833827 833827 242014
Largest Losing Trade -58284 -36824 -58284 -695456 -695456 -414860
Avg Bars in Trades 99 89 109 99 89 109
Avg Bars in Winners 112 98 127 112 98 127
Avg Bars in Losers 86 79 92 86 79 92
Bars Traded 9971 4489 5482 9971 4489 5482
Profit Streak 5.798 29.9647 0 5.798 29.9647 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326553 -169215 -692033 -271349 -204996 -760833
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10250,
    "evaluation_days": 1708.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614916800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331348370,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.66707
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "offset": 80
        }
    }
}
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": [
        [
            405801.3224968163,
            391239.6777989466,
            14561.6446978698,
            235076.4531087885,
            749401.8827485994,
            -514325.4296398103
        ],
        [
            405.801322,
            391.239678,
            14.561645,
            235.076453,
            749.401883,
            -514.32543
        ],
        [
            0.237543,
            0.229019,
            0.008524,
            0.070807,
            0.12531,
            0
        ],
        [
            154.622699,
            154.622699,
            154.622699,
            154.622699,
            154.622699,
            154.622699
        ],
        [
            -106359,
            -62765,
            -82368,
            -1591653,
            -982837,
            -896871
        ],
        [
            1.765368,
            2.610148,
            1.050698,
            1.05282,
            1.338038,
            0.769731
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            48,
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            25,
            48,
            23,
            25
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            1.62957,
            2.223459,
            1.050698,
            0.971834,
            1.13981,
            0.769731
        ],
        [
            232495,
            232495,
            51382,
            833827,
            833827,
            242014
        ],
        [
            -58284,
            -36824,
            -58284,
            -695456,
            -695456,
            -414860
        ],
        [
            99,
            89,
            109,
            99,
            89,
            109
        ],
        [
            112,
            98,
            127,
            112,
            98,
            127
        ],
        [
            86,
            79,
            92,
            86,
            79,
            92
        ],
        [
            9971,
            4489,
            5482,
            9971,
            4489,
            5482
        ],
        [
            5.798013,
            29.96468,
            0,
            5.798013,
            29.96468,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
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        ],
        [
            326553,
            -169215,
            -692033,
            -271349,
            -204996,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10250,
    "evaluation_days": 1708.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614916800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759331348370,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 222,
            "offset": 0,
            "a": 0.66707
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "offset": 80
        }
    }
}

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)