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Trade: IOTA/USDT/720/VWMA/VWMA/7654

Strategy
IOTA/USDT/720/VWMA/VWMA/7654
Pair
IOTA_USDT
Interval
12h
Score
302065
Daily Profit
0.191175
Profit Factor
2.583149
Profitability
39.473684
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 14:22
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 553286.608 478224.3517 75062.2563 227714.3569 155119.4464 72594.9105
Total P&L (%) 553.2866 478.2244 75.0623 227.7144 155.1194 72.5949
Avg Daily Profit (%) 0.2212 0.1912 0.03 0.0475 0.0374 0.0218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106315 -124651 -95586 -285169 -331559 -198122
Profit Factor 1.9799 2.5831 1.2859 1.1767 1.2113 1.1309
Total Trades 76 38 38 76 38 38
Winning Trades 33 15 18 33 15 18
Losing Trades 43 23 20 43 23 20
Profitability (%) 43.4211 39.4737 47.3684 43.4211 39.4737 47.3684
Ratio Avg Win / Avg Loss 2.5799 3.9608 1.4288 1.5333 1.8574 1.2566
Largest Winning Trade 411962 411962 55467 278739 278739 108254
Largest Losing Trade -35795 -34193 -35795 -105295 -105295 -81478
Avg Bars in Trades 62 56 69 62 56 69
Avg Bars in Winners 100 98 102 100 98 102
Avg Bars in Losers 33 28 40 33 28 40
Bars Traded 4777 2130 2647 4777 2130 2647
Profit Streak 0 0 255.4738 0 0 255.4738
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44355 302065 -152838 -210888 -146304 -240275
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144935730,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            553286.6080159341,
            478224.351705263,
            75062.256310671,
            227714.356888079,
            155119.4463713666,
            72594.9105167125
        ],
        [
            553.286608,
            478.224352,
            75.062256,
            227.714357,
            155.119446,
            72.594911
        ],
        [
            0.221182,
            0.191175,
            0.030007,
            0.047462,
            0.037447,
            0.02182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106315,
            -124651,
            -95586,
            -285169,
            -331559,
            -198122
        ],
        [
            1.979916,
            2.583149,
            1.285892,
            1.176716,
            1.211317,
            1.130913
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            43.421053,
            39.473684,
            47.368421,
            43.421053,
            39.473684,
            47.368421
        ],
        [
            2.579891,
            3.960829,
            1.428769,
            1.533297,
            1.857353,
            1.256569
        ],
        [
            411962,
            411962,
            55467,
            278739,
            278739,
            108254
        ],
        [
            -35795,
            -34193,
            -35795,
            -105295,
            -105295,
            -81478
        ],
        [
            62,
            56,
            69,
            62,
            56,
            69
        ],
        [
            100,
            98,
            102,
            100,
            98,
            102
        ],
        [
            33,
            28,
            40,
            33,
            28,
            40
        ],
        [
            4777,
            2130,
            2647,
            4777,
            2130,
            2647
        ],
        [
            0,
            0,
            255.473793,
            0,
            0,
            255.473793
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44355,
            302065,
            -152838,
            -210888,
            -146304,
            -240275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759144935730,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)