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Trade: TWT/USDT/720/KCL/ALMA/1380

Strategy
TWT/USDT/720/KCL/ALMA/1380
Pair
TWT_USDT
Interval
12h
Score
401376
Daily Profit
0.175949
Profit Factor
1.458944
Profitability
57.591623
Streak
0.000000
Best Strategy
Training Data Length
1712.500000
Evaluation Time
2025-10-05 12:11
Expiration Time
2025-11-25 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 427969.674 312219.543 115750.131 1929700.2622 1289835.9269 639864.3352
Total P&L (%) 427.9697 312.2195 115.7501 1929.7003 1289.8359 639.8643
Avg Daily Profit (%) 0.2499 0.1823 0.0676 0.1759 0.1538 0.1169
Buy And Hold Return (%) 144.0334 144.0334 144.0334 144.0334 144.0334 144.0334
Max Trade Drawdown -73176 -40704 -51205 -741767 -686163 -467034
Profit Factor 1.9764 3.0509 1.4046 1.4589 1.7025 1.2701
Total Trades 191 96 95 191 96 95
Winning Trades 110 53 57 110 53 57
Losing Trades 81 43 38 81 43 38
Profitability (%) 57.5916 55.2083 60 57.5916 55.2083 60
Ratio Avg Win / Avg Loss 1.4554 2.4752 0.9364 1.0743 1.3813 0.8468
Largest Winning Trade 79413 79413 26168 423026 423026 187358
Largest Losing Trade -51205 -35242 -51205 -432288 -432288 -293637
Avg Bars in Trades 16 25 8 16 25 8
Avg Bars in Winners 16 26 7 16 26 7
Avg Bars in Losers 16 23 8 16 23 8
Bars Traded 3174 2412 763 3174 2412 763
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 353400 294557 -268132 401376 374860 -38801
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3425,
    "evaluation_days": 1712.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621512000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655468873,
    "expiration_time": 1764061200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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": [
        [
            427969.6739757267,
            312219.543003308,
            115750.130972419,
            1929700.2621730012,
            1289835.926944669,
            639864.3352283328
        ],
        [
            427.969674,
            312.219543,
            115.750131,
            1929.700262,
            1289.835927,
            639.864335
        ],
        [
            0.249909,
            0.182318,
            0.067591,
            0.175949,
            0.153798,
            0.116932
        ],
        [
            144.033413,
            144.033413,
            144.033413,
            144.033413,
            144.033413,
            144.033413
        ],
        [
            -73176,
            -40704,
            -51205,
            -741767,
            -686163,
            -467034
        ],
        [
            1.976438,
            3.050882,
            1.404635,
            1.458944,
            1.702497,
            1.270147
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            110,
            53,
            57,
            110,
            53,
            57
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            57.591623,
            55.208333,
            60,
            57.591623,
            55.208333,
            60
        ],
        [
            1.455377,
            2.475244,
            0.936424,
            1.074313,
            1.381271,
            0.846764
        ],
        [
            79413,
            79413,
            26168,
            423026,
            423026,
            187358
        ],
        [
            -51205,
            -35242,
            -51205,
            -432288,
            -432288,
            -293637
        ],
        [
            16,
            25,
            8,
            16,
            25,
            8
        ],
        [
            16,
            26,
            7,
            16,
            26,
            7
        ],
        [
            16,
            23,
            8,
            16,
            23,
            8
        ],
        [
            3174,
            2412,
            763,
            3174,
            2412,
            763
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353400,
            294557,
            -268132,
            401376,
            374860,
            -38801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3425,
    "evaluation_days": 1712.5,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1621512000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759655468873,
    "expiration_time": 1764061200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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)