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Trade: IOTA/USDT/360/SINWMA/BBM/2516

Strategy
IOTA/USDT/360/SINWMA/BBM/2516
Pair
IOTA_USDT
Interval
6h
Score
338837
Daily Profit
0.164252
Profit Factor
1.662078
Profitability
47.794118
Streak
0.000000
Best Strategy
Training Data Length
2504.750000
Evaluation Time
2025-10-04 07:14
Expiration Time
2025-12-18 05:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327040.5231 411409.5059 -84368.9827 -1096795.1408 2940816.8902 -4037612.031
Total P&L (%) 327.0405 411.4095 -84.369 -1096.7951 2940.8169 -4037.612
Avg Daily Profit (%) 0.1306 0.1643 -0.0337 0 0.1364 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -399540 -119408 -290526 -5489734 -613368 -5911011
Profit Factor 1.2164 1.6621 0.9052 0.8977 2.1325 0.5031
Total Trades 272 136 136 272 136 136
Winning Trades 141 65 76 149 74 75
Losing Trades 131 71 60 123 62 61
Profitability (%) 51.8382 47.7941 55.8824 54.7794 54.4118 55.1471
Ratio Avg Win / Avg Loss 1.1301 1.8155 0.7146 0.7411 1.7867 0.4092
Largest Winning Trade 212353 212353 53591 683738 552089 683738
Largest Losing Trade -268768 -39769 -268768 -5401291 -351212 -5401291
Avg Bars in Trades 36 37 35 36 37 35
Avg Bars in Winners 36 38 35 36 40 33
Avg Bars in Losers 36 37 35 35 34 37
Bars Traded 9920 5129 4791 9920 5129 4791
Profit Streak 18.6764 0 30.4264 0 79.6764 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16920 338837 -579668 -578735 -4691 -580304
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10019,
    "evaluation_days": 2504.75,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1544443200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551243567,
    "expiration_time": 1766028312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 2.92045
        }
    }
}
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": [
        [
            327040.5231222656,
            411409.5058584775,
            -84368.982736212,
            -1096795.1407817984,
            2940816.8901889985,
            -4037612.0309707974
        ],
        [
            327.040523,
            411.409506,
            -84.368983,
            -1096.795141,
            2940.81689,
            -4037.612031
        ],
        [
            0.130568,
            0.164252,
            -0.033684,
            0,
            0.136422,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -399540,
            -119408,
            -290526,
            -5489734,
            -613368,
            -5911011
        ],
        [
            1.216412,
            1.662078,
            0.905183,
            0.897709,
            2.132508,
            0.503096
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            141,
            65,
            76,
            149,
            74,
            75
        ],
        [
            131,
            71,
            60,
            123,
            62,
            61
        ],
        [
            51.838235,
            47.794118,
            55.882353,
            54.779412,
            54.411765,
            55.147059
        ],
        [
            1.130141,
            1.815501,
            0.714618,
            0.741062,
            1.786696,
            0.409185
        ],
        [
            212353,
            212353,
            53591,
            683738,
            552089,
            683738
        ],
        [
            -268768,
            -39769,
            -268768,
            -5401291,
            -351212,
            -5401291
        ],
        [
            36,
            37,
            35,
            36,
            37,
            35
        ],
        [
            36,
            38,
            35,
            36,
            40,
            33
        ],
        [
            36,
            37,
            35,
            35,
            34,
            37
        ],
        [
            9920,
            5129,
            4791,
            9920,
            5129,
            4791
        ],
        [
            18.67643,
            0,
            30.42643,
            0,
            79.67643,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16920,
            338837,
            -579668,
            -578735,
            -4691,
            -580304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10019,
    "evaluation_days": 2504.75,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1544443200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759551243567,
    "expiration_time": 1766028312000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 2.92045
        }
    }
}

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)