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Trade: TWT/USDT/720/SWMA/VWAP/8304

Strategy
TWT/USDT/720/SWMA/VWAP/8304
Pair
TWT_USDT
Interval
12h
Score
441417
Daily Profit
0.191647
Profit Factor
3.768528
Profitability
55.172414
Streak
35.398420
Best Strategy
Training Data Length
1713.000000
Evaluation Time
2025-10-06 00:33
Expiration Time
2025-11-25 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 420332.4088 328290.5352 92041.8736 1286007.9144 568186.2437 717821.6707
Total P&L (%) 420.3324 328.2905 92.0419 1286.0079 568.1862 717.8217
Avg Daily Profit (%) 0.2454 0.1916 0.0537 0.1536 0.1109 0.1228
Buy And Hold Return (%) 119.6085 119.6085 119.6085 119.6085 119.6085 119.6085
Max Trade Drawdown -67747 -50222 -21629 -1739697 -1515585 -348911
Profit Factor 3.4456 3.7685 2.7271 1.404 1.2315 1.9844
Total Trades 57 29 28 57 29 28
Winning Trades 28 16 12 28 16 12
Losing Trades 29 13 16 29 13 16
Profitability (%) 49.1228 55.1724 42.8571 49.1228 55.1724 42.8571
Ratio Avg Win / Avg Loss 3.5687 3.0619 3.6362 1.4541 1.0006 2.6458
Largest Winning Trade 159186 159186 48823 879258 879258 640520
Largest Losing Trade -46193 -46193 -9585 -1294246 -1294246 -145310
Avg Bars in Trades 55 61 48 55 61 48
Avg Bars in Winners 63 66 59 63 66 59
Avg Bars in Losers 47 56 40 47 56 40
Bars Traded 3160 1797 1363 3160 1797 1363
Profit Streak 35.3984 35.3984 58.3984 35.3984 35.3984 58.3984
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166904 441417 -305011 -170488 -45197 -48887
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3426,
    "evaluation_days": 1713,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619697600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759700023501,
    "expiration_time": 1764105696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    }
}
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": [
        [
            420332.408768821,
            328290.5352148236,
            92041.8735539973,
            1286007.9144208005,
            568186.2437300818,
            717821.6706907195
        ],
        [
            420.332409,
            328.290535,
            92.041874,
            1286.007914,
            568.186244,
            717.821671
        ],
        [
            0.245378,
            0.191647,
            0.053731,
            0.153592,
            0.110943,
            0.122753
        ],
        [
            119.608457,
            119.608457,
            119.608457,
            119.608457,
            119.608457,
            119.608457
        ],
        [
            -67747,
            -50222,
            -21629,
            -1739697,
            -1515585,
            -348911
        ],
        [
            3.445617,
            3.768528,
            2.727116,
            1.403994,
            1.231533,
            1.984375
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            49.122807,
            55.172414,
            42.857143,
            49.122807,
            55.172414,
            42.857143
        ],
        [
            3.568675,
            3.061929,
            3.636155,
            1.454137,
            1.000621,
            2.645834
        ],
        [
            159186,
            159186,
            48823,
            879258,
            879258,
            640520
        ],
        [
            -46193,
            -46193,
            -9585,
            -1294246,
            -1294246,
            -145310
        ],
        [
            55,
            61,
            48,
            55,
            61,
            48
        ],
        [
            63,
            66,
            59,
            63,
            66,
            59
        ],
        [
            47,
            56,
            40,
            47,
            56,
            40
        ],
        [
            3160,
            1797,
            1363,
            3160,
            1797,
            1363
        ],
        [
            35.39842,
            35.39842,
            58.39842,
            35.39842,
            35.39842,
            58.39842
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166904,
            441417,
            -305011,
            -170488,
            -45197,
            -48887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3426,
    "evaluation_days": 1713,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1619697600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759700023501,
    "expiration_time": 1764105696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 185
        }
    }
}

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)