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Trade: IOTA/USDT/120/FWMA/VWMA/2959

Strategy
IOTA/USDT/120/FWMA/VWMA/2959
Pair
IOTA_USDT
Interval
2h
Score
387944
Daily Profit
0.225727
Profit Factor
1.385059
Profitability
46.956522
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 08:58
Expiration Time
2025-12-15 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470263.3819 397779.9942 72483.3877 172933.1754 455208.5988 -282275.4234
Total P&L (%) 470.2634 397.78 72.4834 172.9332 455.2086 -282.2754
Avg Daily Profit (%) 0.2257 0.1909 0.0348 0.0482 0.0823 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156150 -111532 -91309 -656287 -333836 -441954
Profit Factor 1.3851 1.6914 1.1122 1.0446 1.2728 0.8722
Total Trades 460 230 230 460 230 230
Winning Trades 216 109 107 216 109 107
Losing Trades 244 121 123 244 121 123
Profitability (%) 46.9565 47.3913 46.5217 46.9565 47.3913 46.5217
Ratio Avg Win / Avg Loss 1.5646 1.8776 1.2785 1.18 1.4129 1.0026
Largest Winning Trade 229293 229293 48417 329488 329488 165747
Largest Losing Trade -45438 -20738 -45438 -340928 -73852 -340928
Avg Bars in Trades 53 53 52 53 53 52
Avg Bars in Winners 69 66 73 69 66 73
Avg Bars in Losers 38 42 34 38 42 34
Bars Traded 24541 12412 12129 24541 12412 12129
Profit Streak 0 0 20.1656 0 0 20.1656
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387944 373744 -243654 -298774 -83503 -579260
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579226400000,
    "first_datapoint_time": 1581328800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759298310342,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 177,
            "offset": 116
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "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": [
        [
            470263.3818649777,
            397779.9941785243,
            72483.3876864537,
            172933.1753804795,
            455208.5988151659,
            -282275.4234346867
        ],
        [
            470.263382,
            397.779994,
            72.483388,
            172.933175,
            455.208599,
            -282.275423
        ],
        [
            0.225727,
            0.190935,
            0.034792,
            0.048206,
            0.082314,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156150,
            -111532,
            -91309,
            -656287,
            -333836,
            -441954
        ],
        [
            1.385059,
            1.691358,
            1.112218,
            1.044604,
            1.272809,
            0.872184
        ],
        [
            460,
            230,
            230,
            460,
            230,
            230
        ],
        [
            216,
            109,
            107,
            216,
            109,
            107
        ],
        [
            244,
            121,
            123,
            244,
            121,
            123
        ],
        [
            46.956522,
            47.391304,
            46.521739,
            46.956522,
            47.391304,
            46.521739
        ],
        [
            1.564604,
            1.877562,
            1.278531,
            1.180016,
            1.412934,
            1.002604
        ],
        [
            229293,
            229293,
            48417,
            329488,
            329488,
            165747
        ],
        [
            -45438,
            -20738,
            -45438,
            -340928,
            -73852,
            -340928
        ],
        [
            53,
            53,
            52,
            53,
            53,
            52
        ],
        [
            69,
            66,
            73,
            69,
            66,
            73
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            24541,
            12412,
            12129,
            24541,
            12412,
            12129
        ],
        [
            0,
            0,
            20.165629,
            0,
            0,
            20.165629
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387944,
            373744,
            -243654,
            -298774,
            -83503,
            -579260
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579226400000,
    "first_datapoint_time": 1581328800000,
    "last_datapoint_time": 1759291200000,
    "evaluation_time": 1759298310342,
    "expiration_time": 1765771200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 177,
            "offset": 116
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 66,
            "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)