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Trade: IOTA/USDT/360/SSF/SMA/7555

Strategy
IOTA/USDT/360/SSF/SMA/7555
Pair
IOTA_USDT
Interval
6h
Score
303988
Daily Profit
0.189455
Profit Factor
1.556596
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-10-10 06:11
Expiration Time
2025-12-24 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473685.3967 415304.9119 58380.4849 5978.6044 282055.78 -276077.1756
Total P&L (%) 473.6854 415.3049 58.3805 5.9786 282.0558 -276.0772
Avg Daily Profit (%) 0.1895 0.1661 0.0234 0.0023 0.0536 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239867 -140916 -224304 -351013 -65841 -427273
Profit Factor 1.5566 2.0225 1.1312 1.007 2.1854 0.5503
Total Trades 117 58 59 117 58 59
Winning Trades 52 24 28 52 24 28
Losing Trades 65 34 31 65 34 31
Profitability (%) 44.4444 41.3793 47.4576 44.4444 41.3793 47.4576
Ratio Avg Win / Avg Loss 1.9457 2.8653 1.2524 1.2588 3.096 0.6092
Largest Winning Trade 234369 234369 56371 79249 72193 79249
Largest Losing Trade -72458 -50853 -72458 -226464 -59761 -226464
Avg Bars in Trades 84 90 78 84 90 78
Avg Bars in Winners 106 106 105 106 106 105
Avg Bars in Losers 66 78 53 66 78 53
Bars Traded 9846 5228 4618 9846 5228 4618
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303988 -172232 -416296 -570144 -300556 -758447
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1544032800000,
    "first_datapoint_time": 1546495200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065915822,
    "expiration_time": 1766535048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 115,
            "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": [
        [
            473685.3967440239,
            415304.9118848359,
            58380.4848591879,
            5978.6044086394,
            282055.7799705121,
            -276077.1755618728
        ],
        [
            473.685397,
            415.304912,
            58.380485,
            5.978604,
            282.05578,
            -276.077176
        ],
        [
            0.189455,
            0.166105,
            0.02335,
            0.002322,
            0.053625,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239867,
            -140916,
            -224304,
            -351013,
            -65841,
            -427273
        ],
        [
            1.556596,
            2.022539,
            1.131225,
            1.007019,
            2.185389,
            0.55027
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            44.444444,
            41.37931,
            47.457627,
            44.444444,
            41.37931,
            47.457627
        ],
        [
            1.945745,
            2.865263,
            1.252427,
            1.258773,
            3.095968,
            0.609227
        ],
        [
            234369,
            234369,
            56371,
            79249,
            72193,
            79249
        ],
        [
            -72458,
            -50853,
            -72458,
            -226464,
            -59761,
            -226464
        ],
        [
            84,
            90,
            78,
            84,
            90,
            78
        ],
        [
            106,
            106,
            105,
            106,
            106,
            105
        ],
        [
            66,
            78,
            53,
            66,
            78,
            53
        ],
        [
            9846,
            5228,
            4618,
            9846,
            5228,
            4618
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303988,
            -172232,
            -416296,
            -570144,
            -300556,
            -758447
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1544032800000,
    "first_datapoint_time": 1546495200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760065915822,
    "expiration_time": 1766535048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 180,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 115,
            "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)