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Trade: TWT/USDT/360/JMA/PWMA/4785

Strategy
TWT/USDT/360/JMA/PWMA/4785
Pair
TWT_USDT
Interval
6h
Score
338461
Daily Profit
0.240936
Profit Factor
1.715425
Profitability
60.256410
Streak
0.000000
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-26 13:02
Expiration Time
2025-11-14 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409951.9849 297496.2668 112455.7181 914477.3744 703841.4151 210635.9593
Total P&L (%) 409.952 297.4963 112.4557 914.4774 703.8414 210.636
Avg Daily Profit (%) 0.2409 0.1748 0.0661 0.1363 0.1226 0.0666
Buy And Hold Return (%) 124.7249 124.7249 124.7249 124.7249 124.7249 124.7249
Max Trade Drawdown -72235 -41542 -59789 -776084 -310557 -625406
Profit Factor 1.7154 2.2304 1.3395 1.3075 1.5623 1.1223
Total Trades 156 78 78 156 78 78
Winning Trades 94 43 51 94 43 51
Losing Trades 62 35 27 62 35 27
Profitability (%) 60.2564 55.1282 65.3846 60.2564 55.1282 65.3846
Ratio Avg Win / Avg Loss 1.1315 1.8154 0.7092 0.8624 1.2716 0.5942
Largest Winning Trade 85612 85612 47980 240103 240103 121191
Largest Losing Trade -54134 -27011 -54134 -434759 -110313 -434759
Avg Bars in Trades 41 37 45 41 37 45
Avg Bars in Winners 39 35 42 39 35 42
Avg Bars in Losers 44 40 49 44 40 49
Bars Traded 6461 2938 3523 6461 2938 3523
Profit Streak 0 0 41.1681 0 0 41.1681
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 338461 -26463 -303439 -10094 -61975 -232219

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616803200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880926919,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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": [
        [
            409951.984872111,
            297496.2667667573,
            112455.7181053534,
            914477.3744235702,
            703841.4150857453,
            210635.959337825
        ],
        [
            409.951985,
            297.496267,
            112.455718,
            914.477374,
            703.841415,
            210.635959
        ],
        [
            0.240936,
            0.174844,
            0.066092,
            0.136264,
            0.122569,
            0.066637
        ],
        [
            124.724885,
            124.724885,
            124.724885,
            124.724885,
            124.724885,
            124.724885
        ],
        [
            -72235,
            -41542,
            -59789,
            -776084,
            -310557,
            -625406
        ],
        [
            1.715425,
            2.230387,
            1.339512,
            1.307482,
            1.562259,
            1.122301
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            60.25641,
            55.128205,
            65.384615,
            60.25641,
            55.128205,
            65.384615
        ],
        [
            1.131451,
            1.815431,
            0.709153,
            0.862382,
            1.271606,
            0.59416
        ],
        [
            85612,
            85612,
            47980,
            240103,
            240103,
            121191
        ],
        [
            -54134,
            -27011,
            -54134,
            -434759,
            -110313,
            -434759
        ],
        [
            41,
            37,
            45,
            41,
            37,
            45
        ],
        [
            39,
            35,
            42,
            39,
            35,
            42
        ],
        [
            44,
            40,
            49,
            44,
            40,
            49
        ],
        [
            6461,
            2938,
            3523,
            6461,
            2938,
            3523
        ],
        [
            0,
            0,
            41.168136,
            0,
            0,
            41.168136
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            338461,
            -26463,
            -303439,
            -10094,
            -61975,
            -232219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1616803200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880926919,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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)