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Trade: IOTA/USDT/360/VWMA/LINREG/6748

Strategy
IOTA/USDT/360/VWMA/LINREG/6748
Pair
IOTA_USDT
Interval
6h
Score
326274
Daily Profit
0.206699
Profit Factor
3.177261
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-03 13:07
Expiration Time
2025-12-17 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 639623.9575 517575.1639 122048.7937 1019244.1686 592285.7016 426958.467
Total P&L (%) 639.624 517.5752 122.0488 1019.2442 592.2857 426.9585
Avg Daily Profit (%) 0.2554 0.2067 0.0487 0.0965 0.0773 0.0664
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115269 -101862 -81073 -564202 -572321 -289805
Profit Factor 2.2596 3.1773 1.4519 1.4587 1.5192 1.3949
Total Trades 76 38 38 76 38 38
Winning Trades 28 14 14 28 14 14
Losing Trades 48 24 24 48 24 24
Profitability (%) 36.8421 36.8421 36.8421 36.8421 36.8421 36.8421
Ratio Avg Win / Avg Loss 3.8736 5.4467 2.489 2.5007 2.6043 2.3913
Largest Winning Trade 373974 373974 60481 447917 447917 296499
Largest Losing Trade -39953 -21388 -39953 -134756 -124279 -134756
Avg Bars in Trades 128 102 153 128 102 153
Avg Bars in Winners 239 198 280 239 198 280
Avg Bars in Losers 63 46 79 63 46 79
Bars Traded 9743 3899 5844 9743 3899 5844
Profit Streak 0 0 51.1721 0 0 51.1721
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -46081 326274 -130233 -120449 -91894 -107045
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759486066044,
    "expiration_time": 1765961568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 60,
            "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": [
        [
            639623.9575359242,
            517575.1638544385,
            122048.793681486,
            1019244.1686185596,
            592285.7016071564,
            426958.4670114031
        ],
        [
            639.623958,
            517.575164,
            122.048794,
            1019.244169,
            592.285702,
            426.958467
        ],
        [
            0.255441,
            0.206699,
            0.048742,
            0.096502,
            0.077299,
            0.066394
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115269,
            -101862,
            -81073,
            -564202,
            -572321,
            -289805
        ],
        [
            2.259603,
            3.177261,
            1.451899,
            1.458721,
            1.519155,
            1.394944
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105,
            36.842105
        ],
        [
            3.873604,
            5.446734,
            2.48897,
            2.500665,
            2.604266,
            2.391332
        ],
        [
            373974,
            373974,
            60481,
            447917,
            447917,
            296499
        ],
        [
            -39953,
            -21388,
            -39953,
            -134756,
            -124279,
            -134756
        ],
        [
            128,
            102,
            153,
            128,
            102,
            153
        ],
        [
            239,
            198,
            280,
            239,
            198,
            280
        ],
        [
            63,
            46,
            79,
            63,
            46,
            79
        ],
        [
            9743,
            3899,
            5844,
            9743,
            3899,
            5844
        ],
        [
            0,
            0,
            51.172061,
            0,
            0,
            51.172061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -46081,
            326274,
            -130233,
            -120449,
            -91894,
            -107045
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759486066044,
    "expiration_time": 1765961568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 60,
            "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)