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Trade: IOTA/USDT/120/BBL/SSF/5424

Strategy
IOTA/USDT/120/BBL/SSF/5424
Pair
IOTA_USDT
Interval
2h
Score
388712
Daily Profit
0.216545
Profit Factor
1.655926
Profitability
47.107438
Streak
5.699683
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 13:47
Expiration Time
2025-12-13 12:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451135.0499 428788.117 22346.933 -5840.3844 -171331.7473 165491.3629
Total P&L (%) 451.1351 428.7881 22.3469 -5.8404 -171.3317 165.4914
Avg Daily Profit (%) 0.2165 0.2058 0.0107 -0.0029 0 0.0469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191658 -179388 -29766 -1072879 -1048494 -67960
Profit Factor 1.6559 1.7031 1.2867 0.9971 0.9045 1.8449
Total Trades 121 60 61 121 60 61
Winning Trades 57 22 35 57 22 35
Losing Trades 64 38 26 64 38 26
Profitability (%) 47.1074 36.6667 57.377 47.1074 36.6667 57.377
Ratio Avg Win / Avg Loss 1.8593 2.9418 0.9558 1.1195 1.5624 1.3705
Largest Winning Trade 288421 288421 25940 473501 473501 168945
Largest Losing Trade -50558 -50558 -11480 -310562 -310562 -67960
Avg Bars in Trades 202 397 11 202 397 11
Avg Bars in Winners 237 596 11 237 596 11
Avg Bars in Losers 172 281 12 172 281 12
Bars Traded 24544 23827 717 24544 23827 717
Profit Streak 5.6997 0 56.533 5.6997 0 56.533
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 388712 -163745 -345377 -579212 -752643 -287795
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579075200000,
    "first_datapoint_time": 1579888800000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759142852651,
    "expiration_time": 1765620000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 1.51425
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            451135.0499499203,
            428788.1169926875,
            22346.9329572329,
            -5840.3843697465,
            -171331.7473157487,
            165491.3629460022
        ],
        [
            451.13505,
            428.788117,
            22.346933,
            -5.840384,
            -171.331747,
            165.491363
        ],
        [
            0.216545,
            0.205819,
            0.010727,
            -0.002889,
            0,
            0.046879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191658,
            -179388,
            -29766,
            -1072879,
            -1048494,
            -67960
        ],
        [
            1.655926,
            1.703129,
            1.286662,
            0.997066,
            0.904543,
            1.844926
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            57,
            22,
            35,
            57,
            22,
            35
        ],
        [
            64,
            38,
            26,
            64,
            38,
            26
        ],
        [
            47.107438,
            36.666667,
            57.377049,
            47.107438,
            36.666667,
            57.377049
        ],
        [
            1.859285,
            2.941769,
            0.955806,
            1.119513,
            1.562393,
            1.370517
        ],
        [
            288421,
            288421,
            25940,
            473501,
            473501,
            168945
        ],
        [
            -50558,
            -50558,
            -11480,
            -310562,
            -310562,
            -67960
        ],
        [
            202,
            397,
            11,
            202,
            397,
            11
        ],
        [
            237,
            596,
            11,
            237,
            596,
            11
        ],
        [
            172,
            281,
            12,
            172,
            281,
            12
        ],
        [
            24544,
            23827,
            717,
            24544,
            23827,
            717
        ],
        [
            5.699683,
            0,
            56.533017,
            5.699683,
            0,
            56.533017
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388712,
            -163745,
            -345377,
            -579212,
            -752643,
            -287795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579075200000,
    "first_datapoint_time": 1579888800000,
    "last_datapoint_time": 1759140000000,
    "evaluation_time": 1759142852651,
    "expiration_time": 1765620000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 114,
            "offset": 0,
            "std": 1.51425
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    }
}

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)