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Trade: IOTA/USDT/120/ALMA/SINWMA/2446

Strategy
IOTA/USDT/120/ALMA/SINWMA/2446
Pair
IOTA_USDT
Interval
2h
Score
450701
Daily Profit
0.273817
Profit Factor
1.431384
Profitability
48.680352
Streak
15.364366
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 19:44
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 570224.4084 486368.442 83855.9664 251309.2496 428477.0567 -177167.8071
Total P&L (%) 570.2244 486.3684 83.856 251.3093 428.4771 -177.1678
Avg Daily Profit (%) 0.2738 0.2336 0.0403 0.0604 0.08 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161281 -94893 -143770 -927283 -363904 -779372
Profit Factor 1.4314 1.7986 1.1176 1.0481 1.1804 0.9378
Total Trades 341 171 170 341 171 170
Winning Trades 166 85 81 166 85 81
Losing Trades 175 86 89 175 86 89
Profitability (%) 48.6804 49.7076 47.6471 48.6804 49.7076 47.6471
Ratio Avg Win / Avg Loss 1.509 1.8197 1.228 1.1049 1.1943 1.0304
Largest Winning Trade 236786 236786 47050 316837 316837 218981
Largest Losing Trade -52747 -41110 -52747 -389603 -227364 -389603
Avg Bars in Trades 72 73 71 72 73 71
Avg Bars in Winners 85 88 82 85 88 82
Avg Bars in Losers 59 58 61 59 58 61
Bars Traded 24679 12526 12152 24679 12526 12152
Profit Streak 15.3644 20.8644 0 15.3644 20.8644 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450701 435537 -230818 -278093 -107518 -579691

Evaluation Data

{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580018400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758818681270,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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": [
        [
            570224.4084028731,
            486368.4420333424,
            83855.9663695299,
            251309.2495803269,
            428477.0566713975,
            -177167.8070910703
        ],
        [
            570.224408,
            486.368442,
            83.855966,
            251.30925,
            428.477057,
            -177.167807
        ],
        [
            0.273817,
            0.23355,
            0.040267,
            0.060354,
            0.079976,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161281,
            -94893,
            -143770,
            -927283,
            -363904,
            -779372
        ],
        [
            1.431384,
            1.798578,
            1.117642,
            1.048105,
            1.180365,
            0.937804
        ],
        [
            341,
            171,
            170,
            341,
            171,
            170
        ],
        [
            166,
            85,
            81,
            166,
            85,
            81
        ],
        [
            175,
            86,
            89,
            175,
            86,
            89
        ],
        [
            48.680352,
            49.707602,
            47.647059,
            48.680352,
            49.707602,
            47.647059
        ],
        [
            1.508989,
            1.819738,
            1.228026,
            1.10493,
            1.194252,
            1.030427
        ],
        [
            236786,
            236786,
            47050,
            316837,
            316837,
            218981
        ],
        [
            -52747,
            -41110,
            -52747,
            -389603,
            -227364,
            -389603
        ],
        [
            72,
            73,
            71,
            72,
            73,
            71
        ],
        [
            85,
            88,
            82,
            85,
            88,
            82
        ],
        [
            59,
            58,
            61,
            59,
            58,
            61
        ],
        [
            24679,
            12526,
            12152,
            24679,
            12526,
            12152
        ],
        [
            15.364366,
            20.864366,
            0,
            15.364367,
            20.864367,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450701,
            435537,
            -230818,
            -278093,
            -107518,
            -579691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580018400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758818681270,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 180,
            "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)