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Trade: IOTA/USDT/360/PWMA/DCM/2115

Strategy
IOTA/USDT/360/PWMA/DCM/2115
Pair
IOTA_USDT
Interval
6h
Score
306779
Daily Profit
0.159457
Profit Factor
1.310303
Profitability
41.717791
Streak
37.124190
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 11:58
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 398603.4204 355170.6799 43432.7405 102848.7191 642684.1661 -539835.447
Total P&L (%) 398.6034 355.1707 43.4327 102.8487 642.6842 -539.8354
Avg Daily Profit (%) 0.1595 0.1421 0.0174 0.0283 0.0802 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127119 -105727 -97565 -956924 -710590 -791327
Profit Factor 1.3103 1.5599 1.0668 1.0169 1.227 0.8349
Total Trades 326 163 163 326 163 163
Winning Trades 136 64 72 136 64 72
Losing Trades 190 99 91 190 99 91
Profitability (%) 41.7178 39.2638 44.1718 41.7178 39.2638 44.1718
Ratio Avg Win / Avg Loss 1.8306 2.413 1.3483 1.4206 1.898 1.0552
Largest Winning Trade 175873 175873 46697 509774 509774 319796
Largest Losing Trade -34074 -27907 -34074 -352426 -145336 -352426
Avg Bars in Trades 30 29 31 30 29 31
Avg Bars in Winners 45 44 46 45 44 46
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 9914 4812 5102 9914 4812 5102
Profit Streak 37.1242 37.1242 49.1242 37.1242 37.1242 49.1242
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306779 -3189 -319584 -357067 -87258 -580089

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1543946400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877130007,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 25,
            "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": [
        [
            398603.4203727738,
            355170.6798540236,
            43432.7405187503,
            102848.7191454904,
            642684.1661431034,
            -539835.4469976125
        ],
        [
            398.60342,
            355.17068,
            43.432741,
            102.848719,
            642.684166,
            -539.835447
        ],
        [
            0.159457,
            0.142082,
            0.017375,
            0.028298,
            0.080244,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127119,
            -105727,
            -97565,
            -956924,
            -710590,
            -791327
        ],
        [
            1.310303,
            1.559893,
            1.066798,
            1.01686,
            1.22702,
            0.834869
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            136,
            64,
            72,
            136,
            64,
            72
        ],
        [
            190,
            99,
            91,
            190,
            99,
            91
        ],
        [
            41.717791,
            39.263804,
            44.171779,
            41.717791,
            39.263804,
            44.171779
        ],
        [
            1.830571,
            2.412959,
            1.348315,
            1.420614,
            1.898046,
            1.055181
        ],
        [
            175873,
            175873,
            46697,
            509774,
            509774,
            319796
        ],
        [
            -34074,
            -27907,
            -34074,
            -352426,
            -145336,
            -352426
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            9914,
            4812,
            5102,
            9914,
            4812,
            5102
        ],
        [
            37.12419,
            37.12419,
            49.12419,
            37.12419,
            37.12419,
            49.12419
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306779,
            -3189,
            -319584,
            -357067,
            -87258,
            -580089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1543946400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758877130007,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 25,
            "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)