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Trade: IOTA/USDT/720/WMA/HILO/7564

Strategy
IOTA/USDT/720/WMA/HILO/7564
Pair
IOTA_USDT
Interval
12h
Score
476537
Daily Profit
0.259619
Profit Factor
2.156193
Profitability
52.100840
Streak
0.000000
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-01 07:11
Expiration Time
2025-12-15 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 649955.2537 510565.5329 139389.7208 1002714.1308 378749.7174 623964.4134
Total P&L (%) 649.9553 510.5655 139.3897 1002.7141 378.7497 623.9644
Avg Daily Profit (%) 0.2596 0.2039 0.0557 0.0959 0.0626 0.0791
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112904 -101572 -101108 -517297 -498081 -281730
Profit Factor 2.1562 2.8812 1.4794 1.4096 1.2906 1.5452
Total Trades 119 60 59 119 60 59
Winning Trades 62 25 37 62 25 37
Losing Trades 57 35 22 57 35 22
Profitability (%) 52.1008 41.6667 62.7119 52.1008 41.6667 62.7119
Ratio Avg Win / Avg Loss 1.9823 4.0336 0.8797 1.296 1.8068 0.9188
Largest Winning Trade 384327 384327 58817 532708 532708 403986
Largest Losing Trade -52250 -39098 -52250 -192189 -177394 -192189
Avg Bars in Trades 40 31 49 40 31 49
Avg Bars in Winners 50 44 54 50 44 54
Avg Bars in Losers 29 22 39 29 22 39
Bars Traded 4802 1905 2897 4802 1905 2897
Profit Streak 0 0 44.175 0 0 44.175
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476537 -159126 -293100 -63146 -280938 -261048
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291915746,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "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": [
        [
            649955.2536746947,
            510565.5328557983,
            139389.7208188965,
            1002714.1308228783,
            378749.7174480045,
            623964.4133748733
        ],
        [
            649.955254,
            510.565533,
            139.389721,
            1002.714131,
            378.749717,
            623.964413
        ],
        [
            0.259619,
            0.203941,
            0.055678,
            0.095926,
            0.062572,
            0.079103
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112904,
            -101572,
            -101108,
            -517297,
            -498081,
            -281730
        ],
        [
            2.156193,
            2.881176,
            1.479425,
            1.409633,
            1.290599,
            1.545188
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            62,
            25,
            37,
            62,
            25,
            37
        ],
        [
            57,
            35,
            22,
            57,
            35,
            22
        ],
        [
            52.10084,
            41.666667,
            62.711864,
            52.10084,
            41.666667,
            62.711864
        ],
        [
            1.982307,
            4.033647,
            0.879658,
            1.295953,
            1.806839,
            0.918761
        ],
        [
            384327,
            384327,
            58817,
            532708,
            532708,
            403986
        ],
        [
            -52250,
            -39098,
            -52250,
            -192189,
            -177394,
            -192189
        ],
        [
            40,
            31,
            49,
            40,
            31,
            49
        ],
        [
            50,
            44,
            54,
            50,
            44,
            54
        ],
        [
            29,
            22,
            39,
            29,
            22,
            39
        ],
        [
            4802,
            1905,
            2897,
            4802,
            1905,
            2897
        ],
        [
            0,
            0,
            44.174951,
            0,
            0,
            44.174951
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476537,
            -159126,
            -293100,
            -63146,
            -280938,
            -261048
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759291915746,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "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)