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Trade: IOTA/USDT/720/HMA/KCB/7287

Strategy
IOTA/USDT/720/HMA/KCB/7287
Pair
IOTA_USDT
Interval
12h
Score
383249
Daily Profit
0.193106
Profit Factor
1.369281
Profitability
46.739130
Streak
27.565579
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 04:34
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482766.0549 398445.2851 84320.7697 237943.6889 309538.6318 -71594.9429
Total P&L (%) 482.7661 398.4453 84.3208 237.9437 309.5386 -71.5949
Avg Daily Profit (%) 0.1931 0.1594 0.0337 0.0487 0.0564 -0.0503
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124539 -70808 -164153 -341143 -186526 -410690
Profit Factor 1.3693 1.6178 1.1273 1.1087 1.3062 0.9393
Total Trades 276 138 138 276 138 138
Winning Trades 129 63 66 129 63 66
Losing Trades 147 75 72 147 75 72
Profitability (%) 46.7391 45.6522 47.8261 46.7391 45.6522 47.8261
Ratio Avg Win / Avg Loss 1.5603 1.926 1.2298 1.2634 1.555 1.0247
Largest Winning Trade 199957 199957 46031 146904 146904 111395
Largest Losing Trade -37160 -37160 -36033 -173359 -77849 -173359
Avg Bars in Trades 17 18 16 17 18 16
Avg Bars in Winners 22 24 21 22 24 21
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 4912 2618 2294 4912 2618 2294
Profit Streak 27.5656 27.5656 28.0656 27.5656 27.5656 28.0656
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 383249 333930 -228549 -227369 -117420 -579326
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023266057,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            482766.0548948635,
            398445.2851489613,
            84320.769745902,
            237943.6889182347,
            309538.6318469284,
            -71594.942928694
        ],
        [
            482.766055,
            398.445285,
            84.32077,
            237.943689,
            309.538632,
            -71.594943
        ],
        [
            0.193106,
            0.159378,
            0.033728,
            0.04872,
            0.05641,
            -0.050331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124539,
            -70808,
            -164153,
            -341143,
            -186526,
            -410690
        ],
        [
            1.369281,
            1.61781,
            1.127299,
            1.108672,
            1.306239,
            0.939264
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            147,
            75,
            72,
            147,
            75,
            72
        ],
        [
            46.73913,
            45.652174,
            47.826087,
            46.73913,
            45.652174,
            47.826087
        ],
        [
            1.560344,
            1.925964,
            1.229781,
            1.263371,
            1.555047,
            1.024651
        ],
        [
            199957,
            199957,
            46031,
            146904,
            146904,
            111395
        ],
        [
            -37160,
            -37160,
            -36033,
            -173359,
            -77849,
            -173359
        ],
        [
            17,
            18,
            16,
            17,
            18,
            16
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            4912,
            2618,
            2294,
            4912,
            2618,
            2294
        ],
        [
            27.565579,
            27.565579,
            28.065579,
            27.565579,
            27.565579,
            28.065579
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            383249,
            333930,
            -228549,
            -227369,
            -117420,
            -579326
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023266057,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)