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Trade: IOTA/USDT/360/SSF/SSF/2024

Strategy
IOTA/USDT/360/SSF/SSF/2024
Pair
IOTA_USDT
Interval
6h
Score
328600
Daily Profit
0.186504
Profit Factor
1.384092
Profitability
42.205323
Streak
115.217821
Best Strategy
Training Data Length
2508.750000
Evaluation Time
2025-10-08 08:13
Expiration Time
2025-12-22 08:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467891.7991 431637.0928 36254.7063 46000.3459 591196.4589 -545196.113
Total P&L (%) 467.8918 431.6371 36.2547 46.0003 591.1965 -545.1961
Avg Daily Profit (%) 0.1865 0.1721 0.0145 0.0151 0.0771 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226700 -167168 -110605 -1357305 -556264 -913928
Profit Factor 1.3841 1.7288 1.0579 1.0146 1.4683 0.7098
Total Trades 263 131 132 263 131 132
Winning Trades 111 50 61 111 50 61
Losing Trades 152 81 71 152 81 71
Profitability (%) 42.2053 38.1679 46.2121 42.2053 38.1679 46.2121
Ratio Avg Win / Avg Loss 1.8953 2.8006 1.2314 1.3894 2.3786 0.8261
Largest Winning Trade 223746 223746 47671 449086 449086 199825
Largest Losing Trade -59493 -25604 -59493 -659141 -175225 -659141
Avg Bars in Trades 37 36 39 37 36 39
Avg Bars in Winners 58 59 57 58 59 57
Avg Bars in Losers 23 22 23 23 22 23
Bars Traded 9972 4816 5156 9972 4816 5156
Profit Streak 115.2178 115.2178 150.9678 115.2178 115.2178 150.9678
Trades During Streak 9 4 6 9 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328600 260622 -333136 -378885 -90799 -581012
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10035,
    "evaluation_days": 2508.75,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1543125600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900419737,
    "expiration_time": 1766384280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            467891.7990651696,
            431637.0928063092,
            36254.7062588602,
            46000.3459337904,
            591196.4589407046,
            -545196.113006914
        ],
        [
            467.891799,
            431.637093,
            36.254706,
            46.000346,
            591.196459,
            -545.196113
        ],
        [
            0.186504,
            0.172053,
            0.014451,
            0.015086,
            0.07709,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226700,
            -167168,
            -110605,
            -1357305,
            -556264,
            -913928
        ],
        [
            1.384092,
            1.728751,
            1.057926,
            1.014645,
            1.46826,
            0.709766
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            111,
            50,
            61,
            111,
            50,
            61
        ],
        [
            152,
            81,
            71,
            152,
            81,
            71
        ],
        [
            42.205323,
            38.167939,
            46.212121,
            42.205323,
            38.167939,
            46.212121
        ],
        [
            1.895334,
            2.800577,
            1.231357,
            1.389424,
            2.378581,
            0.826121
        ],
        [
            223746,
            223746,
            47671,
            449086,
            449086,
            199825
        ],
        [
            -59493,
            -25604,
            -59493,
            -659141,
            -175225,
            -659141
        ],
        [
            37,
            36,
            39,
            37,
            36,
            39
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            23,
            22,
            23,
            23,
            22,
            23
        ],
        [
            9972,
            4816,
            5156,
            9972,
            4816,
            5156
        ],
        [
            115.217821,
            115.217821,
            150.967821,
            115.217821,
            115.217821,
            150.967821
        ],
        [
            9,
            4,
            6,
            9,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328600,
            260622,
            -333136,
            -378885,
            -90799,
            -581012
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10035,
    "evaluation_days": 2508.75,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1543125600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759900419737,
    "expiration_time": 1766384280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 32,
            "offset": 0,
            "poles": 3
        }
    }
}

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)