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Trade: IOTA/USDT/30/VWAP/MIDPRICE/5044

Strategy
IOTA/USDT/30/VWAP/MIDPRICE/5044
Pair
IOTA_USDT
Interval
30m
Score
387751
Daily Profit
0.385329
Profit Factor
1.537059
Profitability
43.315508
Streak
9.335018
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-01 11:32
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 200690.7744 125487.1685 75203.6059 231607.4415 50485.1135 181122.3281
Total P&L (%) 200.6908 125.4872 75.2036 231.6074 50.4851 181.1223
Avg Daily Profit (%) 0.3853 0.2409 0.1444 0.2304 0.0785 0.1987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59844 -54148 -30217 -220270 -179674 -53363
Profit Factor 1.5371 1.5772 1.4812 1.2788 1.1 1.5559
Total Trades 187 94 93 187 94 93
Winning Trades 81 36 45 81 36 45
Losing Trades 106 58 48 106 58 48
Profitability (%) 43.3155 38.2979 48.3871 43.3155 38.2979 48.3871
Ratio Avg Win / Avg Loss 2.0115 2.541 1.58 1.6735 1.7722 1.6596
Largest Winning Trade 107580 107580 19997 115143 115143 46786
Largest Losing Trade -11267 -11053 -11267 -45653 -45653 -36218
Avg Bars in Trades 132 121 142 132 121 142
Avg Bars in Winners 182 170 192 182 170 192
Avg Bars in Losers 93 91 96 93 91 96
Bars Traded 24703 11411 13292 24703 11411 13292
Profit Streak 9.335 9.335 11.7309 9.335 9.335 11.7309
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387751 219724 57788 283269 -203633 358360
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": 1714678200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759307545605,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 206
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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": [
        [
            200690.7743732854,
            125487.1684793544,
            75203.6058939309,
            231607.4415268707,
            50485.1134635705,
            181122.3280633001
        ],
        [
            200.690774,
            125.487168,
            75.203606,
            231.607442,
            50.485113,
            181.122328
        ],
        [
            0.385329,
            0.240937,
            0.144392,
            0.230433,
            0.078501,
            0.198653
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59844,
            -54148,
            -30217,
            -220270,
            -179674,
            -53363
        ],
        [
            1.537059,
            1.577187,
            1.481231,
            1.278779,
            1.09998,
            1.555861
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            81,
            36,
            45,
            81,
            36,
            45
        ],
        [
            106,
            58,
            48,
            106,
            58,
            48
        ],
        [
            43.315508,
            38.297872,
            48.387097,
            43.315508,
            38.297872,
            48.387097
        ],
        [
            2.011459,
            2.541023,
            1.57998,
            1.673464,
            1.77219,
            1.659585
        ],
        [
            107580,
            107580,
            19997,
            115143,
            115143,
            46786
        ],
        [
            -11267,
            -11053,
            -11267,
            -45653,
            -45653,
            -36218
        ],
        [
            132,
            121,
            142,
            132,
            121,
            142
        ],
        [
            182,
            170,
            192,
            182,
            170,
            192
        ],
        [
            93,
            91,
            96,
            93,
            91,
            96
        ],
        [
            24703,
            11411,
            13292,
            24703,
            11411,
            13292
        ],
        [
            9.335018,
            9.335018,
            11.730852,
            9.335019,
            9.335019,
            11.730852
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387751,
            219724,
            57788,
            283269,
            -203633,
            358360
        ]
    ]
}
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": 1714678200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759307545605,
    "expiration_time": 1765785600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 206
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 89,
            "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)