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Trade: IOTA/USDT/720/KCB/HILO/3289

Strategy
IOTA/USDT/720/KCB/HILO/3289
Pair
IOTA_USDT
Interval
12h
Score
461869
Daily Profit
0.231763
Profit Factor
1.878459
Profitability
48.591549
Streak
8.298897
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-28 22:10
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 579640.2176 477710.9544 101929.2632 454309.0384 115409.2827 338899.7557
Total P&L (%) 579.6402 477.711 101.9293 454.309 115.4093 338.8998
Avg Daily Profit (%) 0.2318 0.191 0.0408 0.0685 0.0307 0.0592
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135312 -92247 -126249 -438563 -328168 -240236
Profit Factor 1.8785 2.5673 1.2871 1.2608 1.1269 1.4071
Total Trades 142 71 71 142 71 71
Winning Trades 69 29 40 69 29 40
Losing Trades 73 42 31 73 42 31
Profitability (%) 48.5915 40.8451 56.338 48.5915 40.8451 56.338
Ratio Avg Win / Avg Loss 1.9874 3.7182 0.9975 1.3339 1.632 1.0905
Largest Winning Trade 404048 404048 62177 311496 311496 194553
Largest Losing Trade -40090 -28657 -40090 -152370 -117410 -152370
Avg Bars in Trades 34 24 44 34 24 44
Avg Bars in Winners 46 39 52 46 39 52
Avg Bars in Losers 22 14 33 22 14 33
Bars Traded 4882 1756 3127 4882 1756 3127
Profit Streak 8.2989 8.2989 13.2989 8.2989 8.2989 13.2989
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461869 -77128 -225381 -100676 -321328 -198444
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759086624723,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            579640.2175754996,
            477710.9544128714,
            101929.2631626281,
            454309.0383992997,
            115409.2827293022,
            338899.7556699974
        ],
        [
            579.640218,
            477.710954,
            101.929263,
            454.309038,
            115.409283,
            338.899756
        ],
        [
            0.231763,
            0.191008,
            0.040755,
            0.068498,
            0.030687,
            0.059158
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135312,
            -92247,
            -126249,
            -438563,
            -328168,
            -240236
        ],
        [
            1.878459,
            2.567294,
            1.287094,
            1.260763,
            1.12686,
            1.407091
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            73,
            42,
            31,
            73,
            42,
            31
        ],
        [
            48.591549,
            40.84507,
            56.338028,
            48.591549,
            40.84507,
            56.338028
        ],
        [
            1.987355,
            3.71815,
            0.997498,
            1.333851,
            1.632005,
            1.090495
        ],
        [
            404048,
            404048,
            62177,
            311496,
            311496,
            194553
        ],
        [
            -40090,
            -28657,
            -40090,
            -152370,
            -117410,
            -152370
        ],
        [
            34,
            24,
            44,
            34,
            24,
            44
        ],
        [
            46,
            39,
            52,
            46,
            39,
            52
        ],
        [
            22,
            14,
            33,
            22,
            14,
            33
        ],
        [
            4882,
            1756,
            3127,
            4882,
            1756,
            3127
        ],
        [
            8.298897,
            8.298897,
            13.298897,
            8.298897,
            8.298897,
            13.298897
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461869,
            -77128,
            -225381,
            -100676,
            -321328,
            -198444
        ]
    ]
}
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": 1546214400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759086624723,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 75,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)