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Trade: IOTA/USDT/120/LINREG/ZLMA/3940

Strategy
IOTA/USDT/120/LINREG/ZLMA/3940
Pair
IOTA_USDT
Interval
2h
Score
302393
Daily Profit
0.176895
Profit Factor
1.200680
Profitability
42.066421
Streak
10.997275
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 00:56
Expiration Time
2025-12-16 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 368530.6712 356170.5389 12360.1322 -15976.4951 26295.4213 -42271.9164
Total P&L (%) 368.5307 356.1705 12.3601 -15.9765 26.2954 -42.2719
Avg Daily Profit (%) 0.1769 0.171 0.0059 -0.0084 0.0112 -0.0264
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230096 -165647 -152663 -626096 -453530 -260533
Profit Factor 1.2007 1.3998 1.0131 0.9952 1.0155 0.9744
Total Trades 542 271 271 542 271 271
Winning Trades 228 111 117 228 111 117
Losing Trades 314 160 154 314 160 154
Profitability (%) 42.0664 40.9594 43.1734 42.0664 40.9594 43.1734
Ratio Avg Win / Avg Loss 1.6536 2.0178 1.3334 1.3706 1.4638 1.2826
Largest Winning Trade 190310 190310 47491 207208 207208 92143
Largest Losing Trade -58328 -23050 -58328 -83142 -83142 -77337
Avg Bars in Trades 45 46 45 45 46 45
Avg Bars in Winners 60 62 58 60 62 58
Avg Bars in Losers 35 35 34 35 35 34
Bars Traded 24813 12563 12250 24813 12563 12250
Profit Streak 10.9973 0 19.4973 10.9973 0 19.4973
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302393 234871 -484123 -578723 -387403 -579838
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579370400000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442164621,
    "expiration_time": 1765915200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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": [
        [
            368530.6711618893,
            356170.538917763,
            12360.1322441261,
            -15976.4951135608,
            26295.4213299004,
            -42271.9164434614
        ],
        [
            368.530671,
            356.170539,
            12.360132,
            -15.976495,
            26.295421,
            -42.271916
        ],
        [
            0.176895,
            0.170962,
            0.005933,
            -0.008355,
            0.011206,
            -0.026369
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230096,
            -165647,
            -152663,
            -626096,
            -453530,
            -260533
        ],
        [
            1.20068,
            1.399829,
            1.013071,
            0.995224,
            1.01553,
            0.974414
        ],
        [
            542,
            271,
            271,
            542,
            271,
            271
        ],
        [
            228,
            111,
            117,
            228,
            111,
            117
        ],
        [
            314,
            160,
            154,
            314,
            160,
            154
        ],
        [
            42.066421,
            40.95941,
            43.173432,
            42.066421,
            40.95941,
            43.173432
        ],
        [
            1.653567,
            2.017772,
            1.333444,
            1.370616,
            1.463827,
            1.282562
        ],
        [
            190310,
            190310,
            47491,
            207208,
            207208,
            92143
        ],
        [
            -58328,
            -23050,
            -58328,
            -83142,
            -83142,
            -77337
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            60,
            62,
            58,
            60,
            62,
            58
        ],
        [
            35,
            35,
            34,
            35,
            35,
            34
        ],
        [
            24813,
            12563,
            12250,
            24813,
            12563,
            12250
        ],
        [
            10.997275,
            0,
            19.497276,
            10.997276,
            0,
            19.497276
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302393,
            234871,
            -484123,
            -578723,
            -387403,
            -579838
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579370400000,
    "first_datapoint_time": 1580090400000,
    "last_datapoint_time": 1759435200000,
    "evaluation_time": 1759442164621,
    "expiration_time": 1765915200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 73,
            "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)