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Trade: IOTA/USDT/240/VWMA/MIDPRICE/5334

Strategy
IOTA/USDT/240/VWMA/MIDPRICE/5334
Pair
IOTA_USDT
Interval
4h
Score
359921
Daily Profit
0.244001
Profit Factor
1.908035
Profitability
43.965517
Streak
0.000000
Best Strategy
Training Data Length
2500.170000
Evaluation Time
2025-09-29 10:07
Expiration Time
2025-12-13 06:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610044.3138 509504.6669 100539.6469 531435.5009 2108560.5277 -1577125.0268
Total P&L (%) 610.0443 509.5047 100.5396 531.4355 2108.5605 -1577.125
Avg Daily Profit (%) 0.244 0.2038 0.0402 0.0737 0.1239 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -239644 -196368 -110662 -7210278 -3756340 -5283665
Profit Factor 1.908 2.3649 1.3368 1.0442 1.3751 0.7532
Total Trades 116 58 58 116 58 58
Winning Trades 51 23 28 51 23 28
Losing Trades 65 35 30 65 35 30
Profitability (%) 43.9655 39.6552 48.2759 43.9655 39.6552 48.2759
Ratio Avg Win / Avg Loss 2.4318 3.5988 1.4322 1.3309 2.0926 0.807
Largest Winning Trade 358093 358093 56210 3678310 3678310 2719745
Largest Losing Trade -34545 -34545 -32363 -1830812 -946009 -1830812
Avg Bars in Trades 126 109 142 126 109 142
Avg Bars in Winners 199 185 209 199 185 209
Avg Bars in Losers 69 59 80 69 59 80
Bars Traded 14651 6358 8293 14651 6358 8293
Profit Streak 0 0 43.7966 0 0 43.7966
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359921 -171781 -318618 -267969 -209938 -760516
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15001,
    "evaluation_days": 2500.17,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545537600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759129629274,
    "expiration_time": 1765598832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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": [
        [
            610044.3137702697,
            509504.6669129042,
            100539.6468573657,
            531435.5008825221,
            2108560.527731219,
            -1577125.0268486976
        ],
        [
            610.044314,
            509.504667,
            100.539647,
            531.435501,
            2108.560528,
            -1577.125027
        ],
        [
            0.244001,
            0.203788,
            0.040213,
            0.073735,
            0.123865,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -239644,
            -196368,
            -110662,
            -7210278,
            -3756340,
            -5283665
        ],
        [
            1.908035,
            2.36493,
            1.336763,
            1.044248,
            1.375123,
            0.753163
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            43.965517,
            39.655172,
            48.275862,
            43.965517,
            39.655172,
            48.275862
        ],
        [
            2.431809,
            3.598807,
            1.432247,
            1.330905,
            2.092579,
            0.806961
        ],
        [
            358093,
            358093,
            56210,
            3678310,
            3678310,
            2719745
        ],
        [
            -34545,
            -34545,
            -32363,
            -1830812,
            -946009,
            -1830812
        ],
        [
            126,
            109,
            142,
            126,
            109,
            142
        ],
        [
            199,
            185,
            209,
            199,
            185,
            209
        ],
        [
            69,
            59,
            80,
            69,
            59,
            80
        ],
        [
            14651,
            6358,
            8293,
            14651,
            6358,
            8293
        ],
        [
            0,
            0,
            43.796635,
            0,
            0,
            43.796635
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359921,
            -171781,
            -318618,
            -267969,
            -209938,
            -760516
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15001,
    "evaluation_days": 2500.17,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545537600000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759129629274,
    "expiration_time": 1765598832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 56,
            "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)