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Trade: IOTA/USDT/720/HWMA/SINWMA/8873

Strategy
IOTA/USDT/720/HWMA/SINWMA/8873
Pair
IOTA_USDT
Interval
12h
Score
378438
Daily Profit
0.152374
Profit Factor
1.714367
Profitability
50.515464
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-01 22:04
Expiration Time
2025-12-15 16:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 421347.3465 381543.9875 39803.3589 -175810.4353 178254.5807 -354065.016
Total P&L (%) 421.3473 381.544 39.8034 -175.8104 178.2546 -354.065
Avg Daily Profit (%) 0.1683 0.1524 0.0159 0 0.0409 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -158327 -95795 -156295 -1711472 -938990 -1897392
Profit Factor 1.356 1.7144 1.0613 0.97 1.0726 0.896
Total Trades 194 97 97 194 97 97
Winning Trades 99 49 50 104 55 49
Losing Trades 95 48 47 90 42 48
Profitability (%) 51.0309 50.5155 51.5464 53.6082 56.701 50.5155
Ratio Avg Win / Avg Loss 1.3012 1.6794 0.9976 0.8394 0.8191 0.8778
Largest Winning Trade 156565 156565 51231 443830 443830 405289
Largest Losing Trade -111313 -33816 -111313 -1418448 -338715 -1418448
Avg Bars in Trades 25 25 25 25 25 25
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 4949 2468 2481 4949 2468 2481
Profit Streak 0 0 0 42.795 81.295 42.795
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331314 378438 -328444 -577594 -278396 -580176
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543665600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759345487451,
    "expiration_time": 1765810368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07044,
            "nb": 0.1439,
            "nc": 0.17478
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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": [
        [
            421347.3464522496,
            381543.9875115122,
            39803.3589407371,
            -175810.435271745,
            178254.5807315299,
            -354065.0160032751
        ],
        [
            421.347346,
            381.543988,
            39.803359,
            -175.810435,
            178.254581,
            -354.065016
        ],
        [
            0.16827,
            0.152374,
            0.015896,
            0,
            0.040878,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -158327,
            -95795,
            -156295,
            -1711472,
            -938990,
            -1897392
        ],
        [
            1.356008,
            1.714367,
            1.061289,
            0.970001,
            1.07262,
            0.896044
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            99,
            49,
            50,
            104,
            55,
            49
        ],
        [
            95,
            48,
            47,
            90,
            42,
            48
        ],
        [
            51.030928,
            50.515464,
            51.546392,
            53.608247,
            56.701031,
            50.515464
        ],
        [
            1.301219,
            1.67938,
            0.997612,
            0.839424,
            0.819092,
            0.877757
        ],
        [
            156565,
            156565,
            51231,
            443830,
            443830,
            405289
        ],
        [
            -111313,
            -33816,
            -111313,
            -1418448,
            -338715,
            -1418448
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            4949,
            2468,
            2481,
            4949,
            2468,
            2481
        ],
        [
            0,
            0,
            0,
            42.794994,
            81.294994,
            42.794994
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331314,
            378438,
            -328444,
            -577594,
            -278396,
            -580176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5008,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1543665600000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759345487451,
    "expiration_time": 1765810368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.07044,
            "nb": 0.1439,
            "nc": 0.17478
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 16,
            "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)