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Trade: TWT/USDT/720/PWMA/MIDPOINT/5307

Strategy
TWT/USDT/720/PWMA/MIDPOINT/5307
Pair
TWT_USDT
Interval
12h
Score
450530
Daily Profit
0.255125
Profit Factor
3.671976
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1716.000000
Evaluation Time
2025-10-08 17:32
Expiration Time
2025-11-29 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 568414.3995 437793.7613 130620.6382 2643923.753 1651664.7344 992259.0186
Total P&L (%) 568.4144 437.7938 130.6206 2643.9238 1651.6647 992.259
Avg Daily Profit (%) 0.3312 0.2551 0.0761 0.1932 0.167 0.1394
Buy And Hold Return (%) 121.2269 121.2269 121.2269 121.2269 121.2269 121.2269
Max Trade Drawdown -62024 -36271 -31212 -2798539 -1674899 -1321510
Profit Factor 3.2755 3.672 2.5197 1.349 1.3652 1.3249
Total Trades 63 31 32 63 31 32
Winning Trades 39 16 23 39 16 23
Losing Trades 24 15 9 24 15 9
Profitability (%) 61.9048 51.6129 71.875 61.9048 51.6129 71.875
Ratio Avg Win / Avg Loss 2.0157 3.4425 0.986 0.8301 1.2799 0.5185
Largest Winning Trade 242298 242298 43600 1127187 1127187 623476
Largest Losing Trade -30095 -30095 -25629 -1077938 -1077938 -1026081
Avg Bars in Trades 49 60 38 49 60 38
Avg Bars in Winners 53 70 40 53 70 40
Avg Bars in Losers 43 50 31 43 50 31
Bars Traded 3104 1881 1223 3104 1881 1223
Profit Streak 50.6056 0 79.1056 50.6056 0 79.1056
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135080 450530 -227598 -142196 302659 -4561
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3432,
    "evaluation_days": 1716,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618012800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759933919511,
    "expiration_time": 1764372672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "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": [
        [
            568414.3995308938,
            437793.7612885141,
            130620.6382423798,
            2643923.7529727295,
            1651664.7343653855,
            992259.0186073438
        ],
        [
            568.4144,
            437.793761,
            130.620638,
            2643.923753,
            1651.664734,
            992.259019
        ],
        [
            0.331244,
            0.255125,
            0.076119,
            0.193192,
            0.16699,
            0.139423
        ],
        [
            121.226927,
            121.226927,
            121.226927,
            121.226927,
            121.226927,
            121.226927
        ],
        [
            -62024,
            -36271,
            -31212,
            -2798539,
            -1674899,
            -1321510
        ],
        [
            3.275483,
            3.671976,
            2.519674,
            1.348986,
            1.365226,
            1.324935
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            61.904762,
            51.612903,
            71.875,
            61.904762,
            51.612903,
            71.875
        ],
        [
            2.015682,
            3.442478,
            0.98596,
            0.830145,
            1.279899,
            0.518453
        ],
        [
            242298,
            242298,
            43600,
            1127187,
            1127187,
            623476
        ],
        [
            -30095,
            -30095,
            -25629,
            -1077938,
            -1077938,
            -1026081
        ],
        [
            49,
            60,
            38,
            49,
            60,
            38
        ],
        [
            53,
            70,
            40,
            53,
            70,
            40
        ],
        [
            43,
            50,
            31,
            43,
            50,
            31
        ],
        [
            3104,
            1881,
            1223,
            3104,
            1881,
            1223
        ],
        [
            50.60555,
            0,
            79.10555,
            50.60555,
            0,
            79.10555
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135080,
            450530,
            -227598,
            -142196,
            302659,
            -4561
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3432,
    "evaluation_days": 1716,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618012800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759933919511,
    "expiration_time": 1764372672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 130,
            "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)