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Trade: IOTA/USDT/120/SSF/DCM/2458

Strategy
IOTA/USDT/120/SSF/DCM/2458
Pair
IOTA_USDT
Interval
2h
Score
350201
Daily Profit
0.184726
Profit Factor
1.214059
Profitability
44.699647
Streak
8.457630
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 15:58
Expiration Time
2025-12-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 384844.9208 349383.2137 35461.707 43969.1143 469515.3295 -425546.2152
Total P&L (%) 384.8449 349.3832 35.4617 43.9691 469.5153 -425.5462
Avg Daily Profit (%) 0.1847 0.1677 0.017 0.0175 0.0835 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128659 -119933 -106559 -957450 -499045 -626765
Profit Factor 1.2141 1.3977 1.0386 1.0084 1.1855 0.8434
Total Trades 566 283 283 566 283 283
Winning Trades 253 129 124 253 129 124
Losing Trades 313 154 159 313 154 159
Profitability (%) 44.6996 45.583 43.8163 44.6996 45.583 43.8163
Ratio Avg Win / Avg Loss 1.502 1.6686 1.3317 1.2475 1.4152 1.0815
Largest Winning Trade 172757 172757 50999 599281 599281 123768
Largest Losing Trade -28441 -28441 -28233 -176088 -145182 -176088
Avg Bars in Trades 43 48 39 43 48 39
Avg Bars in Winners 57 58 56 57 58 56
Avg Bars in Losers 32 39 26 32 39 26
Bars Traded 24800 13589 11211 24800 13589 11211
Profit Streak 8.4576 0 35.2076 8.4576 0 35.2076
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350201 300387 -351321 -381096 -98725 -579599
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237139245,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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": [
        [
            384844.9207778251,
            349383.2137352402,
            35461.7070425851,
            43969.1142887422,
            469515.3294612149,
            -425546.2151724717
        ],
        [
            384.844921,
            349.383214,
            35.461707,
            43.969114,
            469.515329,
            -425.546215
        ],
        [
            0.184726,
            0.167704,
            0.017022,
            0.017494,
            0.083537,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128659,
            -119933,
            -106559,
            -957450,
            -499045,
            -626765
        ],
        [
            1.214059,
            1.397705,
            1.038573,
            1.008376,
            1.185471,
            0.843435
        ],
        [
            566,
            283,
            283,
            566,
            283,
            283
        ],
        [
            253,
            129,
            124,
            253,
            129,
            124
        ],
        [
            313,
            154,
            159,
            313,
            154,
            159
        ],
        [
            44.699647,
            45.583039,
            43.816254,
            44.699647,
            45.583039,
            43.816254
        ],
        [
            1.501978,
            1.668578,
            1.331718,
            1.247516,
            1.415213,
            1.081502
        ],
        [
            172757,
            172757,
            50999,
            599281,
            599281,
            123768
        ],
        [
            -28441,
            -28441,
            -28233,
            -176088,
            -145182,
            -176088
        ],
        [
            43,
            48,
            39,
            43,
            48,
            39
        ],
        [
            57,
            58,
            56,
            57,
            58,
            56
        ],
        [
            32,
            39,
            26,
            32,
            39,
            26
        ],
        [
            24800,
            13589,
            11211,
            24800,
            13589,
            11211
        ],
        [
            8.45763,
            0,
            35.20763,
            8.45763,
            0,
            35.20763
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350201,
            300387,
            -351321,
            -381096,
            -98725,
            -579599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1579989600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759237139245,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 115,
            "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)