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Trade: TWT/USDT/480/DCM/RMA/3126

Strategy
TWT/USDT/480/DCM/RMA/3126
Pair
TWT_USDT
Interval
8h
Score
374642
Daily Profit
0.268123
Profit Factor
2.018910
Profitability
62.037037
Streak
0.000000
Best Strategy
Training Data Length
1703.000000
Evaluation Time
2025-09-26 12:44
Expiration Time
2025-11-16 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456612.7619 332148.9605 124463.8014 1391980.0159 1064252.4928 327727.5231
Total P&L (%) 456.6128 332.149 124.4638 1391.98 1064.2525 327.7275
Avg Daily Profit (%) 0.2681 0.195 0.0731 0.1588 0.1442 0.0854
Buy And Hold Return (%) 119.0933 119.0933 119.0933 119.0933 119.0933 119.0933
Max Trade Drawdown -112013 -38756 -103167 -951763 -610922 -748958
Profit Factor 2.0189 2.9791 1.444 1.4761 1.8802 1.1912
Total Trades 108 54 54 108 54 54
Winning Trades 67 35 32 67 35 32
Losing Trades 41 19 22 41 19 22
Profitability (%) 62.037 64.8148 59.2593 62.037 64.8148 59.2593
Ratio Avg Win / Avg Loss 1.2355 1.6172 0.9928 0.9033 1.0207 0.8189
Largest Winning Trade 75343 75343 44032 449588 449588 301204
Largest Losing Trade -66172 -36505 -66172 -485865 -276741 -485865
Avg Bars in Trades 44 32 57 44 32 57
Avg Bars in Winners 49 29 71 49 29 71
Avg Bars in Losers 37 37 36 37 37 36
Bars Traded 4840 1731 3109 4840 1731 3109
Profit Streak 0 0 71.406 0 0 71.406
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374642 -168165 -426107 324969 -175743 -272522

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5109,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614758400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879880215,
    "expiration_time": 1763258976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 50,
            "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": [
        [
            456612.7618947621,
            332148.9604770159,
            124463.8014177459,
            1391980.0158623224,
            1064252.4927600776,
            327727.5231022438
        ],
        [
            456.612762,
            332.14896,
            124.463801,
            1391.980016,
            1064.252493,
            327.727523
        ],
        [
            0.268123,
            0.195038,
            0.073085,
            0.158828,
            0.144242,
            0.085375
        ],
        [
            119.093255,
            119.093255,
            119.093255,
            119.093255,
            119.093255,
            119.093255
        ],
        [
            -112013,
            -38756,
            -103167,
            -951763,
            -610922,
            -748958
        ],
        [
            2.01891,
            2.979112,
            1.44402,
            1.476136,
            1.880239,
            1.191157
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            62.037037,
            64.814815,
            59.259259,
            62.037037,
            64.814815,
            59.259259
        ],
        [
            1.235452,
            1.617232,
            0.992764,
            0.903307,
            1.020701,
            0.81892
        ],
        [
            75343,
            75343,
            44032,
            449588,
            449588,
            301204
        ],
        [
            -66172,
            -36505,
            -66172,
            -485865,
            -276741,
            -485865
        ],
        [
            44,
            32,
            57,
            44,
            32,
            57
        ],
        [
            49,
            29,
            71,
            49,
            29,
            71
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            4840,
            1731,
            3109,
            4840,
            1731,
            3109
        ],
        [
            0,
            0,
            71.406021,
            0,
            0,
            71.406021
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374642,
            -168165,
            -426107,
            324969,
            -175743,
            -272522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5109,
    "evaluation_days": 1703,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1614758400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879880215,
    "expiration_time": 1763258976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 50,
            "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)