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Trade: IOTA/USDT/360/ZLMA/JMA/3717

Strategy
IOTA/USDT/360/ZLMA/JMA/3717
Pair
IOTA_USDT
Interval
6h
Score
301277
Daily Profit
0.169320
Profit Factor
1.438061
Profitability
45.333333
Streak
0.000000
Best Strategy
Training Data Length
2510.250000
Evaluation Time
2025-10-09 21:00
Expiration Time
2025-12-23 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 425036.7214 407150.9015 17885.8198 16002.7637 751503.9898 -735501.2261
Total P&L (%) 425.0367 407.1509 17.8858 16.0028 751.504 -735.5012
Avg Daily Profit (%) 0.1693 0.1622 0.0071 0.0059 0.0854 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -237961 -184507 -135959 -1067347 -555124 -992593
Profit Factor 1.4381 1.7591 1.0412 1.006 1.7066 0.5449
Total Trades 150 75 75 150 75 75
Winning Trades 68 35 33 68 35 33
Losing Trades 82 40 42 82 40 42
Profitability (%) 45.3333 46.6667 44 45.3333 46.6667 44
Ratio Avg Win / Avg Loss 1.7341 2.0104 1.3252 1.2131 1.9504 0.6935
Largest Winning Trade 225773 225773 58261 564137 564137 184516
Largest Losing Trade -52475 -42212 -52475 -298417 -224053 -298417
Avg Bars in Trades 64 70 58 64 70 58
Avg Bars in Winners 78 80 77 78 80 77
Avg Bars in Losers 52 62 43 52 62 43
Bars Traded 9699 5318 4381 9699 5318 4381
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 301277 -47621 -426081 -409461 -133596 -640069
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10041,
    "evaluation_days": 2510.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546689600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032842837,
    "expiration_time": 1766517768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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": [
        [
            425036.721350833,
            407150.9015429901,
            17885.8198078428,
            16002.7636643951,
            751503.9897863757,
            -735501.2261219807
        ],
        [
            425.036721,
            407.150902,
            17.88582,
            16.002764,
            751.50399,
            -735.501226
        ],
        [
            0.16932,
            0.162195,
            0.007125,
            0.005914,
            0.08536,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -237961,
            -184507,
            -135959,
            -1067347,
            -555124,
            -992593
        ],
        [
            1.438061,
            1.759111,
            1.04122,
            1.005972,
            1.706556,
            0.544924
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            45.333333,
            46.666667,
            44,
            45.333333,
            46.666667,
            44
        ],
        [
            1.734133,
            2.010413,
            1.325189,
            1.213083,
            1.95035,
            0.69354
        ],
        [
            225773,
            225773,
            58261,
            564137,
            564137,
            184516
        ],
        [
            -52475,
            -42212,
            -52475,
            -298417,
            -224053,
            -298417
        ],
        [
            64,
            70,
            58,
            64,
            70,
            58
        ],
        [
            78,
            80,
            77,
            78,
            80,
            77
        ],
        [
            52,
            62,
            43,
            52,
            62,
            43
        ],
        [
            9699,
            5318,
            4381,
            9699,
            5318,
            4381
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301277,
            -47621,
            -426081,
            -409461,
            -133596,
            -640069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10041,
    "evaluation_days": 2510.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546689600000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760032842837,
    "expiration_time": 1766517768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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)