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Trade: TWT/USDT/720/PSAR/BBM/6128

Strategy
TWT/USDT/720/PSAR/BBM/6128
Pair
TWT_USDT
Interval
12h
Score
356082
Daily Profit
0.235182
Profit Factor
2.122844
Profitability
47.008547
Streak
48.084397
Best Strategy
Training Data Length
1719.500000
Evaluation Time
2025-10-12 17:01
Expiration Time
2025-12-02 16:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 441736.1304 404395.3861 37340.7443 -4657600.1886 -3696815.6948 -960784.4938
Total P&L (%) 441.7361 404.3954 37.3407 -4657.6002 -3696.8157 -960.7845
Avg Daily Profit (%) 0.2569 0.2352 0.0217 0 0 0
Buy And Hold Return (%) 105.0672 105.0672 105.0672 105.0672 105.0672 105.0672
Max Trade Drawdown -178052 -57080 -179690 -10425498 -6058329 -5541656
Profit Factor 1.4709 2.1228 1.0646 0.8303 0.7509 0.9238
Total Trades 233 117 116 233 117 116
Winning Trades 123 55 68 114 59 55
Losing Trades 110 62 48 119 58 61
Profitability (%) 52.7897 47.0085 58.6207 48.927 50.4274 47.4138
Ratio Avg Win / Avg Loss 1.3154 2.393 0.7515 0.8668 0.7382 1.0246
Largest Winning Trade 96763 96763 41073 1463702 827454 1463702
Largest Losing Trade -173234 -29568 -173234 -1447353 -1447353 -816333
Avg Bars in Trades 14 13 15 14 13 15
Avg Bars in Winners 15 15 16 13 13 13
Avg Bars in Losers 13 12 14 15 14 16
Bars Traded 3389 1612 1777 3389 1612 1777
Profit Streak 8.0844 48.0844 0 0 0 39.5844
Trades During Streak 1 3 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350194 356082 -479608 -579698 -580688 -579097
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3439,
    "evaluation_days": 1719.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613217600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277691870,
    "expiration_time": 1764684144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.66287
        }
    }
}
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": [
        [
            441736.1304307411,
            404395.3860994892,
            37340.7443312517,
            -4657600.188558036,
            -3696815.6947993943,
            -960784.4937586437
        ],
        [
            441.73613,
            404.395386,
            37.340744,
            -4657.600189,
            -3696.815695,
            -960.784494
        ],
        [
            0.256898,
            0.235182,
            0.021716,
            0,
            0,
            0
        ],
        [
            105.067155,
            105.067155,
            105.067155,
            105.067155,
            105.067155,
            105.067155
        ],
        [
            -178052,
            -57080,
            -179690,
            -10425498,
            -6058329,
            -5541656
        ],
        [
            1.470864,
            2.122844,
            1.064605,
            0.830337,
            0.750893,
            0.923819
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            123,
            55,
            68,
            114,
            59,
            55
        ],
        [
            110,
            62,
            48,
            119,
            58,
            61
        ],
        [
            52.7897,
            47.008547,
            58.62069,
            48.927039,
            50.42735,
            47.413793
        ],
        [
            1.315407,
            2.393024,
            0.751486,
            0.866755,
            0.738166,
            1.024599
        ],
        [
            96763,
            96763,
            41073,
            1463702,
            827454,
            1463702
        ],
        [
            -173234,
            -29568,
            -173234,
            -1447353,
            -1447353,
            -816333
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            15,
            15,
            16,
            13,
            13,
            13
        ],
        [
            13,
            12,
            14,
            15,
            14,
            16
        ],
        [
            3389,
            1612,
            1777,
            3389,
            1612,
            1777
        ],
        [
            8.084396,
            48.084397,
            0,
            0,
            0,
            39.584397
        ],
        [
            1,
            3,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350194,
            356082,
            -479608,
            -579698,
            -580688,
            -579097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3439,
    "evaluation_days": 1719.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1613217600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760277691870,
    "expiration_time": 1764684144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.66287
        }
    }
}

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)