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Trade: IOTA/USDT/360/VWAP/RMA/2143

Strategy
IOTA/USDT/360/VWAP/RMA/2143
Pair
IOTA_USDT
Interval
6h
Score
481122
Daily Profit
0.253747
Profit Factor
1.735545
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-29 20:07
Expiration Time
2025-12-13 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634430.6483 505085.6348 129345.0135 1214227.0146 740164.3942 474062.6204
Total P&L (%) 634.4306 505.0856 129.345 1214.227 740.1644 474.0626
Avg Daily Profit (%) 0.2537 0.202 0.0517 0.1031 0.0852 0.0699
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124509 -119056 -132759 -858267 -328336 -683800
Profit Factor 1.7355 2.3613 1.2632 1.406 1.5231 1.3008
Total Trades 264 132 132 264 132 132
Winning Trades 136 66 70 136 66 70
Losing Trades 128 66 62 128 66 62
Profitability (%) 51.5152 50 53.0303 51.5152 50 53.0303
Ratio Avg Win / Avg Loss 1.6335 2.3613 1.1188 1.3233 1.5231 1.1521
Largest Winning Trade 225550 225550 61786 477063 477063 290968
Largest Losing Trade -49095 -34172 -49095 -540172 -294682 -540172
Avg Bars in Trades 36 41 31 36 41 31
Avg Bars in Winners 41 46 36 41 46 36
Avg Bars in Losers 31 36 25 31 36 25
Bars Traded 9689 5500 4189 9689 5500 4189
Profit Streak 0 0 71.2138 0 0 71.2138
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481122 444542 -123223 -52645 -76481 -98743
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546452000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759165672656,
    "expiration_time": 1765627848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "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": [
        [
            634430.648320532,
            505085.6347833883,
            129345.0135371441,
            1214227.0146478824,
            740164.3942466989,
            474062.6204011842
        ],
        [
            634.430648,
            505.085635,
            129.345014,
            1214.227015,
            740.164394,
            474.06262
        ],
        [
            0.253747,
            0.202014,
            0.051733,
            0.103076,
            0.085165,
            0.06992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124509,
            -119056,
            -132759,
            -858267,
            -328336,
            -683800
        ],
        [
            1.735545,
            2.36132,
            1.263161,
            1.405989,
            1.523141,
            1.300813
        ],
        [
            264,
            132,
            132,
            264,
            132,
            132
        ],
        [
            136,
            66,
            70,
            136,
            66,
            70
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            51.515152,
            50,
            53.030303,
            51.515152,
            50,
            53.030303
        ],
        [
            1.633454,
            2.36132,
            1.1188,
            1.323284,
            1.523141,
            1.152148
        ],
        [
            225550,
            225550,
            61786,
            477063,
            477063,
            290968
        ],
        [
            -49095,
            -34172,
            -49095,
            -540172,
            -294682,
            -540172
        ],
        [
            36,
            41,
            31,
            36,
            41,
            31
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            31,
            36,
            25,
            31,
            36,
            25
        ],
        [
            9689,
            5500,
            4189,
            9689,
            5500,
            4189
        ],
        [
            0,
            0,
            71.213804,
            0,
            0,
            71.213804
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481122,
            444542,
            -123223,
            -52645,
            -76481,
            -98743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546452000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759165672656,
    "expiration_time": 1765627848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 154
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 153,
            "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)