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Trade: IOTA/USDT/120/ALMA/KCB/5745

Strategy
IOTA/USDT/120/ALMA/KCB/5745
Pair
IOTA_USDT
Interval
2h
Score
429321
Daily Profit
0.279552
Profit Factor
1.563881
Profitability
44.206009
Streak
37.277447
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-06 15:39
Expiration Time
2025-12-20 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 582399.2192 467921.1715 114478.0478 499193.3953 435650.2137 63543.1816
Total P&L (%) 582.3992 467.9212 114.478 499.1934 435.6502 63.5432
Avg Daily Profit (%) 0.2796 0.2246 0.055 0.086 0.0806 0.0236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195528 -113714 -107361 -1325397 -623366 -918142
Profit Factor 1.5639 1.92 1.2184 1.0906 1.1744 1.0211
Total Trades 233 116 117 233 116 117
Winning Trades 103 45 58 103 45 58
Losing Trades 130 71 59 130 71 59
Profitability (%) 44.206 38.7931 49.5727 44.206 38.7931 49.5727
Ratio Avg Win / Avg Loss 1.9738 3.0294 1.2394 1.3765 1.853 1.0387
Largest Winning Trade 220414 220414 48080 359128 287659 359128
Largest Losing Trade -52117 -30511 -52117 -553402 -179274 -553402
Avg Bars in Trades 106 109 102 106 109 102
Avg Bars in Winners 150 162 141 150 162 141
Avg Bars in Losers 70 76 63 70 76 63
Bars Traded 24730 12730 12000 24730 12730 12000
Profit Streak 37.2774 37.2774 38.9441 37.2774 37.2774 38.9441
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 429321 267035 -119375 -198585 -116934 -358475
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759754371454,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 167,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            582399.2192335305,
            467921.1714729954,
            114478.0477605347,
            499193.39529622,
            435650.2136951992,
            63543.1816010211
        ],
        [
            582.399219,
            467.921171,
            114.478048,
            499.193395,
            435.650214,
            63.543182
        ],
        [
            0.279552,
            0.224603,
            0.05495,
            0.085977,
            0.080592,
            0.023614
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195528,
            -113714,
            -107361,
            -1325397,
            -623366,
            -918142
        ],
        [
            1.563881,
            1.920016,
            1.21837,
            1.090647,
            1.174447,
            1.021113
        ],
        [
            233,
            116,
            117,
            233,
            116,
            117
        ],
        [
            103,
            45,
            58,
            103,
            45,
            58
        ],
        [
            130,
            71,
            59,
            130,
            71,
            59
        ],
        [
            44.206009,
            38.793103,
            49.57265,
            44.206009,
            38.793103,
            49.57265
        ],
        [
            1.97383,
            3.029358,
            1.239376,
            1.376544,
            1.853017,
            1.038718
        ],
        [
            220414,
            220414,
            48080,
            359128,
            287659,
            359128
        ],
        [
            -52117,
            -30511,
            -52117,
            -553402,
            -179274,
            -553402
        ],
        [
            106,
            109,
            102,
            106,
            109,
            102
        ],
        [
            150,
            162,
            141,
            150,
            162,
            141
        ],
        [
            70,
            76,
            63,
            70,
            76,
            63
        ],
        [
            24730,
            12730,
            12000,
            24730,
            12730,
            12000
        ],
        [
            37.277447,
            37.277447,
            38.944114,
            37.277447,
            37.277447,
            38.944114
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429321,
            267035,
            -119375,
            -198585,
            -116934,
            -358475
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1759744800000,
    "evaluation_time": 1759754371454,
    "expiration_time": 1766224800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 167,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)