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Trade: IOTA/USDT/360/VWAP/RMA/6382

Strategy
IOTA/USDT/360/VWAP/RMA/6382
Pair
IOTA_USDT
Interval
6h
Score
483357
Daily Profit
0.205367
Profit Factor
2.097793
Profitability
53.435115
Streak
9.025369
Best Strategy
Training Data Length
2503.250000
Evaluation Time
2025-10-02 21:36
Expiration Time
2025-12-16 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697815.0541 514083.9086 183731.1455 2237835.2893 1150405.6 1087429.6893
Total P&L (%) 697.8151 514.0839 183.7311 2237.8353 1150.4056 1087.4297
Avg Daily Profit (%) 0.2788 0.2054 0.0734 0.126 0.101 0.0989
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99126 -128265 -108772 -615476 -700661 -341592
Profit Factor 1.7965 2.0978 1.4506 1.6237 1.5601 1.709
Total Trades 262 131 131 262 131 131
Winning Trades 134 70 64 134 70 64
Losing Trades 128 61 67 128 61 67
Profitability (%) 51.145 53.4351 48.855 51.145 53.4351 48.855
Ratio Avg Win / Avg Loss 1.7161 1.8281 1.5185 1.551 1.3595 1.7891
Largest Winning Trade 177410 177410 44356 476008 476008 300993
Largest Losing Trade -62062 -28270 -62062 -228894 -228894 -223925
Avg Bars in Trades 37 47 27 37 47 27
Avg Bars in Winners 44 48 39 44 48 39
Avg Bars in Losers 29 46 15 29 46 15
Bars Traded 9763 6206 3557 9763 6206 3557
Profit Streak 3.5254 9.0254 0 3.5254 9.0254 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467265 483357 -93202 -20470 -54746 -57665
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1548093600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430191869,
    "expiration_time": 1765894824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 231,
            "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": [
        [
            697815.0540622445,
            514083.9085685497,
            183731.1454936947,
            2237835.2893102723,
            1150405.5999792118,
            1087429.68933106
        ],
        [
            697.815054,
            514.083909,
            183.731145,
            2237.835289,
            1150.4056,
            1087.429689
        ],
        [
            0.278764,
            0.205367,
            0.073397,
            0.125988,
            0.100962,
            0.098895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99126,
            -128265,
            -108772,
            -615476,
            -700661,
            -341592
        ],
        [
            1.796518,
            2.097793,
            1.45055,
            1.623738,
            1.560081,
            1.708986
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            51.145038,
            53.435115,
            48.854962,
            51.145038,
            53.435115,
            48.854962
        ],
        [
            1.716077,
            1.828077,
            1.518544,
            1.551033,
            1.359499,
            1.789095
        ],
        [
            177410,
            177410,
            44356,
            476008,
            476008,
            300993
        ],
        [
            -62062,
            -28270,
            -62062,
            -228894,
            -228894,
            -223925
        ],
        [
            37,
            47,
            27,
            37,
            47,
            27
        ],
        [
            44,
            48,
            39,
            44,
            48,
            39
        ],
        [
            29,
            46,
            15,
            29,
            46,
            15
        ],
        [
            9763,
            6206,
            3557,
            9763,
            6206,
            3557
        ],
        [
            3.525369,
            9.025369,
            0,
            3.525369,
            9.025369,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467265,
            483357,
            -93202,
            -20470,
            -54746,
            -57665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1548093600000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430191869,
    "expiration_time": 1765894824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 137
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 231,
            "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)