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Trade: IOTA/USDT/240/SINWMA/JMA/5685

Strategy
IOTA/USDT/240/SINWMA/JMA/5685
Pair
IOTA_USDT
Interval
4h
Score
329928
Daily Profit
0.239627
Profit Factor
1.722760
Profitability
42.657343
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-10-02 04:03
Expiration Time
2025-12-16 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599426.4521 486469.0576 112957.3945 740535.7204 1371279.8158 -630744.0954
Total P&L (%) 599.4265 486.4691 112.9574 740.5357 1371.2798 -630.7441
Avg Daily Profit (%) 0.2396 0.1945 0.0452 0.0851 0.1075 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130568 -130120 -79355 -3093011 -2466248 -1599611
Profit Factor 1.7228 2.178 1.2713 1.063 1.2422 0.8964
Total Trades 143 72 71 143 72 71
Winning Trades 61 28 33 61 28 33
Losing Trades 82 44 38 82 44 38
Profitability (%) 42.6573 38.8889 46.4789 42.6573 38.8889 46.4789
Ratio Avg Win / Avg Loss 2.3158 3.4226 1.4639 1.429 1.952 1.0322
Largest Winning Trade 229941 229941 53060 1513662 1513662 1006837
Largest Losing Trade -51764 -23404 -51764 -744185 -626914 -744185
Avg Bars in Trades 103 93 113 103 93 113
Avg Bars in Winners 163 149 175 163 149 175
Avg Bars in Losers 58 58 59 58 58 59
Bars Traded 14780 6749 8031 14780 6749 8031
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 329928 -72061 -221017 -232541 -131937 -667438
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15009,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543176000000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759366987020,
    "expiration_time": 1765847088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 98,
            "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": [
        [
            599426.4521039359,
            486469.0576065108,
            112957.3944974251,
            740535.7204310813,
            1371279.8158072275,
            -630744.0953761465
        ],
        [
            599.426452,
            486.469058,
            112.957394,
            740.53572,
            1371.279816,
            -630.744095
        ],
        [
            0.239627,
            0.194471,
            0.045156,
            0.08514,
            0.107542,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130568,
            -130120,
            -79355,
            -3093011,
            -2466248,
            -1599611
        ],
        [
            1.72276,
            2.177992,
            1.271276,
            1.063029,
            1.242175,
            0.896375
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            42.657343,
            38.888889,
            46.478873,
            42.657343,
            38.888889,
            46.478873
        ],
        [
            2.315842,
            3.422559,
            1.463894,
            1.42899,
            1.95199,
            1.032189
        ],
        [
            229941,
            229941,
            53060,
            1513662,
            1513662,
            1006837
        ],
        [
            -51764,
            -23404,
            -51764,
            -744185,
            -626914,
            -744185
        ],
        [
            103,
            93,
            113,
            103,
            93,
            113
        ],
        [
            163,
            149,
            175,
            163,
            149,
            175
        ],
        [
            58,
            58,
            59,
            58,
            58,
            59
        ],
        [
            14780,
            6749,
            8031,
            14780,
            6749,
            8031
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329928,
            -72061,
            -221017,
            -232541,
            -131937,
            -667438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15009,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543176000000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759366987020,
    "expiration_time": 1765847088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 98,
            "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)