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Trade: IOTA/USDT/120/ZLMA/RMA/5529

Strategy
IOTA/USDT/120/ZLMA/RMA/5529
Pair
IOTA_USDT
Interval
2h
Score
326160
Daily Profit
0.210905
Profit Factor
1.431462
Profitability
41.592920
Streak
37.368609
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-06 21:50
Expiration Time
2025-12-20 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439261.8151 402673.3724 36588.4427 78638.022 247536.3639 -168898.3419
Total P&L (%) 439.2618 402.6734 36.5884 78.638 247.5364 -168.8983
Avg Daily Profit (%) 0.2109 0.1933 0.0176 0.0279 0.0598 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189795 -127731 -104197 -607496 -317474 -428543
Profit Factor 1.4315 1.7943 1.0716 1.0309 1.22 0.8812
Total Trades 226 113 113 226 113 113
Winning Trades 94 42 52 94 42 52
Losing Trades 132 71 61 132 71 61
Profitability (%) 41.5929 37.1681 46.0177 41.5929 37.1681 46.0177
Ratio Avg Win / Avg Loss 2.0101 3.0332 1.2571 1.4476 2.0623 1.0337
Largest Winning Trade 223915 223915 46055 215781 215781 170007
Largest Losing Trade -51700 -26877 -51700 -276766 -57946 -276766
Avg Bars in Trades 108 111 105 108 111 105
Avg Bars in Winners 155 161 150 155 161 150
Avg Bars in Losers 74 80 66 74 80 66
Bars Traded 24424 12543 11881 24424 12543 11881
Profit Streak 37.3686 37.3686 149.5353 37.3686 37.3686 149.5353
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326160 225652 -314050 -342871 -117029 -579470
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1581192000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759776647815,
    "expiration_time": 1766251785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "offset": 89
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 44,
            "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": [
        [
            439261.8150895779,
            402673.3723666508,
            36588.4427229275,
            78638.0220256233,
            247536.3638945672,
            -168898.3418689435
        ],
        [
            439.261815,
            402.673372,
            36.588443,
            78.638022,
            247.536364,
            -168.898342
        ],
        [
            0.210905,
            0.193337,
            0.017567,
            0.027861,
            0.059828,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189795,
            -127731,
            -104197,
            -607496,
            -317474,
            -428543
        ],
        [
            1.431462,
            1.794276,
            1.071586,
            1.030879,
            1.219956,
            0.881161
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            94,
            42,
            52,
            94,
            42,
            52
        ],
        [
            132,
            71,
            61,
            132,
            71,
            61
        ],
        [
            41.59292,
            37.168142,
            46.017699,
            41.59292,
            37.168142,
            46.017699
        ],
        [
            2.010138,
            3.033181,
            1.257053,
            1.447618,
            2.062307,
            1.033669
        ],
        [
            223915,
            223915,
            46055,
            215781,
            215781,
            170007
        ],
        [
            -51700,
            -26877,
            -51700,
            -276766,
            -57946,
            -276766
        ],
        [
            108,
            111,
            105,
            108,
            111,
            105
        ],
        [
            155,
            161,
            150,
            155,
            161,
            150
        ],
        [
            74,
            80,
            66,
            74,
            80,
            66
        ],
        [
            24424,
            12543,
            11881,
            24424,
            12543,
            11881
        ],
        [
            37.368609,
            37.368609,
            149.535275,
            37.368609,
            37.368609,
            149.535276
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326160,
            225652,
            -314050,
            -342871,
            -117029,
            -579470
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579759200000,
    "first_datapoint_time": 1581192000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759776647815,
    "expiration_time": 1766251785600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 111,
            "offset": 89
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 44,
            "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)