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Trade: TWT/USDT/360/LINREG/SWMA/6993

Strategy
TWT/USDT/360/LINREG/SWMA/6993
Pair
TWT_USDT
Interval
6h
Score
398005
Daily Profit
0.201079
Profit Factor
2.766909
Profitability
54.347826
Streak
19.291542
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-27 09:59
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 345429.1704 342136.6773 3292.4931 -14425.5057 265878.4943 -280304
Total P&L (%) 345.4292 342.1367 3.2925 -14.4255 265.8785 -280.304
Avg Daily Profit (%) 0.203 0.2011 0.0019 -0.0092 0.0763 0
Buy And Hold Return (%) 111.5102 111.5102 111.5102 111.5102 111.5102 111.5102
Max Trade Drawdown -110506 -47127 -126150 -257178 -88445 -328921
Profit Factor 1.5862 2.7669 1.0083 0.9803 2.6483 0.5098
Total Trades 92 46 46 92 46 46
Winning Trades 52 25 27 52 25 27
Losing Trades 40 21 19 40 21 19
Profitability (%) 56.5217 54.3478 58.6957 56.5217 54.3478 58.6957
Ratio Avg Win / Avg Loss 1.2202 2.3242 0.7096 0.7541 2.2246 0.3588
Largest Winning Trade 137372 137372 58606 100097 100097 76657
Largest Losing Trade -89307 -33160 -89307 -230770 -75802 -230770
Avg Bars in Trades 71 80 62 71 80 62
Avg Bars in Winners 82 89 75 82 89 75
Avg Bars in Losers 57 69 44 57 69 44
Bars Traded 6578 3702 2876 6578 3702 2876
Profit Streak 12.0415 19.2915 12.0415 12.0415 19.2915 12.0415
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310771 398005 -567220 -578601 -89200 -578954
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": 1616068800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956389278,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "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": [
        [
            345429.1703714433,
            342136.6773051736,
            3292.4930662695,
            -14425.5056987088,
            265878.4943435606,
            -280304.0000422694
        ],
        [
            345.42917,
            342.136677,
            3.292493,
            -14.425506,
            265.878494,
            -280.304
        ],
        [
            0.203014,
            0.201079,
            0.001935,
            -0.009155,
            0.076264,
            0
        ],
        [
            111.51019,
            111.51019,
            111.51019,
            111.51019,
            111.51019,
            111.51019
        ],
        [
            -110506,
            -47127,
            -126150,
            -257178,
            -88445,
            -328921
        ],
        [
            1.586218,
            2.766909,
            1.008322,
            0.980324,
            2.648315,
            0.509829
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            56.521739,
            54.347826,
            58.695652,
            56.521739,
            54.347826,
            58.695652
        ],
        [
            1.220168,
            2.324204,
            0.70956,
            0.754095,
            2.224584,
            0.358769
        ],
        [
            137372,
            137372,
            58606,
            100097,
            100097,
            76657
        ],
        [
            -89307,
            -33160,
            -89307,
            -230770,
            -75802,
            -230770
        ],
        [
            71,
            80,
            62,
            71,
            80,
            62
        ],
        [
            82,
            89,
            75,
            82,
            89,
            75
        ],
        [
            57,
            69,
            44,
            57,
            69,
            44
        ],
        [
            6578,
            3702,
            2876,
            6578,
            3702,
            2876
        ],
        [
            12.041542,
            19.291542,
            12.041542,
            12.041543,
            19.291543,
            12.041543
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310771,
            398005,
            -567220,
            -578601,
            -89200,
            -578954
        ]
    ]
}
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": 1616068800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758956389278,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "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)