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Trade: IOTA/USDT/480/JMA/SWMA/5601

Strategy
IOTA/USDT/480/JMA/SWMA/5601
Pair
IOTA_USDT
Interval
8h
Score
578438
Daily Profit
0.146828
Profit Factor
5.285479
Profitability
75.757576
Streak
556.428362
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-04 21:16
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -535923.1977 -19943.7577 -515979.4399 -135268.6524 3834614.6197 -3969883.2722
Total P&L (%) -535.9232 -19.9438 -515.9794 -135.2687 3834.6146 -3969.8833
Avg Daily Profit (%) -0.2141 -0.008 -0.2061 0 0.1468 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -810687 -180134 -659310 -4465276 -670702 -4817315
Profit Factor 0.5158 0.9312 0.3682 0.9809 5.2855 0.359
Total Trades 66 33 33 66 33 33
Winning Trades 31 14 17 45 25 20
Losing Trades 35 19 16 21 8 13
Profitability (%) 46.9697 42.4242 51.5152 68.1818 75.7576 60.6061
Ratio Avg Win / Avg Loss 0.5823 1.2638 0.3465 0.4578 1.6914 0.2333
Largest Winning Trade 55661 55661 51409 2270800 2270800 645827
Largest Losing Trade -547715 -62213 -547715 -4465276 -517011 -4465276
Avg Bars in Trades 109 108 110 109 108 110
Avg Bars in Winners 93 100 88 114 124 102
Avg Bars in Losers 122 114 133 98 59 122
Bars Traded 7212 3578 3634 7212 3578 3634
Profit Streak 161.095 0 241.7617 0 556.4284 0
Trades During Streak 1 0 1 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -710156 -582082 -580016 -706920 578438 -579427
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601810441,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 67,
            "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": [
        [
            -535923.1976688714,
            -19943.757741245,
            -515979.4399276263,
            -135268.6524499895,
            3834614.6197194234,
            -3969883.2721694135
        ],
        [
            -535.923198,
            -19.943758,
            -515.97944,
            -135.268652,
            3834.61462,
            -3969.883272
        ],
        [
            -0.214112,
            -0.007968,
            -0.206144,
            0,
            0.146828,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -810687,
            -180134,
            -659310,
            -4465276,
            -670702,
            -4817315
        ],
        [
            0.515763,
            0.931242,
            0.368199,
            0.980916,
            5.285479,
            0.358988
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            14,
            17,
            45,
            25,
            20
        ],
        [
            35,
            19,
            16,
            21,
            8,
            13
        ],
        [
            46.969697,
            42.424242,
            51.515152,
            68.181818,
            75.757576,
            60.606061
        ],
        [
            0.582313,
            1.263828,
            0.34654,
            0.457761,
            1.691353,
            0.233342
        ],
        [
            55661,
            55661,
            51409,
            2270800,
            2270800,
            645827
        ],
        [
            -547715,
            -62213,
            -547715,
            -4465276,
            -517011,
            -4465276
        ],
        [
            109,
            108,
            110,
            109,
            108,
            110
        ],
        [
            93,
            100,
            88,
            114,
            124,
            102
        ],
        [
            122,
            114,
            133,
            98,
            59,
            122
        ],
        [
            7212,
            3578,
            3634,
            7212,
            3578,
            3634
        ],
        [
            161.095028,
            0,
            241.761695,
            0,
            556.428362,
            0
        ],
        [
            1,
            0,
            1,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -710156,
            -582082,
            -580016,
            -706920,
            578438,
            -579427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601810441,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 67,
            "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)