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Trade: TWT/USDT/480/SWMA/OHLC4/7196

Strategy
TWT/USDT/480/SWMA/OHLC4/7196
Pair
TWT_USDT
Interval
8h
Score
403324
Daily Profit
0.274428
Profit Factor
2.128052
Profitability
50.450450
Streak
0.000000
Best Strategy
Training Data Length
1715.670000
Evaluation Time
2025-10-09 03:53
Expiration Time
2025-11-29 05:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470827.4881 436380.1186 34447.3695 196237.3016 2919819.4246 -2723582.123
Total P&L (%) 470.8275 436.3801 34.4474 196.2373 2919.8194 -2723.5821
Avg Daily Profit (%) 0.2744 0.2544 0.0201 0.0633 0.1988 0
Buy And Hold Return (%) 96.8044 96.8044 96.8044 96.8044 96.8044 96.8044
Max Trade Drawdown -180515 -80515 -122050 -7101982 -3513134 -4012495
Profit Factor 2.1281 3.2697 1.153 1.0162 1.4977 0.5642
Total Trades 111 56 55 111 56 55
Winning Trades 56 29 27 56 29 27
Losing Trades 55 27 28 55 27 28
Profitability (%) 50.4505 51.7857 49.0909 50.4505 51.7857 49.0909
Ratio Avg Win / Avg Loss 2.0901 3.0442 1.1957 0.998 1.3944 0.5851
Largest Winning Trade 245079 245079 70195 1901241 1901241 1084786
Largest Losing Trade -85445 -33344 -85445 -1824190 -1824190 -1599938
Avg Bars in Trades 43 47 40 43 47 40
Avg Bars in Winners 42 35 48 42 35 48
Avg Bars in Losers 45 59 32 45 59 32
Bars Traded 4865 2654 2211 4865 2654 2211
Profit Streak 0 0 4.7035 0 0 4.7035
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403324 -167258 -563989 -319116 -170504 -760748
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5147,
    "evaluation_days": 1715.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618560000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759971185700,
    "expiration_time": 1764386208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 237
        }
    }
}
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": [
        [
            470827.4880798276,
            436380.1186130308,
            34447.369466797,
            196237.3016109822,
            2919819.424586615,
            -2723582.1229756307
        ],
        [
            470.827488,
            436.380119,
            34.447369,
            196.237302,
            2919.819425,
            -2723.582123
        ],
        [
            0.274428,
            0.25435,
            0.020078,
            0.063318,
            0.198824,
            0
        ],
        [
            96.804365,
            96.804365,
            96.804365,
            96.804365,
            96.804365,
            96.804365
        ],
        [
            -180515,
            -80515,
            -122050,
            -7101982,
            -3513134,
            -4012495
        ],
        [
            2.128052,
            3.269692,
            1.15302,
            1.016195,
            1.497652,
            0.564198
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            50.45045,
            51.785714,
            49.090909,
            50.45045,
            51.785714,
            49.090909
        ],
        [
            2.090051,
            3.044196,
            1.195724,
            0.998049,
            1.394365,
            0.585095
        ],
        [
            245079,
            245079,
            70195,
            1901241,
            1901241,
            1084786
        ],
        [
            -85445,
            -33344,
            -85445,
            -1824190,
            -1824190,
            -1599938
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            42,
            35,
            48,
            42,
            35,
            48
        ],
        [
            45,
            59,
            32,
            45,
            59,
            32
        ],
        [
            4865,
            2654,
            2211,
            4865,
            2654,
            2211
        ],
        [
            0,
            0,
            4.703538,
            0,
            0,
            4.703538
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403324,
            -167258,
            -563989,
            -319116,
            -170504,
            -760748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5147,
    "evaluation_days": 1715.67,
    "actual_first_datapoint_time": 1611734400000,
    "first_datapoint_time": 1618560000000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759971185700,
    "expiration_time": 1764386208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 237
        }
    }
}

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)