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Trade: IOTA/USDT/240/SINWMA/SSF/9089

Strategy
IOTA/USDT/240/SINWMA/SSF/9089
Pair
IOTA_USDT
Interval
4h
Score
350464
Daily Profit
0.234512
Profit Factor
1.372916
Profitability
43.661972
Streak
0.000000
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-28 17:12
Expiration Time
2025-12-12 13:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586161.5783 540763.2097 45398.3686 124216.7569 640895.2144 -516678.4575
Total P&L (%) 586.1616 540.7632 45.3984 124.2168 640.8952 -516.6785
Avg Daily Profit (%) 0.2345 0.2163 0.0182 0.0323 0.0802 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136092 -131579 -93001 -1491230 -1160326 -772153
Profit Factor 1.3729 1.6894 1.0577 1.0157 1.1551 0.8635
Total Trades 426 213 213 426 213 213
Winning Trades 186 92 94 186 92 94
Losing Trades 240 121 119 240 121 119
Profitability (%) 43.662 43.1925 44.1315 43.662 43.1925 44.1315
Ratio Avg Win / Avg Loss 1.7715 2.222 1.3389 1.3106 1.5192 1.0932
Largest Winning Trade 301336 301336 53917 755075 755075 179836
Largest Losing Trade -39665 -27954 -39665 -367832 -367832 -231985
Avg Bars in Trades 34 33 35 34 33 35
Avg Bars in Winners 47 48 46 47 48 46
Avg Bars in Losers 25 22 27 25 22 27
Bars Traded 14877 7227 7649 14877 7227 7649
Profit Streak 0 0 41.759 0 0 41.759
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350464 334451 -328177 -353236 -136442 -579846
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543766400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068775010,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "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": [
        [
            586161.5783257696,
            540763.2097452015,
            45398.3685805679,
            124216.7568674187,
            640895.2144144073,
            -516678.4575469894
        ],
        [
            586.161578,
            540.76321,
            45.398369,
            124.216757,
            640.895214,
            -516.678458
        ],
        [
            0.234512,
            0.216349,
            0.018163,
            0.032309,
            0.080156,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136092,
            -131579,
            -93001,
            -1491230,
            -1160326,
            -772153
        ],
        [
            1.372916,
            1.689422,
            1.057652,
            1.015688,
            1.15507,
            0.863502
        ],
        [
            426,
            213,
            213,
            426,
            213,
            213
        ],
        [
            186,
            92,
            94,
            186,
            92,
            94
        ],
        [
            240,
            121,
            119,
            240,
            121,
            119
        ],
        [
            43.661972,
            43.192488,
            44.131455,
            43.661972,
            43.192488,
            44.131455
        ],
        [
            1.771505,
            2.221957,
            1.338942,
            1.310565,
            1.519168,
            1.093157
        ],
        [
            301336,
            301336,
            53917,
            755075,
            755075,
            179836
        ],
        [
            -39665,
            -27954,
            -39665,
            -367832,
            -367832,
            -231985
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            14877,
            7227,
            7649,
            14877,
            7227,
            7649
        ],
        [
            0,
            0,
            41.75897,
            0,
            0,
            41.75897
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350464,
            334451,
            -328177,
            -353236,
            -136442,
            -579846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543766400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068775010,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "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)