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Trade: IOTA/USDT/720/T3/SSF/8027

Strategy
IOTA/USDT/720/T3/SSF/8027
Pair
IOTA_USDT
Interval
12h
Score
312058
Daily Profit
0.174041
Profit Factor
2.500700
Profitability
38.461538
Streak
276.509347
Best Strategy
Training Data Length
2505.500000
Evaluation Time
2025-10-12 03:13
Expiration Time
2025-12-25 17:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487935.4168 436058.9978 51876.419 169424.0745 824442.7984 -655018.7239
Total P&L (%) 487.9354 436.059 51.8764 169.4241 824.4428 -655.0187
Avg Daily Profit (%) 0.1947 0.174 0.0207 0.0396 0.0888 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192993 -163583 -81898 -1390947 -892969 -1015117
Profit Factor 1.8243 2.5007 1.1721 1.0521 1.5943 0.6486
Total Trades 77 39 38 77 39 38
Winning Trades 29 15 14 29 15 14
Losing Trades 48 24 24 48 24 24
Profitability (%) 37.6623 38.4615 36.8421 37.6623 38.4615 36.8421
Ratio Avg Win / Avg Loss 3.0195 4.0011 2.0094 1.7414 2.551 1.1119
Largest Winning Trade 325143 325143 62628 1038943 1038943 393292
Largest Losing Trade -38231 -33824 -38231 -541780 -168807 -541780
Avg Bars in Trades 62 63 61 62 63 61
Avg Bars in Winners 113 108 118 113 108 118
Avg Bars in Losers 31 35 28 31 35 28
Bars Traded 4823 2478 2345 4823 2478 2345
Profit Streak 276.5093 276.5093 278.5093 276.5093 276.5093 278.5093
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -38666 312058 -200621 -351852 -74486 -583246
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228007564,
    "expiration_time": 1766678256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 95,
            "offset": 0,
            "a": 0.91562
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            487935.4167814362,
            436058.9977610526,
            51876.4190203835,
            169424.0744923449,
            824442.798417408,
            -655018.7239250629
        ],
        [
            487.935417,
            436.058998,
            51.876419,
            169.424074,
            824.442798,
            -655.018724
        ],
        [
            0.194746,
            0.174041,
            0.020705,
            0.039565,
            0.088805,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192993,
            -163583,
            -81898,
            -1390947,
            -892969,
            -1015117
        ],
        [
            1.824273,
            2.5007,
            1.172125,
            1.05211,
            1.594348,
            0.648627
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            37.662338,
            38.461538,
            36.842105,
            37.662338,
            38.461538,
            36.842105
        ],
        [
            3.019486,
            4.00112,
            2.009357,
            1.741423,
            2.550956,
            1.111932
        ],
        [
            325143,
            325143,
            62628,
            1038943,
            1038943,
            393292
        ],
        [
            -38231,
            -33824,
            -38231,
            -541780,
            -168807,
            -541780
        ],
        [
            62,
            63,
            61,
            62,
            63,
            61
        ],
        [
            113,
            108,
            118,
            113,
            108,
            118
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            4823,
            2478,
            2345,
            4823,
            2478,
            2345
        ],
        [
            276.509347,
            276.509347,
            278.509347,
            276.509347,
            276.509347,
            278.509347
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38666,
            312058,
            -200621,
            -351852,
            -74486,
            -583246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760228007564,
    "expiration_time": 1766678256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 95,
            "offset": 0,
            "a": 0.91562
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 16,
            "offset": 0,
            "poles": 3
        }
    }
}

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)