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Trade: TWT/USDT/720/ZLMA/SUPERTREND/7784

Strategy
TWT/USDT/720/ZLMA/SUPERTREND/7784
Pair
TWT_USDT
Interval
12h
Score
515128
Daily Profit
0.201995
Profit Factor
2.726641
Profitability
61.111111
Streak
112.432425
Best Strategy
Training Data Length
1720.000000
Evaluation Time
2025-10-13 01:22
Expiration Time
2025-12-03 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473965.1747 347431.4657 126533.709 2165919.6075 1349708.9012 816210.7063
Total P&L (%) 473.9652 347.4315 126.5337 2165.9196 1349.7089 816.2107
Avg Daily Profit (%) 0.2756 0.202 0.0736 0.1816 0.1556 0.1289
Buy And Hold Return (%) 69.2662 69.2662 69.2662 69.2662 69.2662 69.2662
Max Trade Drawdown -53037 -43545 -31696 -1457832 -1108913 -744359
Profit Factor 2.397 2.7266 1.9166 1.3287 1.3406 1.3108
Total Trades 73 36 37 73 36 37
Winning Trades 40 22 18 40 22 18
Losing Trades 33 14 19 33 14 19
Profitability (%) 54.7945 61.1111 48.6486 54.7945 61.1111 48.6486
Ratio Avg Win / Avg Loss 1.9776 1.7351 2.0231 1.0962 0.8531 1.3836
Largest Winning Trade 124961 124961 50671 614389 606899 614389
Largest Losing Trade -30245 -30245 -17890 -697780 -697780 -429685
Avg Bars in Trades 43 56 30 43 56 30
Avg Bars in Winners 60 71 48 60 71 48
Avg Bars in Losers 22 33 13 22 33 13
Bars Traded 3167 2035 1132 3167 2035 1132
Profit Streak 0 112.4324 0 0 112.4324 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62649 515128 -99642 -67238 328119 -20938
Evaluation Data
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3440,
    "evaluation_days": 1720,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620993600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760307761548,
    "expiration_time": 1764728640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 120,
            "offset": 0,
            "multiplier": 3.07075
        }
    }
}
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": [
        [
            473965.1746920104,
            347431.4656503641,
            126533.7090416462,
            2165919.607502511,
            1349708.901207399,
            816210.7062951126
        ],
        [
            473.965175,
            347.431466,
            126.533709,
            2165.919608,
            1349.708901,
            816.210706
        ],
        [
            0.275561,
            0.201995,
            0.073566,
            0.181593,
            0.155583,
            0.128866
        ],
        [
            69.266214,
            69.266214,
            69.266214,
            69.266214,
            69.266214,
            69.266214
        ],
        [
            -53037,
            -43545,
            -31696,
            -1457832,
            -1108913,
            -744359
        ],
        [
            2.397039,
            2.726641,
            1.916606,
            1.328694,
            1.340562,
            1.310785
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            54.794521,
            61.111111,
            48.648649,
            54.794521,
            61.111111,
            48.648649
        ],
        [
            1.977557,
            1.735135,
            2.023084,
            1.096173,
            0.853085,
            1.383607
        ],
        [
            124961,
            124961,
            50671,
            614389,
            606899,
            614389
        ],
        [
            -30245,
            -30245,
            -17890,
            -697780,
            -697780,
            -429685
        ],
        [
            43,
            56,
            30,
            43,
            56,
            30
        ],
        [
            60,
            71,
            48,
            60,
            71,
            48
        ],
        [
            22,
            33,
            13,
            22,
            33,
            13
        ],
        [
            3167,
            2035,
            1132,
            3167,
            2035,
            1132
        ],
        [
            0,
            112.432425,
            0,
            0,
            112.432425,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62649,
            515128,
            -99642,
            -67238,
            328119,
            -20938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3440,
    "evaluation_days": 1720,
    "actual_first_datapoint_time": 1611705600000,
    "first_datapoint_time": 1620993600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760307761548,
    "expiration_time": 1764728640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 120,
            "offset": 0,
            "multiplier": 3.07075
        }
    }
}

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)