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Trade: IOTA/USDT/360/VWMA/PSAR/7396

Strategy
IOTA/USDT/360/VWMA/PSAR/7396
Pair
IOTA_USDT
Interval
6h
Score
385290
Daily Profit
0.160013
Profit Factor
1.570553
Profitability
49.500000
Streak
0.000000
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-27 22:42
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 401199.9752 399992.1273 1207.848 -75865.2646 935211.993 -1011077.2576
Total P&L (%) 401.2 399.9921 1.2078 -75.8653 935.212 -1011.0773
Avg Daily Profit (%) 0.1605 0.16 0.0005 -0.0569 0.0935 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256941 -179666 -140782 -1482692 -690140 -1214113
Profit Factor 1.2741 1.5706 1.0016 0.9838 1.492 0.6349
Total Trades 399 200 199 399 200 199
Winning Trades 201 99 102 201 99 102
Losing Trades 198 101 97 198 101 97
Profitability (%) 50.3759 49.5 51.2563 50.3759 49.5 51.2563
Ratio Avg Win / Avg Loss 1.2551 1.6023 0.9525 0.9691 1.5221 0.6037
Largest Winning Trade 262159 262159 55281 659038 659038 174129
Largest Losing Trade -88940 -34109 -88940 -428240 -274235 -428240
Avg Bars in Trades 24 21 28 24 21 28
Avg Bars in Winners 28 22 35 28 22 35
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 9872 4221 5651 9872 4221 5651
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 346370 385290 -577464 -578365 -64725 -579851
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": 1545048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002153869,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            401199.9752161524,
            399992.1272533297,
            1207.8479628229,
            -75865.2646345953,
            935211.9930130506,
            -1011077.2576476461
        ],
        [
            401.199975,
            399.992127,
            1.207848,
            -75.865265,
            935.211993,
            -1011.077258
        ],
        [
            0.160496,
            0.160013,
            0.000483,
            -0.05685,
            0.093541,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256941,
            -179666,
            -140782,
            -1482692,
            -690140,
            -1214113
        ],
        [
            1.274131,
            1.570553,
            1.001584,
            0.983755,
            1.491972,
            0.634859
        ],
        [
            399,
            200,
            199,
            399,
            200,
            199
        ],
        [
            201,
            99,
            102,
            201,
            99,
            102
        ],
        [
            198,
            101,
            97,
            198,
            101,
            97
        ],
        [
            50.37594,
            49.5,
            51.256281,
            50.37594,
            49.5,
            51.256281
        ],
        [
            1.255115,
            1.602281,
            0.952487,
            0.969072,
            1.522113,
            0.603738
        ],
        [
            262159,
            262159,
            55281,
            659038,
            659038,
            174129
        ],
        [
            -88940,
            -34109,
            -88940,
            -428240,
            -274235,
            -428240
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            28,
            22,
            35,
            28,
            22,
            35
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            9872,
            4221,
            5651,
            9872,
            4221,
            5651
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346370,
            385290,
            -577464,
            -578365,
            -64725,
            -579851
        ]
    ]
}
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": 1545048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002153869,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)