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Trade: IOTA/USDT/240/VWMA/PWMA/1766

Strategy
IOTA/USDT/240/VWMA/PWMA/1766
Pair
IOTA_USDT
Interval
4h
Score
341657
Daily Profit
0.165575
Profit Factor
1.411478
Profitability
48.019802
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-27 09:34
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 413800.3634 398529.5907 15270.7727 -39864.4989 804199.1375 -844063.6364
Total P&L (%) 413.8004 398.5296 15.2708 -39.8645 804.1991 -844.0636
Avg Daily Profit (%) 0.1656 0.1595 0.0061 -0.0203 0.0881 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -294127 -195785 -145112 -1526942 -238492 -1312090
Profit Factor 1.4115 1.7962 1.0302 0.9855 2.0416 0.5742
Total Trades 202 101 101 202 101 101
Winning Trades 97 44 53 97 44 53
Losing Trades 105 57 48 105 57 48
Profitability (%) 48.0198 43.5644 52.4752 48.0198 43.5644 52.4752
Ratio Avg Win / Avg Loss 1.5279 2.3269 0.933 1.0668 2.6447 0.52
Largest Winning Trade 286227 286227 51856 344140 319737 344140
Largest Losing Trade -79762 -34855 -79762 -1232440 -124466 -1232440
Avg Bars in Trades 72 58 86 72 58 86
Avg Bars in Winners 96 80 111 96 80 111
Avg Bars in Losers 50 42 58 50 42 58
Bars Traded 14655 5946 8710 14655 5946 8710
Profit Streak 0 0 41.4407 0 0 41.4407
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341657 284177 -382099 -578823 -73772 -579238
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": 1545523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954875292,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "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": [
        [
            413800.3633925942,
            398529.5906727625,
            15270.7727198313,
            -39864.4989106519,
            804199.137450606,
            -844063.6363612576
        ],
        [
            413.800363,
            398.529591,
            15.270773,
            -39.864499,
            804.199137,
            -844.063636
        ],
        [
            0.165575,
            0.159465,
            0.00611,
            -0.020347,
            0.088143,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -294127,
            -195785,
            -145112,
            -1526942,
            -238492,
            -1312090
        ],
        [
            1.411478,
            1.796203,
            1.030233,
            0.985527,
            2.041552,
            0.574207
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            97,
            44,
            53,
            97,
            44,
            53
        ],
        [
            105,
            57,
            48,
            105,
            57,
            48
        ],
        [
            48.019802,
            43.564356,
            52.475248,
            48.019802,
            43.564356,
            52.475248
        ],
        [
            1.527888,
            2.326899,
            0.933041,
            1.066808,
            2.644738,
            0.520037
        ],
        [
            286227,
            286227,
            51856,
            344140,
            319737,
            344140
        ],
        [
            -79762,
            -34855,
            -79762,
            -1232440,
            -124466,
            -1232440
        ],
        [
            72,
            58,
            86,
            72,
            58,
            86
        ],
        [
            96,
            80,
            111,
            96,
            80,
            111
        ],
        [
            50,
            42,
            58,
            50,
            42,
            58
        ],
        [
            14655,
            5946,
            8710,
            14655,
            5946,
            8710
        ],
        [
            0,
            0,
            41.440686,
            0,
            0,
            41.440686
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341657,
            284177,
            -382099,
            -578823,
            -73772,
            -579238
        ]
    ]
}
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": 1545523200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758954875292,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "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)