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Trade: IOTA/USDT/480/ZLMA/SUPERTREND/3524

Strategy
IOTA/USDT/480/ZLMA/SUPERTREND/3524
Pair
IOTA_USDT
Interval
8h
Score
461726
Daily Profit
0.219787
Profit Factor
1.558963
Profitability
49.238579
Streak
9.761795
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 550126.2318 416017.054 134109.1778 797956.5053 -523424.2639 1321380.7692
Total P&L (%) 550.1262 416.0171 134.1092 797.9565 -523.4243 1321.3808
Avg Daily Profit (%) 0.2198 0.1662 0.0536 0.0877 0 0.1061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -194244 -178162 -65131 -5566356 -4477186 -1511230
Profit Factor 1.559 1.7463 1.3142 1.0594 0.9384 1.2683
Total Trades 197 99 98 197 99 98
Winning Trades 97 49 48 97 49 48
Losing Trades 100 50 50 100 50 50
Profitability (%) 49.2386 49.4949 48.9796 49.2386 49.4949 48.9796
Ratio Avg Win / Avg Loss 1.6072 1.782 1.369 1.0922 0.9576 1.3211
Largest Winning Trade 142348 142348 39366 1137391 841440 1137391
Largest Losing Trade -37110 -36225 -37110 -1705442 -1705442 -813925
Avg Bars in Trades 36 44 29 36 44 29
Avg Bars in Winners 43 47 40 43 47 40
Avg Bars in Losers 29 41 18 29 41 18
Bars Traded 7235 4394 2842 7235 4394 2842
Profit Streak 9.7618 9.7618 166.4285 9.7618 9.7618 166.4285
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461726 389550 -120197 -228722 -580600 -50036
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1549555200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601819064,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 43,
            "offset": 0,
            "multiplier": 3.02448
        }
    }
}
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": [
        [
            550126.2317936089,
            416017.0539568679,
            134109.1778367411,
            797956.5053148144,
            -523424.2638794442,
            1321380.7691942593
        ],
        [
            550.126232,
            416.017054,
            134.109178,
            797.956505,
            -523.424264,
            1321.380769
        ],
        [
            0.219787,
            0.166207,
            0.053579,
            0.087731,
            0,
            0.106098
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -194244,
            -178162,
            -65131,
            -5566356,
            -4477186,
            -1511230
        ],
        [
            1.558963,
            1.746334,
            1.314237,
            1.059435,
            0.938423,
            1.268287
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            49.238579,
            49.494949,
            48.979592,
            49.238579,
            49.494949,
            48.979592
        ],
        [
            1.607178,
            1.781974,
            1.368997,
            1.092201,
            0.957575,
            1.321133
        ],
        [
            142348,
            142348,
            39366,
            1137391,
            841440,
            1137391
        ],
        [
            -37110,
            -36225,
            -37110,
            -1705442,
            -1705442,
            -813925
        ],
        [
            36,
            44,
            29,
            36,
            44,
            29
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            29,
            41,
            18,
            29,
            41,
            18
        ],
        [
            7235,
            4394,
            2842,
            7235,
            4394,
            2842
        ],
        [
            9.761795,
            9.761795,
            166.428461,
            9.761795,
            9.761795,
            166.428461
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461726,
            389550,
            -120197,
            -228722,
            -580600,
            -50036
        ]
    ]
}
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": 1549555200000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759601819064,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 43,
            "offset": 0,
            "multiplier": 3.02448
        }
    }
}

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)