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Trade: TWT/USDT/720/DEMA/BBM/8539

Strategy
TWT/USDT/720/DEMA/BBM/8539
Pair
TWT_USDT
Interval
12h
Score
368932
Daily Profit
0.216879
Profit Factor
2.840862
Profitability
56.818182
Streak
0.000000
Best Strategy
Training Data Length
1708.500000
Evaluation Time
2025-10-01 09:27
Expiration Time
2025-11-21 08:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356077.3273 370537.8811 -14460.5538 -42060.4944 600941.709 -643002.2034
Total P&L (%) 356.0773 370.5379 -14.4606 -42.0605 600.9417 -643.0022
Avg Daily Profit (%) 0.2084 0.2169 -0.0085 -0.0319 0.114 0
Buy And Hold Return (%) 151.18 151.18 151.18 151.18 151.18 151.18
Max Trade Drawdown -107419 -55431 -83538 -797500 -90005 -784265
Profit Factor 1.6981 2.8409 0.9532 0.9736 2.5749 0.4698
Total Trades 89 44 45 89 44 45
Winning Trades 55 25 30 55 25 30
Losing Trades 34 19 15 34 19 15
Profitability (%) 61.7978 56.8182 66.6667 61.7978 56.8182 66.6667
Ratio Avg Win / Avg Loss 1.0498 2.1591 0.4766 0.6019 1.9569 0.2349
Largest Winning Trade 267163 267163 46137 185049 185049 134287
Largest Losing Trade -83538 -40142 -83538 -714622 -90005 -714622
Avg Bars in Trades 37 43 31 37 43 31
Avg Bars in Winners 39 40 39 39 40 39
Avg Bars in Losers 33 47 16 33 47 16
Bars Traded 3328 1906 1422 3328 1906 1422
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 263670 368932 -578551 -578733 -36730 -578551
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3417,
    "evaluation_days": 1708.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614945600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300077138,
    "expiration_time": 1763705232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 27,
            "offset": 0,
            "std": 3.57617
        }
    }
}
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": [
        [
            356077.3273275106,
            370537.8811234895,
            -14460.5537959788,
            -42060.4943991607,
            600941.7090344696,
            -643002.2034336309
        ],
        [
            356.077327,
            370.537881,
            -14.460554,
            -42.060494,
            600.941709,
            -643.002203
        ],
        [
            0.208415,
            0.216879,
            -0.008464,
            -0.031939,
            0.114039,
            0
        ],
        [
            151.18,
            151.18,
            151.18,
            151.18,
            151.18,
            151.18
        ],
        [
            -107419,
            -55431,
            -83538,
            -797500,
            -90005,
            -784265
        ],
        [
            1.69814,
            2.840862,
            0.953165,
            0.973617,
            2.574932,
            0.469764
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            61.797753,
            56.818182,
            66.666667,
            61.797753,
            56.818182,
            66.666667
        ],
        [
            1.049759,
            2.159055,
            0.476582,
            0.601872,
            1.956949,
            0.234882
        ],
        [
            267163,
            267163,
            46137,
            185049,
            185049,
            134287
        ],
        [
            -83538,
            -40142,
            -83538,
            -714622,
            -90005,
            -714622
        ],
        [
            37,
            43,
            31,
            37,
            43,
            31
        ],
        [
            39,
            40,
            39,
            39,
            40,
            39
        ],
        [
            33,
            47,
            16,
            33,
            47,
            16
        ],
        [
            3328,
            1906,
            1422,
            3328,
            1906,
            1422
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            263670,
            368932,
            -578551,
            -578733,
            -36730,
            -578551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3417,
    "evaluation_days": 1708.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614945600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759300077138,
    "expiration_time": 1763705232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 27,
            "offset": 0,
            "std": 3.57617
        }
    }
}

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)