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Trade: TWT/USDT/720/SUPERTREND/HMA/6144

Strategy
TWT/USDT/720/SUPERTREND/HMA/6144
Pair
TWT_USDT
Interval
12h
Score
331243
Daily Profit
0.222526
Profit Factor
1.451575
Profitability
56.603774
Streak
9.914635
Best Strategy
Training Data Length
1702.000000
Evaluation Time
2025-09-26 12:57
Expiration Time
2025-11-14 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378739.8737 322781.2306 55958.6431 277521.5583 827099.9709 -549578.4126
Total P&L (%) 378.7399 322.7812 55.9586 277.5216 827.1 -549.5784
Avg Daily Profit (%) 0.2225 0.1896 0.0329 0.0781 0.1309 0
Buy And Hold Return (%) 95.5226 95.5226 95.5226 95.5226 95.5226 95.5226
Max Trade Drawdown -127528 -65197 -128444 -907648 -310969 -867476
Profit Factor 1.4516 1.9504 1.1121 1.0763 1.5824 0.7521
Total Trades 159 80 79 159 80 79
Winning Trades 90 49 41 90 49 41
Losing Trades 69 31 38 69 31 38
Profitability (%) 56.6038 61.25 51.8987 56.6038 61.25 51.8987
Ratio Avg Win / Avg Loss 1.1129 1.2339 1.0307 0.8252 1.0011 0.6971
Largest Winning Trade 71077 71077 45163 434230 434230 291246
Largest Losing Trade -55997 -19191 -55997 -298234 -160094 -298234
Avg Bars in Trades 20 15 25 20 15 25
Avg Bars in Winners 16 10 22 16 10 22
Avg Bars in Losers 26 24 27 26 24 27
Bars Traded 3256 1266 1990 3256 1266 1990
Profit Streak 9.9146 28.4146 0 9.9146 28.4146 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331243 -9552 -438371 -227518 -32917 -607212

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1616155200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880624447,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 32,
            "offset": 0,
            "multiplier": 3.0479
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 96,
            "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": [
        [
            378739.8736960904,
            322781.2305814549,
            55958.6431146353,
            277521.5582799314,
            827099.9708687037,
            -549578.4125887717
        ],
        [
            378.739874,
            322.781231,
            55.958643,
            277.521558,
            827.099971,
            -549.578413
        ],
        [
            0.222526,
            0.189648,
            0.032878,
            0.078083,
            0.130925,
            0
        ],
        [
            95.522618,
            95.522618,
            95.522618,
            95.522618,
            95.522618,
            95.522618
        ],
        [
            -127528,
            -65197,
            -128444,
            -907648,
            -310969,
            -867476
        ],
        [
            1.451575,
            1.950393,
            1.112124,
            1.076305,
            1.582364,
            0.752082
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            90,
            49,
            41,
            90,
            49,
            41
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            56.603774,
            61.25,
            51.898734,
            56.603774,
            61.25,
            51.898734
        ],
        [
            1.112874,
            1.233922,
            1.030749,
            0.825167,
            1.001087,
            0.697052
        ],
        [
            71077,
            71077,
            45163,
            434230,
            434230,
            291246
        ],
        [
            -55997,
            -19191,
            -55997,
            -298234,
            -160094,
            -298234
        ],
        [
            20,
            15,
            25,
            20,
            15,
            25
        ],
        [
            16,
            10,
            22,
            16,
            10,
            22
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            3256,
            1266,
            1990,
            3256,
            1266,
            1990
        ],
        [
            9.914635,
            28.414635,
            0,
            9.914635,
            28.414635,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331243,
            -9552,
            -438371,
            -227518,
            -32917,
            -607212
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3404,
    "evaluation_days": 1702,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1616155200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880624447,
    "expiration_time": 1763126784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 32,
            "offset": 0,
            "multiplier": 3.0479
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 96,
            "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)