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Trade: TWT/USDT/720/PSAR/DEMA/2540

Strategy
TWT/USDT/720/PSAR/DEMA/2540
Pair
TWT_USDT
Interval
12h
Score
375725
Daily Profit
0.286392
Profit Factor
1.564695
Profitability
46.502058
Streak
12.281371
Best Strategy
Training Data Length
1708.000000
Evaluation Time
2025-09-30 21:45
Expiration Time
2025-11-20 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489157.7839 389782.8118 99374.9721 1465386.0553 1151862.0351 313524.0202
Total P&L (%) 489.1578 389.7828 99.375 1465.3861 1151.862 313.524
Avg Daily Profit (%) 0.2864 0.2282 0.0582 0.1612 0.1481 0.0831
Buy And Hold Return (%) 102.679 102.679 102.679 102.679 102.679 102.679
Max Trade Drawdown -73100 -46877 -91189 -1364338 -903113 -735996
Profit Factor 1.5647 2.0979 1.1944 1.2625 1.4335 1.1072
Total Trades 243 122 121 243 122 121
Winning Trades 113 51 62 113 51 62
Losing Trades 130 71 59 130 71 59
Profitability (%) 46.5021 41.8033 51.2397 46.5021 41.8033 51.2397
Ratio Avg Win / Avg Loss 1.8001 2.9206 1.1366 1.4524 1.9957 1.0536
Largest Winning Trade 63218 63218 32112 404705 404705 308303
Largest Losing Trade -57855 -17348 -57855 -297712 -220572 -297712
Avg Bars in Trades 13 12 14 13 12 14
Avg Bars in Winners 16 15 17 16 15 17
Avg Bars in Losers 11 10 12 11 10 12
Bars Traded 3331 1530 1801 3331 1530 1801
Profit Streak 12.2814 36.2814 0 12.2814 36.2814 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375725 262739 -287498 301267 176488 -187451
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257910492,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 56,
            "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": [
        [
            489157.7838533332,
            389782.8117904218,
            99374.972062911,
            1465386.0552925016,
            1151862.0350845507,
            313524.0202079498
        ],
        [
            489.157784,
            389.782812,
            99.374972,
            1465.386055,
            1151.862035,
            313.52402
        ],
        [
            0.286392,
            0.22821,
            0.058182,
            0.161179,
            0.148073,
            0.083146
        ],
        [
            102.679014,
            102.679014,
            102.679014,
            102.679014,
            102.679014,
            102.679014
        ],
        [
            -73100,
            -46877,
            -91189,
            -1364338,
            -903113,
            -735996
        ],
        [
            1.564695,
            2.097901,
            1.194392,
            1.262491,
            1.433533,
            1.107162
        ],
        [
            243,
            122,
            121,
            243,
            122,
            121
        ],
        [
            113,
            51,
            62,
            113,
            51,
            62
        ],
        [
            130,
            71,
            59,
            130,
            71,
            59
        ],
        [
            46.502058,
            41.803279,
            51.239669,
            46.502058,
            41.803279,
            51.239669
        ],
        [
            1.800091,
            2.920607,
            1.136599,
            1.452423,
            1.995703,
            1.05359
        ],
        [
            63218,
            63218,
            32112,
            404705,
            404705,
            308303
        ],
        [
            -57855,
            -17348,
            -57855,
            -297712,
            -220572,
            -297712
        ],
        [
            13,
            12,
            14,
            13,
            12,
            14
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            3331,
            1530,
            1801,
            3331,
            1530,
            1801
        ],
        [
            12.281371,
            36.281371,
            0,
            12.281371,
            36.281371,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375725,
            262739,
            -287498,
            301267,
            176488,
            -187451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3416,
    "evaluation_days": 1708,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1614081600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257910492,
    "expiration_time": 1763660736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 56,
            "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)