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Trade: IOTA/USDT/240/PWMA/SSF/5505

Strategy
IOTA/USDT/240/PWMA/SSF/5505
Pair
IOTA_USDT
Interval
4h
Score
309546
Daily Profit
0.238389
Profit Factor
1.691926
Profitability
39.890710
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-10 21:43
Expiration Time
2025-12-24 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596210.8303 461487.2907 134723.5396 1023945.6437 1023882.8767 62.7669
Total P&L (%) 596.2108 461.4873 134.7235 1023.9456 1023.8829 0.0628
Avg Daily Profit (%) 0.2384 0.1845 0.0539 0.0968 0.0968 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125887 -130064 -97866 -1434426 -1071768 -827232
Profit Factor 1.6919 2.1114 1.3018 1.1658 1.3408 1
Total Trades 183 91 92 183 91 92
Winning Trades 73 35 38 73 35 38
Losing Trades 110 56 54 110 56 54
Profitability (%) 39.8907 38.4615 41.3043 39.8907 38.4615 41.3043
Ratio Avg Win / Avg Loss 2.5495 3.3783 1.8499 1.7566 2.1453 1.4211
Largest Winning Trade 229357 229357 50669 577634 577634 397340
Largest Losing Trade -47049 -29654 -47049 -581556 -498309 -581556
Avg Bars in Trades 80 76 84 80 76 84
Avg Bars in Winners 137 128 144 137 128 144
Avg Bars in Losers 43 43 42 43 43 42
Bars Traded 14742 6923 7819 14742 6923 7819
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309546 241410 -123466 -103389 -66699 -582746
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15006,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121834610,
    "expiration_time": 1766594592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            596210.8302993447,
            461487.2906762278,
            134723.5396231174,
            1023945.6436518086,
            1023882.8767039485,
            62.766947861
        ],
        [
            596.21083,
            461.487291,
            134.72354,
            1023.945644,
            1023.882877,
            0.062767
        ],
        [
            0.238389,
            0.184521,
            0.053868,
            0.096785,
            0.096783,
            2.5e-5
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125887,
            -130064,
            -97866,
            -1434426,
            -1071768,
            -827232
        ],
        [
            1.691926,
            2.111442,
            1.301764,
            1.165766,
            1.340825,
            1.00002
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            39.89071,
            38.461538,
            41.304348,
            39.89071,
            38.461538,
            41.304348
        ],
        [
            2.549478,
            3.378306,
            1.849875,
            1.756634,
            2.14532,
            1.421081
        ],
        [
            229357,
            229357,
            50669,
            577634,
            577634,
            397340
        ],
        [
            -47049,
            -29654,
            -47049,
            -581556,
            -498309,
            -581556
        ],
        [
            80,
            76,
            84,
            80,
            76,
            84
        ],
        [
            137,
            128,
            144,
            137,
            128,
            144
        ],
        [
            43,
            43,
            42,
            43,
            43,
            42
        ],
        [
            14742,
            6923,
            7819,
            14742,
            6923,
            7819
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309546,
            241410,
            -123466,
            -103389,
            -66699,
            -582746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15006,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760121834610,
    "expiration_time": 1766594592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 33,
            "offset": 0,
            "poles": 2
        }
    }
}

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)