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Trade: IOTA/USDT/360/SINWMA/HILO/2519

Strategy
IOTA/USDT/360/SINWMA/HILO/2519
Pair
IOTA_USDT
Interval
6h
Score
315774
Daily Profit
0.224048
Profit Factor
1.941905
Profitability
41.176471
Streak
0.000000
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-28 06:35
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 560063.022 490848.5376 69214.4844 199861.172 150741.5108 49119.6612
Total P&L (%) 560.063 490.8485 69.2145 199.8612 150.7415 49.1197
Avg Daily Profit (%) 0.224 0.1964 0.0277 0.0439 0.0368 0.016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92788 -117116 -75833 -429801 -506794 -389686
Profit Factor 1.9419 2.6964 1.2267 1.091 1.1344 1.0457
Total Trades 102 51 51 102 51 51
Winning Trades 42 19 23 42 19 23
Losing Trades 60 32 28 60 32 28
Profitability (%) 41.1765 37.2549 45.098 41.1765 37.2549 45.098
Ratio Avg Win / Avg Loss 2.7742 4.5413 1.4934 1.5586 1.9106 1.273
Largest Winning Trade 453399 453399 56346 360447 360447 173133
Largest Losing Trade -37995 -23817 -37995 -223929 -141708 -223929
Avg Bars in Trades 95 79 111 95 79 111
Avg Bars in Winners 151 133 166 151 133 166
Avg Bars in Losers 56 46 66 56 46 66
Bars Traded 9733 4029 5704 9733 4029 5704
Profit Streak 0 0 33.8997 0 0 33.8997
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315774 -172277 -337723 -256705 -400328 -524592
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": 1547553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030532739,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "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": [
        [
            560063.0220214354,
            490848.53758436,
            69214.4844370754,
            199861.1720346798,
            150741.5107933433,
            49119.6612413361
        ],
        [
            560.063022,
            490.848538,
            69.214484,
            199.861172,
            150.741511,
            49.119661
        ],
        [
            0.224048,
            0.196359,
            0.027689,
            0.04394,
            0.036781,
            0.015986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92788,
            -117116,
            -75833,
            -429801,
            -506794,
            -389686
        ],
        [
            1.941905,
            2.696398,
            1.22674,
            1.090991,
            1.134422,
            1.045689
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            41.176471,
            37.254902,
            45.098039,
            41.176471,
            37.254902,
            45.098039
        ],
        [
            2.77415,
            4.541302,
            1.493423,
            1.558559,
            1.910605,
            1.273013
        ],
        [
            453399,
            453399,
            56346,
            360447,
            360447,
            173133
        ],
        [
            -37995,
            -23817,
            -37995,
            -223929,
            -141708,
            -223929
        ],
        [
            95,
            79,
            111,
            95,
            79,
            111
        ],
        [
            151,
            133,
            166,
            151,
            133,
            166
        ],
        [
            56,
            46,
            66,
            56,
            46,
            66
        ],
        [
            9733,
            4029,
            5704,
            9733,
            4029,
            5704
        ],
        [
            0,
            0,
            33.899684,
            0,
            0,
            33.899684
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315774,
            -172277,
            -337723,
            -256705,
            -400328,
            -524592
        ]
    ]
}
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": 1547553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759030532739,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 224,
            "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)