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Trade: TWT/USDT/720/T3/MIDPRICE/1245

Strategy
TWT/USDT/720/T3/MIDPRICE/1245
Pair
TWT_USDT
Interval
12h
Score
315784
Daily Profit
0.213840
Profit Factor
2.216273
Profitability
47.368421
Streak
187.915886
Best Strategy
Training Data Length
1717.500000
Evaluation Time
2025-10-10 12:58
Expiration Time
2025-11-30 14:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 366479.4019 367270.1907 -790.7887 1099.5049 61947.8528 -60848.3479
Total P&L (%) 366.4794 367.2702 -0.7908 1.0995 61.9479 -60.8483
Avg Daily Profit (%) 0.2134 0.2138 -0.0005 0.0006 0.0281 -0.0546
Buy And Hold Return (%) 147.1804 147.1804 147.1804 147.1804 147.1804 147.1804
Max Trade Drawdown -139742 -80520 -83018 -206936 -160293 -88280
Profit Factor 1.6922 2.2163 0.9965 1.0021 1.2201 0.744
Total Trades 76 38 38 76 38 38
Winning Trades 38 18 20 38 18 20
Losing Trades 38 20 18 38 20 18
Profitability (%) 50 47.3684 52.6316 50 47.3684 52.6316
Ratio Avg Win / Avg Loss 1.6922 2.4625 0.8969 1.0021 1.3557 0.6696
Largest Winning Trade 199521 199521 48015 169267 169267 29318
Largest Losing Trade -67112 -56724 -67112 -82312 -82312 -59719
Avg Bars in Trades 43 55 31 43 55 31
Avg Bars in Winners 55 71 41 55 71 41
Avg Bars in Losers 31 40 21 31 40 21
Bars Traded 3321 2108 1213 3321 2108 1213
Profit Streak 0 187.9159 0 0 187.9159 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46458 315784 -580423 -629709 -321155 -580423
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3435,
    "evaluation_days": 1717.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760090332534,
    "expiration_time": 1764506160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.72342
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            366479.4019476963,
            367270.1906522625,
            -790.7887045663,
            1099.5049204028,
            61947.8527901559,
            -60848.3478697531
        ],
        [
            366.479402,
            367.270191,
            -0.790789,
            1.099505,
            61.947853,
            -60.848348
        ],
        [
            0.21338,
            0.21384,
            -0.00046,
            0.000637,
            0.028074,
            -0.054584
        ],
        [
            147.18042,
            147.18042,
            147.18042,
            147.18042,
            147.18042,
            147.18042
        ],
        [
            -139742,
            -80520,
            -83018,
            -206936,
            -160293,
            -88280
        ],
        [
            1.692244,
            2.216273,
            0.996523,
            1.002118,
            1.220109,
            0.743978
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            50,
            47.368421,
            52.631579,
            50,
            47.368421,
            52.631579
        ],
        [
            1.692244,
            2.462526,
            0.896871,
            1.002118,
            1.355676,
            0.66958
        ],
        [
            199521,
            199521,
            48015,
            169267,
            169267,
            29318
        ],
        [
            -67112,
            -56724,
            -67112,
            -82312,
            -82312,
            -59719
        ],
        [
            43,
            55,
            31,
            43,
            55,
            31
        ],
        [
            55,
            71,
            41,
            55,
            71,
            41
        ],
        [
            31,
            40,
            21,
            31,
            40,
            21
        ],
        [
            3321,
            2108,
            1213,
            3321,
            2108,
            1213
        ],
        [
            0,
            187.915886,
            0,
            0,
            187.915886,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46458,
            315784,
            -580423,
            -629709,
            -321155,
            -580423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3435,
    "evaluation_days": 1717.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760090332534,
    "expiration_time": 1764506160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.72342
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)