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Trade: IOTA/USDT/720/LINREG/JMA/6048

Strategy
IOTA/USDT/720/LINREG/JMA/6048
Pair
IOTA_USDT
Interval
12h
Score
486265
Daily Profit
0.154846
Profit Factor
2.672052
Profitability
55.172414
Streak
61.758091
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-08 21:11
Expiration Time
2025-12-22 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439371.0445 387502.5996 51868.4449 170402.6476 81643.9761 88758.6714
Total P&L (%) 439.371 387.5026 51.8684 170.4026 81.644 88.7587
Avg Daily Profit (%) 0.1756 0.1548 0.0207 0.0398 0.0239 0.0254
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137684 -130534 -86786 -751470 -811722 -380608
Profit Factor 1.8645 2.6721 1.1876 1.0818 1.0717 1.0941
Total Trades 58 29 29 58 29 29
Winning Trades 29 16 13 29 16 13
Losing Trades 29 13 16 29 13 16
Profitability (%) 50 55.1724 44.8276 50 55.1724 44.8276
Ratio Avg Win / Avg Loss 1.8645 2.171 1.4617 1.0818 0.8707 1.3466
Largest Winning Trade 228238 228238 64035 390181 390181 234550
Largest Losing Trade -54185 -33983 -54185 -252486 -252486 -171556
Avg Bars in Trades 80 83 76 80 83 76
Avg Bars in Winners 104 106 101 104 106 101
Avg Bars in Losers 56 56 56 56 56 56
Bars Traded 4662 2435 2227 4662 2435 2227
Profit Streak 61.7581 61.7581 85.7581 61.7581 61.7581 85.7581
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167573 486265 -182047 -448843 -303188 -277492
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1554292800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759947099108,
    "expiration_time": 1766411280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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": [
        [
            439371.0445383993,
            387502.5996496455,
            51868.4448887539,
            170402.6475761823,
            81643.9761274285,
            88758.6714487539
        ],
        [
            439.371045,
            387.5026,
            51.868445,
            170.402648,
            81.643976,
            88.758671
        ],
        [
            0.175573,
            0.154846,
            0.020727,
            0.039758,
            0.023854,
            0.02539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137684,
            -130534,
            -86786,
            -751470,
            -811722,
            -380608
        ],
        [
            1.864519,
            2.672052,
            1.187607,
            1.081822,
            1.071665,
            1.094087
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            50,
            55.172414,
            44.827586,
            50,
            55.172414,
            44.827586
        ],
        [
            1.864519,
            2.171043,
            1.461671,
            1.081822,
            0.870728,
            1.346569
        ],
        [
            228238,
            228238,
            64035,
            390181,
            390181,
            234550
        ],
        [
            -54185,
            -33983,
            -54185,
            -252486,
            -252486,
            -171556
        ],
        [
            80,
            83,
            76,
            80,
            83,
            76
        ],
        [
            104,
            106,
            101,
            104,
            106,
            101
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            4662,
            2435,
            2227,
            4662,
            2435,
            2227
        ],
        [
            61.758091,
            61.758091,
            85.758091,
            61.758091,
            61.758092,
            85.758092
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167573,
            486265,
            -182047,
            -448843,
            -303188,
            -277492
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1554292800000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759947099108,
    "expiration_time": 1766411280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 71,
            "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)