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Trade: TWT/USDT/480/PWMA/MIDPRICE/7757

Strategy
TWT/USDT/480/PWMA/MIDPRICE/7757
Pair
TWT_USDT
Interval
8h
Score
360715
Daily Profit
0.210663
Profit Factor
3.109380
Profitability
44.444444
Streak
46.403013
Best Strategy
Training Data Length
1710.330000
Evaluation Time
2025-10-03 12:40
Expiration Time
2025-11-23 17:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421425.0925 360303.9386 61121.1539 647213.091 653509.0868 -6295.9958
Total P&L (%) 421.4251 360.3039 61.1212 647.2131 653.5091 -6.296
Avg Daily Profit (%) 0.2464 0.2107 0.0357 0.1177 0.1182 -0.0038
Buy And Hold Return (%) 85.4299 85.4299 85.4299 85.4299 85.4299 85.4299
Max Trade Drawdown -66218 -56961 -36669 -890901 -586146 -561714
Profit Factor 2.244 3.1094 1.3639 1.1889 1.3885 0.9964
Total Trades 73 36 37 73 36 37
Winning Trades 39 16 23 39 16 23
Losing Trades 34 20 14 34 20 14
Profitability (%) 53.4247 44.4444 62.1622 53.4247 44.4444 62.1622
Ratio Avg Win / Avg Loss 1.9563 3.8867 0.8302 1.0365 1.7356 0.6065
Largest Winning Trade 227783 227783 42242 446002 446002 224926
Largest Losing Trade -25175 -24206 -25175 -287371 -216992 -287371
Avg Bars in Trades 64 73 55 64 73 55
Avg Bars in Winners 78 94 67 78 94 67
Avg Bars in Losers 48 56 35 48 56 35
Bars Traded 4698 2655 2043 4698 2655 2043
Profit Streak 0 46.403 0 0 46.403 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64659 360715 -310546 -123752 -34723 -579195
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5131,
    "evaluation_days": 1710.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617696000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484420332,
    "expiration_time": 1763911584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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": [
        [
            421425.0924691867,
            360303.9386033088,
            61121.1538658777,
            647213.0909915082,
            653509.0867964054,
            -6295.9958048969
        ],
        [
            421.425092,
            360.303939,
            61.121154,
            647.213091,
            653.509087,
            -6.295996
        ],
        [
            0.2464,
            0.210663,
            0.035736,
            0.117659,
            0.118151,
            -0.003802
        ],
        [
            85.429903,
            85.429903,
            85.429903,
            85.429903,
            85.429903,
            85.429903
        ],
        [
            -66218,
            -56961,
            -36669,
            -890901,
            -586146,
            -561714
        ],
        [
            2.244033,
            3.10938,
            1.363932,
            1.188947,
            1.388469,
            0.996388
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            16,
            23,
            39,
            16,
            23
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            53.424658,
            44.444444,
            62.162162,
            53.424658,
            44.444444,
            62.162162
        ],
        [
            1.956337,
            3.886725,
            0.830219,
            1.036518,
            1.735586,
            0.606497
        ],
        [
            227783,
            227783,
            42242,
            446002,
            446002,
            224926
        ],
        [
            -25175,
            -24206,
            -25175,
            -287371,
            -216992,
            -287371
        ],
        [
            64,
            73,
            55,
            64,
            73,
            55
        ],
        [
            78,
            94,
            67,
            78,
            94,
            67
        ],
        [
            48,
            56,
            35,
            48,
            56,
            35
        ],
        [
            4698,
            2655,
            2043,
            4698,
            2655,
            2043
        ],
        [
            0,
            46.403013,
            0,
            0,
            46.403013,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64659,
            360715,
            -310546,
            -123752,
            -34723,
            -579195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5131,
    "evaluation_days": 1710.33,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1617696000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759484420332,
    "expiration_time": 1763911584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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)