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Trade: TWT/USDT/480/ZLMA/HMA/8080

Strategy
TWT/USDT/480/ZLMA/HMA/8080
Pair
TWT_USDT
Interval
8h
Score
321649
Daily Profit
0.231118
Profit Factor
2.869563
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1704.000000
Evaluation Time
2025-09-27 05:36
Expiration Time
2025-11-17 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 444948.9245 393824.5916 51124.3328 188273.2863 215704.7893 -27431.503
Total P&L (%) 444.9489 393.8246 51.1243 188.2733 215.7048 -27.4315
Avg Daily Profit (%) 0.2611 0.2311 0.03 0.0622 0.0675 -0.0188
Buy And Hold Return (%) 54.8201 54.8201 54.8201 54.8201 54.8201 54.8201
Max Trade Drawdown -77505 -57430 -43454 -323334 -209222 -212953
Profit Factor 2.068 2.8696 1.2482 1.1548 1.36 0.9555
Total Trades 63 31 32 63 31 32
Winning Trades 30 12 18 30 12 18
Losing Trades 33 19 14 33 19 14
Profitability (%) 47.619 38.7097 56.25 47.619 38.7097 56.25
Ratio Avg Win / Avg Loss 2.2748 4.5435 0.9708 1.2703 2.1533 0.7432
Largest Winning Trade 293398 293398 61760 181236 181236 100606
Largest Losing Trade -67066 -35018 -67066 -212953 -54907 -212953
Avg Bars in Trades 76 78 74 76 78 74
Avg Bars in Winners 111 120 105 111 120 105
Avg Bars in Losers 44 51 34 44 51 34
Bars Traded 4816 2428 2388 4816 2428 2388
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 -139850 321649 -319701 -314786 -107969 -580000

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5112,
    "evaluation_days": 1704,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618156800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940590153,
    "expiration_time": 1763347968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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": [
        [
            444948.9244735247,
            393824.5916449825,
            51124.3328285425,
            188273.2862877359,
            215704.7893208603,
            -27431.5030331241
        ],
        [
            444.948924,
            393.824592,
            51.124333,
            188.273286,
            215.704789,
            -27.431503
        ],
        [
            0.26112,
            0.231118,
            0.030003,
            0.062152,
            0.06749,
            -0.018815
        ],
        [
            54.820091,
            54.820091,
            54.820091,
            54.820091,
            54.820091,
            54.820091
        ],
        [
            -77505,
            -57430,
            -43454,
            -323334,
            -209222,
            -212953
        ],
        [
            2.068024,
            2.869563,
            1.248226,
            1.154844,
            1.359958,
            0.955515
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            12,
            18,
            30,
            12,
            18
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            47.619048,
            38.709677,
            56.25,
            47.619048,
            38.709677,
            56.25
        ],
        [
            2.274827,
            4.543475,
            0.970843,
            1.270328,
            2.153267,
            0.743178
        ],
        [
            293398,
            293398,
            61760,
            181236,
            181236,
            100606
        ],
        [
            -67066,
            -35018,
            -67066,
            -212953,
            -54907,
            -212953
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            111,
            120,
            105,
            111,
            120,
            105
        ],
        [
            44,
            51,
            34,
            44,
            51,
            34
        ],
        [
            4816,
            2428,
            2388,
            4816,
            2428,
            2388
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139850,
            321649,
            -319701,
            -314786,
            -107969,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5112,
    "evaluation_days": 1704,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618156800000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758940590153,
    "expiration_time": 1763347968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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)