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Trade: IOTA/USDT/720/PWMA/PWMA/4843

Strategy
IOTA/USDT/720/PWMA/PWMA/4843
Pair
IOTA_USDT
Interval
12h
Score
452165
Daily Profit
0.159993
Profit Factor
2.441476
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-01 07:11
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 506997.1121 400543.3761 106453.736 244649.7464 2376.6503 242273.096
Total P&L (%) 506.9971 400.5434 106.4537 244.6497 2.3767 242.2731
Avg Daily Profit (%) 0.2025 0.16 0.0425 0.0494 0.0009 0.0492
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156748 -105668 -109939 -958186 -1014119 -446341
Profit Factor 1.7767 2.4415 1.284 1.0691 1.0013 1.1431
Total Trades 97 48 49 97 48 49
Winning Trades 57 26 31 57 26 31
Losing Trades 40 22 18 40 22 18
Profitability (%) 58.7629 54.1667 63.2653 58.7629 54.1667 63.2653
Ratio Avg Win / Avg Loss 1.2468 2.0659 0.7455 0.7503 0.8472 0.6637
Largest Winning Trade 178607 178607 56453 327812 327812 270519
Largest Losing Trade -66682 -30325 -66682 -425067 -330311 -425067
Avg Bars in Trades 48 52 44 48 52 44
Avg Bars in Winners 50 55 45 50 55 45
Avg Bars in Losers 46 48 43 46 48 43
Bars Traded 4717 2516 2201 4717 2516 2201
Profit Streak 38.1749 0 80.1749 38.1749 0 80.1749
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441262 452165 -135417 -271101 -577481 -189699
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": 1551268800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291913155,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "offset": 121
        }
    }
}
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": [
        [
            506997.1121113568,
            400543.376128166,
            106453.7359831913,
            244649.7463708799,
            2376.6503280929,
            242273.0960427868
        ],
        [
            506.997112,
            400.543376,
            106.453736,
            244.649746,
            2.37665,
            242.273096
        ],
        [
            0.202515,
            0.159993,
            0.042522,
            0.049437,
            0.000938,
            0.049161
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156748,
            -105668,
            -109939,
            -958186,
            -1014119,
            -446341
        ],
        [
            1.776703,
            2.441476,
            1.283964,
            1.06913,
            1.001288,
            1.143072
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            58.762887,
            54.166667,
            63.265306,
            58.762887,
            54.166667,
            63.265306
        ],
        [
            1.246809,
            2.065865,
            0.745527,
            0.750267,
            0.847243,
            0.663719
        ],
        [
            178607,
            178607,
            56453,
            327812,
            327812,
            270519
        ],
        [
            -66682,
            -30325,
            -66682,
            -425067,
            -330311,
            -425067
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            50,
            55,
            45,
            50,
            55,
            45
        ],
        [
            46,
            48,
            43,
            46,
            48,
            43
        ],
        [
            4717,
            2516,
            2201,
            4717,
            2516,
            2201
        ],
        [
            38.174921,
            0,
            80.174921,
            38.174921,
            0,
            80.174921
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441262,
            452165,
            -135417,
            -271101,
            -577481,
            -189699
        ]
    ]
}
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": 1551268800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291913155,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "offset": 121
        }
    }
}

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)