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Trade: TWT/USDT/720/HMA/OHLC4/9255

Strategy
TWT/USDT/720/HMA/OHLC4/9255
Pair
TWT_USDT
Interval
12h
Score
375656
Daily Profit
0.379839
Profit Factor
2.600309
Profitability
36.521739
Streak
47.341763
Best Strategy
Training Data Length
1708.000000
Evaluation Time
2025-09-30 23:12
Expiration Time
2025-11-20 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 648765.5558 497416.5242 151349.0316 2558281.9692 1056799.2608 1501482.7084
Total P&L (%) 648.7656 497.4165 151.349 2558.282 1056.7993 1501.4827
Avg Daily Profit (%) 0.3798 0.2912 0.0886 0.1922 0.1434 0.1625
Buy And Hold Return (%) 27.0974 27.0974 27.0974 27.0974 27.0974 27.0974
Max Trade Drawdown -109455 -88712 -46760 -1031029 -907614 -522360
Profit Factor 2.6003 3.0004 1.9656 1.4847 1.3194 1.7623
Total Trades 115 57 58 115 57 58
Winning Trades 42 16 26 42 16 26
Losing Trades 73 41 32 73 41 32
Profitability (%) 36.5217 28.0702 44.8276 36.5217 28.0702 44.8276
Ratio Avg Win / Avg Loss 4.5196 7.6886 2.4192 2.5805 3.381 2.169
Largest Winning Trade 298009 298009 64427 733373 733373 632191
Largest Losing Trade -24705 -24705 -22908 -407762 -407762 -278153
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 54 66 46 54 66 46
Avg Bars in Losers 11 13 10 11 13 10
Bars Traded 3163 1617 1546 3163 1617 1546
Profit Streak 47.3418 0 48.8418 47.3418 0 48.8418
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375656 -182207 -253092 223064 -196158 -170167
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619913600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263128323,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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": [
        [
            648765.5558368351,
            497416.5242047304,
            151349.0316321047,
            2558281.969243898,
            1056799.2608174372,
            1501482.708426462
        ],
        [
            648.765556,
            497.416524,
            151.349032,
            2558.281969,
            1056.799261,
            1501.482708
        ],
        [
            0.379839,
            0.291227,
            0.088612,
            0.192238,
            0.143442,
            0.162516
        ],
        [
            27.097376,
            27.097376,
            27.097376,
            27.097376,
            27.097376,
            27.097376
        ],
        [
            -109455,
            -88712,
            -46760,
            -1031029,
            -907614,
            -522360
        ],
        [
            2.600309,
            3.000413,
            1.965585,
            1.484669,
            1.319402,
            1.762276
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            42,
            16,
            26,
            42,
            16,
            26
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            36.521739,
            28.070175,
            44.827586,
            36.521739,
            28.070175,
            44.827586
        ],
        [
            4.519584,
            7.688557,
            2.419182,
            2.580496,
            3.380969,
            2.168955
        ],
        [
            298009,
            298009,
            64427,
            733373,
            733373,
            632191
        ],
        [
            -24705,
            -24705,
            -22908,
            -407762,
            -407762,
            -278153
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            54,
            66,
            46,
            54,
            66,
            46
        ],
        [
            11,
            13,
            10,
            11,
            13,
            10
        ],
        [
            3163,
            1617,
            1546,
            3163,
            1617,
            1546
        ],
        [
            47.341763,
            0,
            48.841763,
            47.341763,
            0,
            48.841763
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375656,
            -182207,
            -253092,
            223064,
            -196158,
            -170167
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619913600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759263128323,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "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)