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Trade: IOTA/USDT/120/WMA/KCB/1174

Strategy
IOTA/USDT/120/WMA/KCB/1174
Pair
IOTA_USDT
Interval
2h
Score
331537
Daily Profit
0.232057
Profit Factor
1.509874
Profitability
43.093923
Streak
16.447349
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-06 05:44
Expiration Time
2025-12-20 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 483450.483 398831.8567 84618.6263 240369.9884 251365.9809 -10995.9925
Total P&L (%) 483.4505 398.8319 84.6186 240.37 251.366 -10.996
Avg Daily Profit (%) 0.2321 0.1914 0.0406 0.0588 0.0603 -0.0056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112160 -84030 -114558 -368503 -253120 -287370
Profit Factor 1.5099 1.842 1.1783 1.106 1.2379 0.9909
Total Trades 181 90 91 181 90 91
Winning Trades 78 33 45 78 33 45
Losing Trades 103 57 46 103 57 46
Profitability (%) 43.0939 36.6667 49.4505 43.0939 36.6667 49.4505
Ratio Avg Win / Avg Loss 1.9938 3.1817 1.2045 1.4605 2.1382 1.0129
Largest Winning Trade 207388 207388 54169 272224 272224 106903
Largest Losing Trade -47309 -30292 -47309 -218538 -88360 -218538
Avg Bars in Trades 136 144 129 136 144 129
Avg Bars in Winners 193 215 177 193 215 177
Avg Bars in Losers 93 102 82 93 102 82
Bars Traded 24740 12964 11776 24740 12964 11776
Profit Streak 16.4473 0 148.864 16.4473 0 148.864
Trades During Streak 1 0 5 1 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331537 199598 -162128 -219433 -117038 -578223
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579651200000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759718650996,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 153,
            "scalar": 5
        }
    }
}
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": [
        [
            483450.4830169954,
            398831.8567349942,
            84618.6262820008,
            240369.9883945367,
            251365.9808612951,
            -10995.9924667581
        ],
        [
            483.450483,
            398.831857,
            84.618626,
            240.369988,
            251.365981,
            -10.995992
        ],
        [
            0.232057,
            0.19144,
            0.040617,
            0.058811,
            0.060338,
            -0.005591
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112160,
            -84030,
            -114558,
            -368503,
            -253120,
            -287370
        ],
        [
            1.509874,
            1.842015,
            1.178328,
            1.106044,
            1.237916,
            0.990914
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            78,
            33,
            45,
            78,
            33,
            45
        ],
        [
            103,
            57,
            46,
            103,
            57,
            46
        ],
        [
            43.093923,
            36.666667,
            49.450549,
            43.093923,
            36.666667,
            49.450549
        ],
        [
            1.993808,
            3.181662,
            1.204513,
            1.460546,
            2.138219,
            1.012934
        ],
        [
            207388,
            207388,
            54169,
            272224,
            272224,
            106903
        ],
        [
            -47309,
            -30292,
            -47309,
            -218538,
            -88360,
            -218538
        ],
        [
            136,
            144,
            129,
            136,
            144,
            129
        ],
        [
            193,
            215,
            177,
            193,
            215,
            177
        ],
        [
            93,
            102,
            82,
            93,
            102,
            82
        ],
        [
            24740,
            12964,
            11776,
            24740,
            12964,
            11776
        ],
        [
            16.447349,
            0,
            148.864016,
            16.447349,
            0,
            148.864016
        ],
        [
            1,
            0,
            5,
            1,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331537,
            199598,
            -162128,
            -219433,
            -117038,
            -578223
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579651200000,
    "first_datapoint_time": 1581105600000,
    "last_datapoint_time": 1759716000000,
    "evaluation_time": 1759718650996,
    "expiration_time": 1766196000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 153,
            "scalar": 5
        }
    }
}

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)