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Trade: TWT/USDT/360/BBL/JMA/8940

Strategy
TWT/USDT/360/BBL/JMA/8940
Pair
TWT_USDT
Interval
6h
Score
357973
Daily Profit
0.222028
Profit Factor
1.730664
Profitability
56.923077
Streak
88.075682
Best Strategy
Training Data Length
1706.750000
Evaluation Time
2025-09-29 22:48
Expiration Time
2025-11-20 00:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353271.4536 378945.8132 -25674.3596 -1574.2418 105838.7381 -107412.9799
Total P&L (%) 353.2715 378.9458 -25.6744 -1.5742 105.8387 -107.413
Avg Daily Profit (%) 0.207 0.222 -0.015 -0.0009 0.0423 0
Buy And Hold Return (%) 91.2257 91.2257 91.2257 91.2257 91.2257 91.2257
Max Trade Drawdown -133834 -98835 -80960 -484335 -420976 -206774
Profit Factor 1.4517 1.7307 0.9025 0.9991 1.0836 0.791
Total Trades 261 130 131 261 130 131
Winning Trades 143 74 69 143 74 69
Losing Trades 118 56 62 118 56 62
Profitability (%) 54.7893 56.9231 52.6718 54.7893 56.9231 52.6718
Ratio Avg Win / Avg Loss 1.1979 1.3097 0.811 0.8244 0.82 0.7108
Largest Winning Trade 277189 277189 17983 355482 355482 18750
Largest Losing Trade -48198 -48198 -20643 -254925 -254925 -69561
Avg Bars in Trades 25 46 3 25 46 3
Avg Bars in Winners 24 43 3 24 43 3
Avg Bars in Losers 26 50 4 26 50 4
Bars Traded 6607 6101 506 6607 6101 506
Profit Streak 0 88.0757 0 0 88.0757 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310332 357973 -580360 -578513 -380535 -580360
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6827,
    "evaluation_days": 1706.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612958400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759175338946,
    "expiration_time": 1763592696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.39309
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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": [
        [
            353271.4535902036,
            378945.813207615,
            -25674.3596174114,
            -1574.2417824142,
            105838.7380764229,
            -107412.9798588371
        ],
        [
            353.271454,
            378.945813,
            -25.67436,
            -1.574242,
            105.838738,
            -107.41298
        ],
        [
            0.206985,
            0.222028,
            -0.015043,
            -0.00093,
            0.042307,
            0
        ],
        [
            91.22571,
            91.22571,
            91.22571,
            91.22571,
            91.22571,
            91.22571
        ],
        [
            -133834,
            -98835,
            -80960,
            -484335,
            -420976,
            -206774
        ],
        [
            1.451728,
            1.730664,
            0.902532,
            0.999116,
            1.083588,
            0.791037
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            143,
            74,
            69,
            143,
            74,
            69
        ],
        [
            118,
            56,
            62,
            118,
            56,
            62
        ],
        [
            54.789272,
            56.923077,
            52.671756,
            54.789272,
            56.923077,
            52.671756
        ],
        [
            1.19793,
            1.309692,
            0.81097,
            0.824445,
            0.820013,
            0.710787
        ],
        [
            277189,
            277189,
            17983,
            355482,
            355482,
            18750
        ],
        [
            -48198,
            -48198,
            -20643,
            -254925,
            -254925,
            -69561
        ],
        [
            25,
            46,
            3,
            25,
            46,
            3
        ],
        [
            24,
            43,
            3,
            24,
            43,
            3
        ],
        [
            26,
            50,
            4,
            26,
            50,
            4
        ],
        [
            6607,
            6101,
            506,
            6607,
            6101,
            506
        ],
        [
            0,
            88.075682,
            0,
            0,
            88.075682,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310332,
            357973,
            -580360,
            -578513,
            -380535,
            -580360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6827,
    "evaluation_days": 1706.75,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612958400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759175338946,
    "expiration_time": 1763592696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 4.39309
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 58,
            "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)