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Trade: IOTA/USDT/240/SSF/JMA/9789

Strategy
IOTA/USDT/240/SSF/JMA/9789
Pair
IOTA_USDT
Interval
4h
Score
328282
Daily Profit
0.198882
Profit Factor
1.549654
Profitability
44.805195
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-26 11:08
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497039.3499 424721.0454 72318.3046 295724.4889 315903.167 -20178.6782
Total P&L (%) 497.0394 424.721 72.3183 295.7245 315.9032 -20.1787
Avg Daily Profit (%) 0.1989 0.1699 0.0289 0.0551 0.057 -0.009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152179 -128410 -112837 -668672 -541402 -410430
Profit Factor 1.5497 2.0256 1.1475 1.1067 1.2457 0.9864
Total Trades 154 77 77 154 77 77
Winning Trades 69 31 38 69 31 38
Losing Trades 85 46 39 85 46 39
Profitability (%) 44.8052 40.2597 49.3506 44.8052 40.2597 49.3506
Ratio Avg Win / Avg Loss 1.909 3.0057 1.1777 1.3633 1.8484 1.0124
Largest Winning Trade 219607 219607 53201 270020 241582 270020
Largest Losing Trade -41026 -18652 -41026 -142443 -120586 -142443
Avg Bars in Trades 96 90 102 96 90 102
Avg Bars in Winners 143 133 151 143 133 151
Avg Bars in Losers 58 61 54 58 61 54
Bars Traded 14871 6976 7895 14871 6976 7895
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328282 -34532 -254666 -223803 -161628 -621321

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1544256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758874129994,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 107,
            "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": [
        [
            497039.3499159052,
            424721.0453513844,
            72318.304564521,
            295724.4888633174,
            315903.1670329089,
            -20178.6781695912
        ],
        [
            497.03935,
            424.721045,
            72.318305,
            295.724489,
            315.903167,
            -20.178678
        ],
        [
            0.198882,
            0.169945,
            0.028937,
            0.055055,
            0.057046,
            -0.009018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152179,
            -128410,
            -112837,
            -668672,
            -541402,
            -410430
        ],
        [
            1.549654,
            2.0256,
            1.147541,
            1.10667,
            1.245662,
            0.986425
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            69,
            31,
            38,
            69,
            31,
            38
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            44.805195,
            40.25974,
            49.350649,
            44.805195,
            40.25974,
            49.350649
        ],
        [
            1.908994,
            3.005729,
            1.177739,
            1.363289,
            1.848402,
            1.012383
        ],
        [
            219607,
            219607,
            53201,
            270020,
            241582,
            270020
        ],
        [
            -41026,
            -18652,
            -41026,
            -142443,
            -120586,
            -142443
        ],
        [
            96,
            90,
            102,
            96,
            90,
            102
        ],
        [
            143,
            133,
            151,
            143,
            133,
            151
        ],
        [
            58,
            61,
            54,
            58,
            61,
            54
        ],
        [
            14871,
            6976,
            7895,
            14871,
            6976,
            7895
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328282,
            -34532,
            -254666,
            -223803,
            -161628,
            -621321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1544256000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758874129994,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 164,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 107,
            "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)