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Trade: IOTA/USDT/720/PWMA/DCL/2088

Strategy
IOTA/USDT/720/PWMA/DCL/2088
Pair
IOTA_USDT
Interval
12h
Score
344175
Daily Profit
0.171748
Profit Factor
3.819708
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 08:38
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 506494.3583 429369.8286 77124.5297 400273.7085 225653.3745 174620.334
Total P&L (%) 506.4944 429.3698 77.1245 400.2737 225.6534 174.6203
Avg Daily Profit (%) 0.2026 0.1717 0.0309 0.0644 0.0472 0.0404
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107203 -55462 -93226 -765290 -381639 -383650
Profit Factor 2.2903 3.8197 1.321 1.3089 1.3751 1.2515
Total Trades 57 29 28 57 29 28
Winning Trades 23 11 12 23 11 12
Losing Trades 34 18 16 34 18 16
Profitability (%) 40.3509 37.931 42.8571 40.3509 37.931 42.8571
Ratio Avg Win / Avg Loss 3.3857 6.2504 1.7614 1.9348 2.2501 1.6687
Largest Winning Trade 353668 353668 56356 487180 487180 318175
Largest Losing Trade -42913 -20681 -42913 -231543 -183701 -231543
Avg Bars in Trades 82 55 111 82 55 111
Avg Bars in Winners 149 93 200 149 93 200
Avg Bars in Losers 37 31 43 37 31 43
Bars Traded 4711 1600 3111 4711 1600 3111
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170831 344175 -174182 -288916 -132917 -161851

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865116324,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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": [
        [
            506494.3582842955,
            429369.828627259,
            77124.5296570364,
            400273.7084680201,
            225653.374483333,
            174620.3339846869
        ],
        [
            506.494358,
            429.369829,
            77.12453,
            400.273708,
            225.653374,
            174.620334
        ],
        [
            0.202598,
            0.171748,
            0.03085,
            0.06442,
            0.047238,
            0.040417
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107203,
            -55462,
            -93226,
            -765290,
            -381639,
            -383650
        ],
        [
            2.290338,
            3.819708,
            1.321013,
            1.308867,
            1.375077,
            1.251497
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            40.350877,
            37.931034,
            42.857143,
            40.350877,
            37.931034,
            42.857143
        ],
        [
            3.385718,
            6.250431,
            1.761351,
            1.934847,
            2.250125,
            1.668663
        ],
        [
            353668,
            353668,
            56356,
            487180,
            487180,
            318175
        ],
        [
            -42913,
            -20681,
            -42913,
            -231543,
            -183701,
            -231543
        ],
        [
            82,
            55,
            111,
            82,
            55,
            111
        ],
        [
            149,
            93,
            200,
            149,
            93,
            200
        ],
        [
            37,
            31,
            43,
            37,
            31,
            43
        ],
        [
            4711,
            1600,
            3111,
            4711,
            1600,
            3111
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170831,
            344175,
            -174182,
            -288916,
            -132917,
            -161851
        ]
    ]
}
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": 1550232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758865116324,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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)