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Trade: IOTA/USDT/480/SSF/JMA/3000

Strategy
IOTA/USDT/480/SSF/JMA/3000
Pair
IOTA_USDT
Interval
8h
Score
442309
Daily Profit
0.257314
Profit Factor
1.938952
Profitability
49.504950
Streak
0.000000
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-26 12:35
Expiration Time
2025-12-10 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 643713.8915 524894.7291 118819.1624 793101.4764 904182.6269 -111081.1505
Total P&L (%) 643.7139 524.8947 118.8192 793.1015 904.1826 -111.0812
Avg Daily Profit (%) 0.2573 0.2098 0.0475 0.0876 0.0923 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132743 -92714 -102574 -948408 -503682 -780145
Profit Factor 1.939 2.5004 1.3539 1.2398 1.5422 0.9323
Total Trades 101 51 50 101 51 50
Winning Trades 50 23 27 50 23 27
Losing Trades 51 28 23 51 28 23
Profitability (%) 49.505 45.098 54 49.505 45.098 54
Ratio Avg Win / Avg Loss 1.9777 3.0439 1.1533 1.2646 1.8774 0.7942
Largest Winning Trade 276972 276972 64442 826423 826423 170063
Largest Losing Trade -45003 -45003 -35323 -351985 -351985 -275601
Avg Bars in Trades 73 58 88 73 58 88
Avg Bars in Winners 98 85 109 98 85 109
Avg Bars in Losers 48 35 63 48 35 63
Bars Traded 7384 2959 4425 7384 2959 4425
Profit Streak 0 0 76.7332 0 0 76.7332
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 442309 -169074 -308043 -75849 -248675 -759756

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879346518,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 83,
            "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": [
        [
            643713.8914762458,
            524894.7291255007,
            118819.1623507451,
            793101.4764079243,
            904182.6268961816,
            -111081.1504882572
        ],
        [
            643.713891,
            524.894729,
            118.819162,
            793.101476,
            904.182627,
            -111.08115
        ],
        [
            0.257314,
            0.209818,
            0.047496,
            0.087561,
            0.092251,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132743,
            -92714,
            -102574,
            -948408,
            -503682,
            -780145
        ],
        [
            1.938952,
            2.500358,
            1.353924,
            1.239763,
            1.542172,
            0.932274
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            51,
            28,
            23,
            51,
            28,
            23
        ],
        [
            49.50495,
            45.098039,
            54,
            49.50495,
            45.098039,
            54
        ],
        [
            1.977731,
            3.043914,
            1.153342,
            1.264558,
            1.877427,
            0.794159
        ],
        [
            276972,
            276972,
            64442,
            826423,
            826423,
            170063
        ],
        [
            -45003,
            -45003,
            -35323,
            -351985,
            -351985,
            -275601
        ],
        [
            73,
            58,
            88,
            73,
            58,
            88
        ],
        [
            98,
            85,
            109,
            98,
            85,
            109
        ],
        [
            48,
            35,
            63,
            48,
            35,
            63
        ],
        [
            7384,
            2959,
            4425,
            7384,
            2959,
            4425
        ],
        [
            0,
            0,
            76.733177,
            0,
            0,
            76.733177
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            442309,
            -169074,
            -308043,
            -75849,
            -248675,
            -759756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758879346518,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 97,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 83,
            "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)