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Trade: IOTA/USDT/720/PWMA/HWMA/3974

Strategy
IOTA/USDT/720/PWMA/HWMA/3974
Pair
IOTA_USDT
Interval
12h
Score
341560
Daily Profit
0.236527
Profit Factor
1.605907
Profitability
41.474654
Streak
0.000000
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-01 08:45
Expiration Time
2025-12-15 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592145.1174 481462.218 110682.8994 696610.8048 890627.6913 -194016.8865
Total P&L (%) 592.1451 481.4622 110.6829 696.6108 890.6277 -194.0169
Avg Daily Profit (%) 0.2365 0.1923 0.0442 0.0829 0.0916 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104741 -109681 -103291 -1192263 -994810 -806210
Profit Factor 1.6059 2.0252 1.218 1.0959 1.2737 0.9516
Total Trades 217 109 108 217 109 108
Winning Trades 90 38 52 90 38 52
Losing Trades 127 71 56 127 71 56
Profitability (%) 41.4747 34.8624 48.1481 41.4747 34.8624 48.1481
Ratio Avg Win / Avg Loss 2.2661 3.784 1.3117 1.5465 2.3799 1.0248
Largest Winning Trade 234280 234280 46597 870458 870458 421925
Largest Losing Trade -42075 -20274 -42075 -520584 -182591 -520584
Avg Bars in Trades 22 22 23 22 22 23
Avg Bars in Winners 36 38 34 36 38 34
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 4935 2428 2507 4935 2428 2507
Profit Streak 0 0 145.24 0 0 145.24
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341560 199121 -133602 -197614 -75041 -578437
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544529600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297539296,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.30381,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            592145.1174452334,
            481462.2180095866,
            110682.8994356466,
            696610.8047765717,
            890627.6913223336,
            -194016.8865457631
        ],
        [
            592.145117,
            481.462218,
            110.682899,
            696.610805,
            890.627691,
            -194.016887
        ],
        [
            0.236527,
            0.192316,
            0.044211,
            0.082926,
            0.09164,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104741,
            -109681,
            -103291,
            -1192263,
            -994810,
            -806210
        ],
        [
            1.605907,
            2.025239,
            1.218018,
            1.095932,
            1.273728,
            0.95159
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            90,
            38,
            52,
            90,
            38,
            52
        ],
        [
            127,
            71,
            56,
            127,
            71,
            56
        ],
        [
            41.474654,
            34.862385,
            48.148148,
            41.474654,
            34.862385,
            48.148148
        ],
        [
            2.266113,
            3.783999,
            1.311712,
            1.546482,
            2.379861,
            1.024789
        ],
        [
            234280,
            234280,
            46597,
            870458,
            870458,
            421925
        ],
        [
            -42075,
            -20274,
            -42075,
            -520584,
            -182591,
            -520584
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            4935,
            2428,
            2507,
            4935,
            2428,
            2507
        ],
        [
            0,
            0,
            145.240038,
            0,
            0,
            145.240038
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341560,
            199121,
            -133602,
            -197614,
            -75041,
            -578437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544529600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759297539296,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.30381,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)