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Trade: IOTA/USDT/480/VWAP/HWMA/2135

Strategy
IOTA/USDT/480/VWAP/HWMA/2135
Pair
IOTA_USDT
Interval
8h
Score
310646
Daily Profit
0.152206
Profit Factor
1.330457
Profitability
47.816092
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-12 21:14
Expiration Time
2025-12-26 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 440859.6032 381124.0205 59735.5827 78341.8145 103824.9219 -25483.1074
Total P&L (%) 440.8596 381.124 59.7356 78.3418 103.8249 -25.4831
Avg Daily Profit (%) 0.1761 0.1522 0.0239 0.0231 0.0284 -0.0117
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148373 -101899 -153666 -488582 -308157 -351800
Profit Factor 1.179 1.3305 1.0456 1.0192 1.0532 0.9881
Total Trades 869 435 434 869 435 434
Winning Trades 417 208 209 417 208 209
Losing Trades 452 227 225 452 227 225
Profitability (%) 47.9862 47.8161 48.1567 47.9862 47.8161 48.1567
Ratio Avg Win / Avg Loss 1.278 1.452 1.1257 1.1047 1.1494 1.0637
Largest Winning Trade 77739 77739 49363 92502 92502 82476
Largest Losing Trade -49664 -24970 -49664 -90936 -67620 -90936
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 7503 3781 3722 7503 3781 3722
Profit Streak 0 0 11.4264 0 0 11.4264
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11725 310646 -330110 -356976 -315722 -577204
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292844939,
    "expiration_time": 1766775168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60049,
            "nb": 0.1,
            "nc": 0.97659
        }
    }
}
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": [
        [
            440859.6032137199,
            381124.020466262,
            59735.5827474577,
            78341.81452596,
            103824.9218792549,
            -25483.107353295
        ],
        [
            440.859603,
            381.12402,
            59.735583,
            78.341815,
            103.824922,
            -25.483107
        ],
        [
            0.176062,
            0.152206,
            0.023856,
            0.023107,
            0.028442,
            -0.011746
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148373,
            -101899,
            -153666,
            -488582,
            -308157,
            -351800
        ],
        [
            1.179032,
            1.330457,
            1.045629,
            1.01918,
            1.05322,
            0.988057
        ],
        [
            869,
            435,
            434,
            869,
            435,
            434
        ],
        [
            417,
            208,
            209,
            417,
            208,
            209
        ],
        [
            452,
            227,
            225,
            452,
            227,
            225
        ],
        [
            47.986191,
            47.816092,
            48.156682,
            47.986191,
            47.816092,
            48.156682
        ],
        [
            1.277991,
            1.45199,
            1.125678,
            1.104722,
            1.149428,
            1.063698
        ],
        [
            77739,
            77739,
            49363,
            92502,
            92502,
            82476
        ],
        [
            -49664,
            -24970,
            -49664,
            -90936,
            -67620,
            -90936
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7503,
            3781,
            3722,
            7503,
            3781,
            3722
        ],
        [
            0,
            0,
            11.426446,
            0,
            0,
            11.426446
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11725,
            310646,
            -330110,
            -356976,
            -315722,
            -577204
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292844939,
    "expiration_time": 1766775168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60049,
            "nb": 0.1,
            "nc": 0.97659
        }
    }
}

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)