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Trade: TWT/USDT/720/LINREG/DCM/7556

Strategy
TWT/USDT/720/LINREG/DCM/7556
Pair
TWT_USDT
Interval
12h
Score
665122
Daily Profit
0.197204
Profit Factor
4.787571
Profitability
67.741935
Streak
53.769411
Best Strategy
Training Data Length
1708.500000
Evaluation Time
2025-10-01 09:27
Expiration Time
2025-11-21 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511963.0534 384095.1879 127867.8655 4145413.0933 2796006.6163 1349406.477
Total P&L (%) 511.9631 384.0952 127.8679 4145.4131 2796.0066 1349.4065
Avg Daily Profit (%) 0.2997 0.2248 0.0748 0.2196 0.1972 0.1566
Buy And Hold Return (%) 141.2409 141.2409 141.2409 141.2409 141.2409 141.2409
Max Trade Drawdown -70783 -16703 -59832 -1069932 -312809 -863290
Profit Factor 5.3892 11.5374 2.5945 3.2184 4.7876 2.1937
Total Trades 61 31 30 61 31 30
Winning Trades 43 21 22 43 21 22
Losing Trades 18 10 8 18 10 8
Profitability (%) 70.4918 67.7419 73.3333 70.4918 67.7419 73.3333
Ratio Avg Win / Avg Loss 2.2559 5.494 0.9435 1.3472 2.2798 0.7977
Largest Winning Trade 145159 145159 49351 1192754 1192754 382221
Largest Losing Trade -54080 -16703 -54080 -780523 -289408 -780523
Avg Bars in Trades 51 53 48 51 53 48
Avg Bars in Winners 37 42 32 37 42 32
Avg Bars in Losers 84 77 93 84 77 93
Bars Traded 3127 1667 1460 3127 1667 1460
Profit Streak 53.7694 53.7694 115.2694 53.7694 53.7694 115.2694
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147944 569648 -253084 -149112 665122 453743
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3417,
    "evaluation_days": 1708.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300077080,
    "expiration_time": 1763705232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 2,
            "offset": 248
        }
    }
}
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": [
        [
            511963.0534489838,
            384095.1879233456,
            127867.8655256385,
            4145413.0933156908,
            2796006.6163440403,
            1349406.4769716512
        ],
        [
            511.963053,
            384.095188,
            127.867866,
            4145.413093,
            2796.006616,
            1349.406477
        ],
        [
            0.299656,
            0.224814,
            0.074842,
            0.219639,
            0.197204,
            0.156619
        ],
        [
            141.240876,
            141.240876,
            141.240876,
            141.240876,
            141.240876,
            141.240876
        ],
        [
            -70783,
            -16703,
            -59832,
            -1069932,
            -312809,
            -863290
        ],
        [
            5.389176,
            11.537426,
            2.594529,
            3.218394,
            4.787571,
            2.19369
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            18,
            10,
            8,
            18,
            10,
            8
        ],
        [
            70.491803,
            67.741935,
            73.333333,
            70.491803,
            67.741935,
            73.333333
        ],
        [
            2.255934,
            5.494012,
            0.943465,
            1.347235,
            2.279796,
            0.797705
        ],
        [
            145159,
            145159,
            49351,
            1192754,
            1192754,
            382221
        ],
        [
            -54080,
            -16703,
            -54080,
            -780523,
            -289408,
            -780523
        ],
        [
            51,
            53,
            48,
            51,
            53,
            48
        ],
        [
            37,
            42,
            32,
            37,
            42,
            32
        ],
        [
            84,
            77,
            93,
            84,
            77,
            93
        ],
        [
            3127,
            1667,
            1460,
            3127,
            1667,
            1460
        ],
        [
            53.769411,
            53.769411,
            115.269411,
            53.769411,
            53.769411,
            115.269411
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147944,
            569648,
            -253084,
            -149112,
            665122,
            453743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3417,
    "evaluation_days": 1708.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1622462400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300077080,
    "expiration_time": 1763705232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 2,
            "offset": 248
        }
    }
}

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)