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Trade: TWT/USDT/360/ALMA/SWMA/9830

Strategy
TWT/USDT/360/ALMA/SWMA/9830
Pair
TWT_USDT
Interval
6h
Score
455487
Daily Profit
0.227477
Profit Factor
3.024129
Profitability
56.097561
Streak
0.000000
Best Strategy
Training Data Length
1707.750000
Evaluation Time
2025-09-30 23:13
Expiration Time
2025-11-21 01:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484041.7332 388474.0133 95567.7198 1030093.4701 1272292.628 -242199.1579
Total P&L (%) 484.0417 388.474 95.5677 1030.0935 1272.2926 -242.1992
Avg Daily Profit (%) 0.2834 0.2275 0.056 0.1421 0.1535 0
Buy And Hold Return (%) 86.9466 86.9466 86.9466 86.9466 86.9466 86.9466
Max Trade Drawdown -113857 -59635 -74298 -4980801 -2741579 -2684086
Profit Factor 2.0872 3.0241 1.3773 1.1166 1.31 0.9488
Total Trades 83 41 42 83 41 42
Winning Trades 48 23 25 48 23 25
Losing Trades 35 18 17 35 18 17
Profitability (%) 57.8313 56.0976 59.5238 57.8313 56.0976 59.5238
Ratio Avg Win / Avg Loss 1.5219 2.3667 0.9366 0.8142 1.0252 0.6452
Largest Winning Trade 144832 144832 43956 1270869 1270869 864192
Largest Losing Trade -60461 -30334 -60461 -1728117 -1134887 -1728117
Avg Bars in Trades 77 88 66 77 88 66
Avg Bars in Winners 84 92 77 84 92 77
Avg Bars in Losers 67 82 51 67 82 51
Bars Traded 6415 3610 2805 6415 3610 2805
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 399064 455487 -252954 -97116 310006 -579500
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6831,
    "evaluation_days": 1707.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1617084000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759263229727,
    "expiration_time": 1763681688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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": [
        [
            484041.7331584148,
            388474.0133265555,
            95567.7198318595,
            1030093.4700984277,
            1272292.6279600225,
            -242199.1578615943
        ],
        [
            484.041733,
            388.474013,
            95.56772,
            1030.09347,
            1272.292628,
            -242.199158
        ],
        [
            0.283438,
            0.227477,
            0.055961,
            0.142094,
            0.153481,
            0
        ],
        [
            86.946634,
            86.946634,
            86.946634,
            86.946634,
            86.946634,
            86.946634
        ],
        [
            -113857,
            -59635,
            -74298,
            -4980801,
            -2741579,
            -2684086
        ],
        [
            2.087218,
            3.024129,
            1.377306,
            1.11661,
            1.310006,
            0.948791
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            57.831325,
            56.097561,
            59.52381,
            57.831325,
            56.097561,
            59.52381
        ],
        [
            1.52193,
            2.36671,
            0.936568,
            0.814195,
            1.025222,
            0.645178
        ],
        [
            144832,
            144832,
            43956,
            1270869,
            1270869,
            864192
        ],
        [
            -60461,
            -30334,
            -60461,
            -1728117,
            -1134887,
            -1728117
        ],
        [
            77,
            88,
            66,
            77,
            88,
            66
        ],
        [
            84,
            92,
            77,
            84,
            92,
            77
        ],
        [
            67,
            82,
            51,
            67,
            82,
            51
        ],
        [
            6415,
            3610,
            2805,
            6415,
            3610,
            2805
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399064,
            455487,
            -252954,
            -97116,
            310006,
            -579500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6831,
    "evaluation_days": 1707.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1617084000000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759263229727,
    "expiration_time": 1763681688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "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)