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Trade: IOTA/USDT/360/MIDPRICE/HILO/4463

Strategy
IOTA/USDT/360/MIDPRICE/HILO/4463
Pair
IOTA_USDT
Interval
6h
Score
329023
Daily Profit
0.149279
Profit Factor
1.469827
Profitability
49.305556
Streak
52.523522
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-10-11 21:33
Expiration Time
2025-12-25 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373233.8715 318404.8374 54829.0342 105577.2227 259167.2106 -153589.988
Total P&L (%) 373.2339 318.4048 54.829 105.5772 259.1672 -153.59
Avg Daily Profit (%) 0.1493 0.1273 0.0219 0.0288 0.0512 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117064 -114731 -119192 -343445 -277681 -258364
Profit Factor 1.4698 1.8877 1.1258 1.0633 1.3294 0.8255
Total Trades 144 72 72 144 72 72
Winning Trades 71 34 37 71 34 37
Losing Trades 73 38 35 73 38 35
Profitability (%) 49.3056 47.2222 51.3889 49.3056 47.2222 51.3889
Ratio Avg Win / Avg Loss 1.5112 2.1098 1.065 1.0933 1.4858 0.7809
Largest Winning Trade 178148 178148 56885 221316 221316 84613
Largest Losing Trade -52647 -39341 -52647 -141978 -135969 -141978
Avg Bars in Trades 68 47 88 68 47 88
Avg Bars in Winners 93 65 119 93 65 119
Avg Bars in Losers 43 31 56 43 31 56
Bars Traded 9808 3427 6381 9808 3427 6381
Profit Streak 52.5235 0 59.2735 52.5235 0 59.2735
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329023 -99962 -324989 -304559 -204876 -659078
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1544162400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207632271,
    "expiration_time": 1766664648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            373233.8715447384,
            318404.8373789209,
            54829.0341658175,
            105577.2226652585,
            259167.2106386026,
            -153589.9879733444
        ],
        [
            373.233872,
            318.404837,
            54.829034,
            105.577223,
            259.167211,
            -153.589988
        ],
        [
            0.149279,
            0.127349,
            0.021929,
            0.028827,
            0.051153,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117064,
            -114731,
            -119192,
            -343445,
            -277681,
            -258364
        ],
        [
            1.469827,
            1.88771,
            1.125834,
            1.063331,
            1.329437,
            0.82554
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            49.305556,
            47.222222,
            51.388889,
            49.305556,
            47.222222,
            51.388889
        ],
        [
            1.511231,
            2.109794,
            1.064978,
            1.093284,
            1.485842,
            0.780916
        ],
        [
            178148,
            178148,
            56885,
            221316,
            221316,
            84613
        ],
        [
            -52647,
            -39341,
            -52647,
            -141978,
            -135969,
            -141978
        ],
        [
            68,
            47,
            88,
            68,
            47,
            88
        ],
        [
            93,
            65,
            119,
            93,
            65,
            119
        ],
        [
            43,
            31,
            56,
            43,
            31,
            56
        ],
        [
            9808,
            3427,
            6381,
            9808,
            3427,
            6381
        ],
        [
            52.523522,
            0,
            59.273522,
            52.523522,
            0,
            59.273522
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329023,
            -99962,
            -324989,
            -304559,
            -204876,
            -659078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1544162400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207632271,
    "expiration_time": 1766664648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)