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Trade: TWT/USDT/720/HWMA/DEMA/6477

Strategy
TWT/USDT/720/HWMA/DEMA/6477
Pair
TWT_USDT
Interval
12h
Score
323460
Daily Profit
0.205325
Profit Factor
1.824666
Profitability
51.086957
Streak
37.335299
Best Strategy
Training Data Length
1710.500000
Evaluation Time
2025-10-03 11:02
Expiration Time
2025-11-23 09:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 375397.6017 351208.8865 24188.7152 238183.9077 668037.4914 -429853.5836
Total P&L (%) 375.3976 351.2089 24.1887 238.1839 668.0375 -429.8536
Avg Daily Profit (%) 0.2195 0.2053 0.0141 0.0713 0.1193 0
Buy And Hold Return (%) 123.1604 123.1604 123.1604 123.1604 123.1604 123.1604
Max Trade Drawdown -134543 -73617 -91770 -1336852 -481185 -1064549
Profit Factor 1.4547 1.8247 1.0605 1.0529 1.3082 0.8157
Total Trades 183 92 91 183 92 91
Winning Trades 99 47 52 99 47 52
Losing Trades 84 45 39 84 45 39
Profitability (%) 54.0984 51.087 57.1429 54.0984 51.087 57.1429
Ratio Avg Win / Avg Loss 1.2343 1.747 0.7954 0.8934 1.2525 0.6118
Largest Winning Trade 107843 107843 47399 370960 370960 227096
Largest Losing Trade -48595 -40860 -48595 -383587 -321503 -383587
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 3306 1661 1646 3306 1661 1646
Profit Streak 9.8353 37.3353 0 9.8353 37.3353 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 294478 323460 -494460 -266673 -33197 -579885
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3421,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1616025600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759478569864,
    "expiration_time": 1763883216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.34275
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "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": [
        [
            375397.6016923311,
            351208.8865172222,
            24188.7151751089,
            238183.9077480331,
            668037.4913767203,
            -429853.5836286879
        ],
        [
            375.397602,
            351.208887,
            24.188715,
            238.183908,
            668.037491,
            -429.853584
        ],
        [
            0.219467,
            0.205325,
            0.014141,
            0.071257,
            0.119257,
            0
        ],
        [
            123.160393,
            123.160393,
            123.160393,
            123.160393,
            123.160393,
            123.160393
        ],
        [
            -134543,
            -73617,
            -91770,
            -1336852,
            -481185,
            -1064549
        ],
        [
            1.454711,
            1.824666,
            1.060518,
            1.052923,
            1.308162,
            0.815733
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            99,
            47,
            52,
            99,
            47,
            52
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            54.098361,
            51.086957,
            57.142857,
            54.098361,
            51.086957,
            57.142857
        ],
        [
            1.2343,
            1.74702,
            0.795389,
            0.893389,
            1.252496,
            0.6118
        ],
        [
            107843,
            107843,
            47399,
            370960,
            370960,
            227096
        ],
        [
            -48595,
            -40860,
            -48595,
            -383587,
            -321503,
            -383587
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            3306,
            1661,
            1646,
            3306,
            1661,
            1646
        ],
        [
            9.835299,
            37.335299,
            0,
            9.835299,
            37.335299,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            294478,
            323460,
            -494460,
            -266673,
            -33197,
            -579885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3421,
    "evaluation_days": 1710.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1616025600000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759478569864,
    "expiration_time": 1763883216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.34275
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 101,
            "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)