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Trade: IOTA/USDT/360/SWMA/HILO/4313

Strategy
IOTA/USDT/360/SWMA/HILO/4313
Pair
IOTA_USDT
Interval
6h
Score
325258
Daily Profit
0.202648
Profit Factor
1.815728
Profitability
43.010753
Streak
0.000000
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 506670.8118 462593.5434 44077.2684 56577.4638 124428.4677 -67851.0038
Total P&L (%) 506.6708 462.5935 44.0773 56.5775 124.4285 -67.851
Avg Daily Profit (%) 0.2026 0.185 0.0176 0.0179 0.0323 -0.0454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112251 -114796 -81200 -452910 -363891 -389766
Profit Factor 1.8157 2.5449 1.137 1.0325 1.1461 0.9237
Total Trades 93 47 46 93 47 46
Winning Trades 40 18 22 40 18 22
Losing Trades 53 29 24 53 29 24
Profitability (%) 43.0108 38.2979 47.8261 43.0108 38.2979 47.8261
Ratio Avg Win / Avg Loss 2.4058 4.1002 1.2404 1.3681 1.8465 1.0076
Largest Winning Trade 453399 453399 56848 290095 290095 126604
Largest Losing Trade -49265 -24511 -49265 -213883 -108058 -213883
Avg Bars in Trades 104 85 122 104 85 122
Avg Bars in Winners 166 141 186 166 141 186
Avg Bars in Losers 56 50 64 56 50 64
Bars Traded 9680 4031 5649 9680 4031 5649
Profit Streak 0 0 47.5235 0 0 47.5235
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325258 283506 -240755 -357027 -212843 -578894
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": 1549238400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207631666,
    "expiration_time": 1766664648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "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": [
        [
            506670.81183352,
            462593.5434240079,
            44077.2684095122,
            56577.4638032226,
            124428.4676529241,
            -67851.0038497014
        ],
        [
            506.670812,
            462.593543,
            44.077268,
            56.577464,
            124.428468,
            -67.851004
        ],
        [
            0.202648,
            0.185019,
            0.017629,
            0.017935,
            0.032337,
            -0.045377
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112251,
            -114796,
            -81200,
            -452910,
            -363891,
            -389766
        ],
        [
            1.815728,
            2.544929,
            1.137014,
            1.032507,
            1.146121,
            0.923672
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            43.010753,
            38.297872,
            47.826087,
            43.010753,
            38.297872,
            47.826087
        ],
        [
            2.40584,
            4.100164,
            1.240378,
            1.368071,
            1.846528,
            1.007642
        ],
        [
            453399,
            453399,
            56848,
            290095,
            290095,
            126604
        ],
        [
            -49265,
            -24511,
            -49265,
            -213883,
            -108058,
            -213883
        ],
        [
            104,
            85,
            122,
            104,
            85,
            122
        ],
        [
            166,
            141,
            186,
            166,
            141,
            186
        ],
        [
            56,
            50,
            64,
            56,
            50,
            64
        ],
        [
            9680,
            4031,
            5649,
            9680,
            4031,
            5649
        ],
        [
            0,
            0,
            47.523515,
            0,
            0,
            47.523515
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325258,
            283506,
            -240755,
            -357027,
            -212843,
            -578894
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760207631666,
    "expiration_time": 1766664648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 236,
            "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)