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Trade: IOTA/USDT/480/PWMA/ZLMA/2448

Strategy
IOTA/USDT/480/PWMA/ZLMA/2448
Pair
IOTA_USDT
Interval
8h
Score
303082
Daily Profit
0.170188
Profit Factor
2.396500
Profitability
39.473684
Streak
130.524559
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-04 23:35
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489717.1873 425981.4702 63735.717 -24223.2459 198347.5151 -222570.761
Total P&L (%) 489.7172 425.9815 63.7357 -24.2232 198.3475 -222.5708
Avg Daily Profit (%) 0.1957 0.1702 0.0255 -0.0111 0.0437 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116976 -94997 -205233 -254703 -26892 -337324
Profit Factor 1.6987 2.3965 1.161 0.957 2.8351 0.5107
Total Trades 77 38 39 77 38 39
Winning Trades 37 15 22 37 15 22
Losing Trades 40 23 17 40 23 17
Profitability (%) 48.0519 39.4737 56.4103 48.0519 39.4737 56.4103
Ratio Avg Win / Avg Loss 1.8364 3.6746 0.8971 1.0346 4.3472 0.3947
Largest Winning Trade 189253 189253 56104 76281 60676 76281
Largest Losing Trade -87793 -26449 -87793 -134922 -15375 -134922
Avg Bars in Trades 91 95 88 91 95 88
Avg Bars in Winners 92 100 87 92 100 87
Avg Bars in Losers 90 92 88 90 92 88
Bars Traded 7067 3629 3438 7067 3629 3438
Profit Streak 130.5246 130.5246 148.8579 130.5246 130.5246 148.8579
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34881 303082 -202558 -624795 -132665 -578963
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1552060800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610121866,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "offset": 152
        }
    }
}
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": [
        [
            489717.187252624,
            425981.4702030672,
            63735.717049557,
            -24223.24594466,
            198347.5150864662,
            -222570.7610311261
        ],
        [
            489.717187,
            425.98147,
            63.735717,
            -24.223246,
            198.347515,
            -222.570761
        ],
        [
            0.195652,
            0.170188,
            0.025464,
            -0.011081,
            0.043681,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116976,
            -94997,
            -205233,
            -254703,
            -26892,
            -337324
        ],
        [
            1.698674,
            2.3965,
            1.160994,
            0.956974,
            2.835142,
            0.510735
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            48.051948,
            39.473684,
            56.410256,
            48.051948,
            39.473684,
            56.410256
        ],
        [
            1.836405,
            3.674633,
            0.897132,
            1.034567,
            4.347217,
            0.394659
        ],
        [
            189253,
            189253,
            56104,
            76281,
            60676,
            76281
        ],
        [
            -87793,
            -26449,
            -87793,
            -134922,
            -15375,
            -134922
        ],
        [
            91,
            95,
            88,
            91,
            95,
            88
        ],
        [
            92,
            100,
            87,
            92,
            100,
            87
        ],
        [
            90,
            92,
            88,
            90,
            92,
            88
        ],
        [
            7067,
            3629,
            3438,
            7067,
            3629,
            3438
        ],
        [
            130.524559,
            130.524559,
            148.857892,
            130.524559,
            130.524559,
            148.857892
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34881,
            303082,
            -202558,
            -624795,
            -132665,
            -578963
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1552060800000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610121866,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 151,
            "offset": 152
        }
    }
}

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)