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Trade: IOTA/USDT/120/MIDPRICE/SMA/4833

Strategy
IOTA/USDT/120/MIDPRICE/SMA/4833
Pair
IOTA_USDT
Interval
2h
Score
352966
Daily Profit
0.163842
Profit Factor
1.666528
Profitability
48.837209
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 19:09
Expiration Time
2025-12-17 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278112.5815 341336.6647 -63224.0831 -84631.8953 90641.34 -175273.2353
Total P&L (%) 278.1126 341.3367 -63.2241 -84.6319 90.6413 -175.2732
Avg Daily Profit (%) 0.1335 0.1638 -0.0303 -0.0899 0.031 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241860 -130773 -238427 -238043 -54401 -244031
Profit Factor 1.2258 1.6665 0.9121 0.8429 1.5585 0.5343
Total Trades 258 129 129 258 129 129
Winning Trades 121 63 58 121 63 58
Losing Trades 137 66 71 137 66 71
Profitability (%) 46.8992 48.8372 44.9612 46.8992 48.8372 44.9612
Ratio Avg Win / Avg Loss 1.3879 1.7459 1.1165 0.9543 1.6327 0.6541
Largest Winning Trade 322244 322244 62836 62836 51244 62836
Largest Losing Trade -69067 -26130 -69067 -37656 -31625 -37656
Avg Bars in Trades 95 84 106 95 84 106
Avg Bars in Winners 119 99 142 119 99 142
Avg Bars in Losers 73 70 76 73 70 76
Bars Traded 24546 10869 13677 24546 10869 13677
Profit Streak 0 0 21.7569 0 0 21.7569
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15039 352966 -580733 -580634 -149394 -582399
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579435200000,
    "first_datapoint_time": 1580904000000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759507794309,
    "expiration_time": 1765980000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 45,
            "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": [
        [
            278112.5815332793,
            341336.6646722108,
            -63224.0831389315,
            -84631.8952618227,
            90641.3400370691,
            -175273.2352988918
        ],
        [
            278.112582,
            341.336665,
            -63.224083,
            -84.631895,
            90.64134,
            -175.273235
        ],
        [
            0.133494,
            0.163842,
            -0.030348,
            -0.089858,
            0.030976,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241860,
            -130773,
            -238427,
            -238043,
            -54401,
            -244031
        ],
        [
            1.225846,
            1.666528,
            0.912105,
            0.842889,
            1.558518,
            0.534326
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            121,
            63,
            58,
            121,
            63,
            58
        ],
        [
            137,
            66,
            71,
            137,
            66,
            71
        ],
        [
            46.899225,
            48.837209,
            44.96124,
            46.899225,
            48.837209,
            44.96124
        ],
        [
            1.387941,
            1.745886,
            1.116542,
            0.954345,
            1.632733,
            0.654089
        ],
        [
            322244,
            322244,
            62836,
            62836,
            51244,
            62836
        ],
        [
            -69067,
            -26130,
            -69067,
            -37656,
            -31625,
            -37656
        ],
        [
            95,
            84,
            106,
            95,
            84,
            106
        ],
        [
            119,
            99,
            142,
            119,
            99,
            142
        ],
        [
            73,
            70,
            76,
            73,
            70,
            76
        ],
        [
            24546,
            10869,
            13677,
            24546,
            10869,
            13677
        ],
        [
            0,
            0,
            21.756878,
            0,
            0,
            21.756879
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -15039,
            352966,
            -580733,
            -580634,
            -149394,
            -582399
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579435200000,
    "first_datapoint_time": 1580904000000,
    "last_datapoint_time": 1759500000000,
    "evaluation_time": 1759507794309,
    "expiration_time": 1765980000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 45,
            "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)