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Trade: IOTA/USDT/720/ALMA/HWMA/7434

Strategy
IOTA/USDT/720/ALMA/HWMA/7434
Pair
IOTA_USDT
Interval
12h
Score
416790
Daily Profit
0.216134
Profit Factor
1.369090
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-28 21:32
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540550.7309 415223.0739 125327.657 630008.4088 296641.4967 333366.9121
Total P&L (%) 540.5507 415.2231 125.3277 630.0084 296.6415 333.3669
Avg Daily Profit (%) 0.2161 0.166 0.0501 0.0795 0.0551 0.0587
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134857 -76187 -148309 -187235 -163392 -126434
Profit Factor 1.3691 1.5833 1.1665 1.3367 1.2848 1.4018
Total Trades 432 216 216 432 216 216
Winning Trades 228 116 112 228 116 112
Losing Trades 204 100 104 204 100 104
Profitability (%) 52.7778 53.7037 51.8519 52.7778 53.7037 51.8519
Ratio Avg Win / Avg Loss 1.225 1.3649 1.0832 1.196 1.1076 1.3017
Largest Winning Trade 167962 167962 39756 137563 137563 134743
Largest Losing Trade -32967 -30177 -32967 -89220 -89220 -70139
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 13 11 14 13 11 14
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 4877 2340 2537 4877 2340 2537
Profit Streak 0 0 16.2727 0 0 16.2727
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416790 377237 -161700 -83165 -118005 -112231
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759084358287,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12052,
            "nb": 0.79009,
            "nc": 0.25328
        }
    }
}
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": [
        [
            540550.7308846698,
            415223.073878353,
            125327.6570063168,
            630008.4088333718,
            296641.4967067606,
            333366.9121266115
        ],
        [
            540.550731,
            415.223074,
            125.327657,
            630.008409,
            296.641497,
            333.366912
        ],
        [
            0.216134,
            0.166023,
            0.050111,
            0.079515,
            0.055108,
            0.05865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134857,
            -76187,
            -148309,
            -187235,
            -163392,
            -126434
        ],
        [
            1.36909,
            1.583318,
            1.1665,
            1.336677,
            1.284809,
            1.401789
        ],
        [
            432,
            216,
            216,
            432,
            216,
            216
        ],
        [
            228,
            116,
            112,
            228,
            116,
            112
        ],
        [
            204,
            100,
            104,
            204,
            100,
            104
        ],
        [
            52.777778,
            53.703704,
            51.851852,
            52.777778,
            53.703704,
            51.851852
        ],
        [
            1.224975,
            1.36493,
            1.083178,
            1.195975,
            1.107594,
            1.301661
        ],
        [
            167962,
            167962,
            39756,
            137563,
            137563,
            134743
        ],
        [
            -32967,
            -30177,
            -32967,
            -89220,
            -89220,
            -70139
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            13,
            11,
            14,
            13,
            11,
            14
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            4877,
            2340,
            2537,
            4877,
            2340,
            2537
        ],
        [
            0,
            0,
            16.272665,
            0,
            0,
            16.272665
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416790,
            377237,
            -161700,
            -83165,
            -118005,
            -112231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759084358287,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12052,
            "nb": 0.79009,
            "nc": 0.25328
        }
    }
}

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)