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Trade: TWT/USDT/720/PWMA/DCM/9501

Strategy
TWT/USDT/720/PWMA/DCM/9501
Pair
TWT_USDT
Interval
12h
Score
450598
Daily Profit
0.270413
Profit Factor
3.385660
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1718.000000
Evaluation Time
2025-10-11 00:49
Expiration Time
2025-12-01 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 541657.8513 464569.888 77087.9633 1259641 1402404.2914 -142763.2914
Total P&L (%) 541.6579 464.5699 77.088 1259.641 1402.4043 -142.7633
Avg Daily Profit (%) 0.3153 0.2704 0.0449 0.152 0.1578 0
Buy And Hold Return (%) 80.867 80.867 80.867 80.867 80.867 80.867
Max Trade Drawdown -106980 -57881 -50358 -3242502 -1717794 -1590643
Profit Factor 2.8091 3.3857 1.7365 1.1803 1.3232 0.9461
Total Trades 61 30 31 61 30 31
Winning Trades 33 14 19 33 14 19
Losing Trades 28 16 12 28 16 12
Profitability (%) 54.0984 46.6667 61.2903 54.0984 46.6667 61.2903
Ratio Avg Win / Avg Loss 2.3835 3.8693 1.0967 1.0015 1.5122 0.5975
Largest Winning Trade 279320 279320 45795 1243252 1243252 580311
Largest Losing Trade -33517 -26202 -33517 -914084 -760565 -914084
Avg Bars in Trades 51 63 39 51 63 39
Avg Bars in Winners 56 75 43 56 75 43
Avg Bars in Losers 44 54 32 44 54 32
Bars Traded 3128 1918 1210 3128 1918 1210
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 -151285 450598 -295151 -180047 276125 -579354
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3436,
    "evaluation_days": 1718,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760132977482,
    "expiration_time": 1764550656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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": [
        [
            541657.8513392494,
            464569.8880306563,
            77087.9633085933,
            1259641.0000210202,
            1402404.2913991825,
            -142763.2913781613
        ],
        [
            541.657851,
            464.569888,
            77.087963,
            1259.641,
            1402.404291,
            -142.763291
        ],
        [
            0.315284,
            0.270413,
            0.044871,
            0.152025,
            0.157846,
            0
        ],
        [
            80.867002,
            80.867002,
            80.867002,
            80.867002,
            80.867002,
            80.867002
        ],
        [
            -106980,
            -57881,
            -50358,
            -3242502,
            -1717794,
            -1590643
        ],
        [
            2.809102,
            3.38566,
            1.736467,
            1.180291,
            1.323164,
            0.946068
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            54.098361,
            46.666667,
            61.290323,
            54.098361,
            46.666667,
            61.290323
        ],
        [
            2.383481,
            3.869326,
            1.096716,
            1.001459,
            1.512187,
            0.597516
        ],
        [
            279320,
            279320,
            45795,
            1243252,
            1243252,
            580311
        ],
        [
            -33517,
            -26202,
            -33517,
            -914084,
            -760565,
            -914084
        ],
        [
            51,
            63,
            39,
            51,
            63,
            39
        ],
        [
            56,
            75,
            43,
            56,
            75,
            43
        ],
        [
            44,
            54,
            32,
            44,
            54,
            32
        ],
        [
            3128,
            1918,
            1210,
            3128,
            1918,
            1210
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151285,
            450598,
            -295151,
            -180047,
            276125,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3436,
    "evaluation_days": 1718,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1618142400000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760132977482,
    "expiration_time": 1764550656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "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)