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Trade: IOTA/USDT/720/SINWMA/BBM/5594

Strategy
IOTA/USDT/720/SINWMA/BBM/5594
Pair
IOTA_USDT
Interval
12h
Score
476604
Daily Profit
0.236042
Profit Factor
2.855258
Profitability
45.000000
Streak
190.565609
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 04:34
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771752.4268 590104.6283 181647.7985 3125747.4408 2190647.0951 935100.3457
Total P&L (%) 771.7524 590.1046 181.6478 3125.7474 2190.6471 935.1003
Avg Daily Profit (%) 0.3087 0.236 0.0727 0.139 0.1253 0.0935
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150574 -140954 -63329 -2899765 -2175430 -1399722
Profit Factor 2.3561 2.8553 1.7236 1.3692 1.4125 1.2962
Total Trades 80 40 40 80 40 40
Winning Trades 40 18 22 40 18 22
Losing Trades 40 22 18 40 22 18
Profitability (%) 50 45 55 50 45 55
Ratio Avg Win / Avg Loss 2.3561 3.4898 1.4103 1.3692 1.7264 1.0605
Largest Winning Trade 272392 272392 48535 1720589 1720589 748283
Largest Losing Trade -43295 -36155 -43295 -990926 -990926 -563344
Avg Bars in Trades 60 61 60 60 61 60
Avg Bars in Winners 80 86 75 80 86 75
Avg Bars in Losers 41 40 42 41 40 42
Bars Traded 4859 2446 2413 4859 2446 2413
Profit Streak 25.5656 190.5656 0 25.5656 190.5656 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9780 476604 -93095 -29722 -23951 -66949
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023268638,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 109,
            "offset": 152,
            "std": 3.28601
        }
    }
}
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": [
        [
            771752.4267852101,
            590104.6282621132,
            181647.7985230973,
            3125747.440823428,
            2190647.0951125426,
            935100.3457108854
        ],
        [
            771.752427,
            590.104628,
            181.647799,
            3125.747441,
            2190.647095,
            935.100346
        ],
        [
            0.308701,
            0.236042,
            0.072659,
            0.139047,
            0.125335,
            0.093527
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150574,
            -140954,
            -63329,
            -2899765,
            -2175430,
            -1399722
        ],
        [
            2.356121,
            2.855258,
            1.723648,
            1.369155,
            1.412517,
            1.296212
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            2.356121,
            3.489759,
            1.410258,
            1.369155,
            1.72641,
            1.060537
        ],
        [
            272392,
            272392,
            48535,
            1720589,
            1720589,
            748283
        ],
        [
            -43295,
            -36155,
            -43295,
            -990926,
            -990926,
            -563344
        ],
        [
            60,
            61,
            60,
            60,
            61,
            60
        ],
        [
            80,
            86,
            75,
            80,
            86,
            75
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            4859,
            2446,
            2413,
            4859,
            2446,
            2413
        ],
        [
            25.565609,
            190.565609,
            0,
            25.565609,
            190.565609,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9780,
            476604,
            -93095,
            -29722,
            -23951,
            -66949
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023268638,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 109,
            "offset": 152,
            "std": 3.28601
        }
    }
}

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)