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Trade: IOTA/USDT/360/LINREG/JMA/4524

Strategy
IOTA/USDT/360/LINREG/JMA/4524
Pair
IOTA_USDT
Interval
6h
Score
375192
Daily Profit
0.191385
Profit Factor
1.629771
Profitability
54.807692
Streak
0.000000
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 11:58
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478414.8607 408018.4419 70396.4189 12547.0837 457344.315 -444797.2313
Total P&L (%) 478.4149 408.0184 70.3964 12.5471 457.3443 -444.7972
Avg Daily Profit (%) 0.1914 0.1632 0.0282 0.0047 0.0688 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179269 -87459 -208524 -487765 -55444 -635487
Profit Factor 1.6298 2.294 1.1584 1.0109 3.0311 0.5183
Total Trades 104 52 52 104 52 52
Winning Trades 57 26 31 57 26 31
Losing Trades 47 26 21 47 26 21
Profitability (%) 54.8077 50 59.6154 54.8077 50 59.6154
Ratio Avg Win / Avg Loss 1.3438 2.294 0.7847 0.8336 3.0311 0.3511
Largest Winning Trade 187184 187184 58261 115575 115575 109485
Largest Losing Trade -83811 -37961 -83811 -205961 -41546 -205961
Avg Bars in Trades 94 100 87 94 100 87
Avg Bars in Winners 102 110 96 102 110 96
Avg Bars in Losers 83 89 75 83 89 75
Bars Traded 9776 5201 4575 9776 5201 4575
Profit Streak 0 0 27.8742 0 0 27.8742
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375192 -168381 -380979 -482312 -275403 -758576

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547272800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877127680,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "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": [
        [
            478414.8607418283,
            408018.441891073,
            70396.4188507553,
            12547.0837275764,
            457344.315031299,
            -444797.2313037226
        ],
        [
            478.414861,
            408.018442,
            70.396419,
            12.547084,
            457.344315,
            -444.797231
        ],
        [
            0.191385,
            0.163224,
            0.028161,
            0.004729,
            0.068751,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179269,
            -87459,
            -208524,
            -487765,
            -55444,
            -635487
        ],
        [
            1.629771,
            2.293977,
            1.158428,
            1.010925,
            3.031108,
            0.518265
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            54.807692,
            50,
            59.615385,
            54.807692,
            50,
            59.615385
        ],
        [
            1.343846,
            2.293977,
            0.784741,
            0.83357,
            3.031108,
            0.351083
        ],
        [
            187184,
            187184,
            58261,
            115575,
            115575,
            109485
        ],
        [
            -83811,
            -37961,
            -83811,
            -205961,
            -41546,
            -205961
        ],
        [
            94,
            100,
            87,
            94,
            100,
            87
        ],
        [
            102,
            110,
            96,
            102,
            110,
            96
        ],
        [
            83,
            89,
            75,
            83,
            89,
            75
        ],
        [
            9776,
            5201,
            4575,
            9776,
            5201,
            4575
        ],
        [
            0,
            0,
            27.874163,
            0,
            0,
            27.874163
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375192,
            -168381,
            -380979,
            -482312,
            -275403,
            -758576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1547272800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877127680,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 129,
            "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)