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Trade: TWT/USDT/720/HMA/OHLC4/8596

Strategy
TWT/USDT/720/HMA/OHLC4/8596
Pair
TWT_USDT
Interval
12h
Score
303833
Daily Profit
0.359448
Profit Factor
2.306289
Profitability
32.203390
Streak
59.084410
Best Strategy
Training Data Length
1719.500000
Evaluation Time
2025-10-12 17:01
Expiration Time
2025-12-02 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618070.6213 521060.7735 97009.8477 1370655.717 991676.2848 378979.4322
Total P&L (%) 618.0706 521.0608 97.0098 1370.6557 991.6763 378.9794
Avg Daily Profit (%) 0.3594 0.303 0.0564 0.1565 0.1391 0.0911
Buy And Hold Return (%) 31.4677 31.4677 31.4677 31.4677 31.4677 31.4677
Max Trade Drawdown -145462 -101152 -73110 -592948 -466077 -180012
Profit Factor 2.3063 2.8742 1.4972 1.5568 1.6674 1.3883
Total Trades 118 59 59 118 59 59
Winning Trades 38 14 24 38 14 24
Losing Trades 80 45 35 80 45 35
Profitability (%) 32.2034 23.7288 40.678 32.2034 23.7288 40.678
Ratio Avg Win / Avg Loss 4.8553 9.2384 2.1834 3.2774 5.3595 2.0246
Largest Winning Trade 308866 308866 63215 594230 594230 246656
Largest Losing Trade -28383 -24705 -28383 -141035 -141035 -93418
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 61 76 53 61 76 53
Avg Bars in Losers 10 13 7 10 13 7
Bars Traded 3225 1670 1555 3225 1670 1555
Profit Streak 59.0844 59.0844 60.5844 59.0844 59.0844 60.5844
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303833 -197131 -297966 182795 -215291 -249293
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3439,
    "evaluation_days": 1719.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620172800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277693016,
    "expiration_time": 1764684144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            618070.6212737432,
            521060.7735389818,
            97009.8477347611,
            1370655.7170259706,
            991676.2848269711,
            378979.4321989989
        ],
        [
            618.070621,
            521.060774,
            97.009848,
            1370.655717,
            991.676285,
            378.979432
        ],
        [
            0.359448,
            0.30303,
            0.056417,
            0.156464,
            0.139108,
            0.091143
        ],
        [
            31.46771,
            31.46771,
            31.46771,
            31.46771,
            31.46771,
            31.46771
        ],
        [
            -145462,
            -101152,
            -73110,
            -592948,
            -466077,
            -180012
        ],
        [
            2.306289,
            2.874171,
            1.49716,
            1.556758,
            1.667411,
            1.3883
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            38,
            14,
            24,
            38,
            14,
            24
        ],
        [
            80,
            45,
            35,
            80,
            45,
            35
        ],
        [
            32.20339,
            23.728814,
            40.677966,
            32.20339,
            23.728814,
            40.677966
        ],
        [
            4.855346,
            9.238408,
            2.183358,
            3.277385,
            5.359535,
            2.024604
        ],
        [
            308866,
            308866,
            63215,
            594230,
            594230,
            246656
        ],
        [
            -28383,
            -24705,
            -28383,
            -141035,
            -141035,
            -93418
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            61,
            76,
            53,
            61,
            76,
            53
        ],
        [
            10,
            13,
            7,
            10,
            13,
            7
        ],
        [
            3225,
            1670,
            1555,
            3225,
            1670,
            1555
        ],
        [
            59.08441,
            59.08441,
            60.58441,
            59.08441,
            59.08441,
            60.58441
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303833,
            -197131,
            -297966,
            182795,
            -215291,
            -249293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3439,
    "evaluation_days": 1719.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620172800000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277693016,
    "expiration_time": 1764684144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)