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Trade: IOTA/USDT/30/KCL/VWMA/8425

Strategy
IOTA/USDT/30/KCL/VWMA/8425
Pair
IOTA_USDT
Interval
30m
Score
310301
Daily Profit
0.193674
Profit Factor
1.426750
Profitability
51.162791
Streak
56.958355
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 11:30
Expiration Time
2025-12-15 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93199.1265 100871.3995 -7672.273 -21754.392 -21118.8035 -635.5885
Total P&L (%) 93.1991 100.8714 -7.6723 -21.7544 -21.1188 -0.6356
Avg Daily Profit (%) 0.1789 0.1937 -0.0147 -0.0471 -0.0455 -0.0012
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113082 -87315 -40387 -143602 -118702 -26271
Profit Factor 1.297 1.4268 0.9009 0.9271 0.9115 0.9893
Total Trades 87 43 44 87 43 44
Winning Trades 45 22 23 45 22 23
Losing Trades 42 21 21 42 21 21
Profitability (%) 51.7241 51.1628 52.2727 51.7241 51.1628 52.2727
Ratio Avg Win / Avg Loss 1.2105 1.3619 0.8226 0.8653 0.8701 0.9033
Largest Winning Trade 164790 164790 6571 101250 101250 10691
Largest Losing Trade -34340 -34340 -17568 -49207 -49207 -16540
Avg Bars in Trades 255 456 58 255 456 58
Avg Bars in Winners 228 420 44 228 420 44
Avg Bars in Losers 285 495 74 285 495 74
Bars Traded 22234 19649 2585 22234 19649 2585
Profit Streak 0 56.9584 0 0 56.9584 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 266174 310301 -580993 -580890 -580583 -580993
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714307400000,
    "first_datapoint_time": 1714685400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759307401920,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "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": [
        [
            93199.1264630461,
            100871.3994979348,
            -7672.2730348887,
            -21754.391985893,
            -21118.8034843659,
            -635.5885015272
        ],
        [
            93.199126,
            100.871399,
            -7.672273,
            -21.754392,
            -21.118803,
            -0.635589
        ],
        [
            0.178943,
            0.193674,
            -0.014731,
            -0.04709,
            -0.045538,
            -0.001224
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113082,
            -87315,
            -40387,
            -143602,
            -118702,
            -26271
        ],
        [
            1.29701,
            1.42675,
            0.900901,
            0.927067,
            0.911518,
            0.989336
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            51.724138,
            51.162791,
            52.272727,
            51.724138,
            51.162791,
            52.272727
        ],
        [
            1.210543,
            1.361898,
            0.822562,
            0.865263,
            0.870086,
            0.903306
        ],
        [
            164790,
            164790,
            6571,
            101250,
            101250,
            10691
        ],
        [
            -34340,
            -34340,
            -17568,
            -49207,
            -49207,
            -16540
        ],
        [
            255,
            456,
            58,
            255,
            456,
            58
        ],
        [
            228,
            420,
            44,
            228,
            420,
            44
        ],
        [
            285,
            495,
            74,
            285,
            495,
            74
        ],
        [
            22234,
            19649,
            2585,
            22234,
            19649,
            2585
        ],
        [
            0,
            56.958355,
            0,
            0,
            56.958356,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            266174,
            310301,
            -580993,
            -580890,
            -580583,
            -580993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714307400000,
    "first_datapoint_time": 1714685400000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759307401920,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 153,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "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)