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Trade: IOTA/USDT/30/VWMA/KCB/2311

Strategy
IOTA/USDT/30/VWMA/KCB/2311
Pair
IOTA_USDT
Interval
30m
Score
436259
Daily Profit
0.678164
Profit Factor
1.674462
Profitability
41.333333
Streak
0.000000
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-02 11:04
Expiration Time
2025-12-16 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 353208.1839 220497.999 132710.185 1020136.3624 551107.5729 469028.7895
Total P&L (%) 353.2082 220.498 132.7102 1020.1364 551.1076 469.0288
Avg Daily Profit (%) 0.6782 0.4234 0.2548 0.465 0.3604 0.3344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90895 -84868 -36567 -829243 -529773 -570747
Profit Factor 1.6745 1.7784 1.552 1.2581 1.2467 1.2729
Total Trades 225 112 113 225 112 113
Winning Trades 93 39 54 93 39 54
Losing Trades 132 73 59 132 73 59
Profitability (%) 41.3333 34.8214 47.7876 41.3333 34.8214 47.7876
Ratio Avg Win / Avg Loss 2.3767 3.3288 1.6957 1.7857 2.3335 1.3908
Largest Winning Trade 94869 94869 28302 408300 408300 213154
Largest Losing Trade -21408 -16244 -21408 -166476 -140973 -166476
Avg Bars in Trades 109 106 111 109 106 111
Avg Bars in Winners 156 164 150 156 164 150
Avg Bars in Losers 76 76 76 76 76 76
Bars Traded 24597 11967 12630 24597 11967 12630
Profit Streak 0 1.5655 0 0 1.5655 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 436259 133808 329097 305260 39296 252189
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714393800000,
    "first_datapoint_time": 1714703400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392257916,
    "expiration_time": 1765872000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 115,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            353208.1839374312,
            220497.9989654975,
            132710.1849719339,
            1020136.3624143687,
            551107.5729345665,
            469028.7894798024
        ],
        [
            353.208184,
            220.497999,
            132.710185,
            1020.136362,
            551.107573,
            469.028789
        ],
        [
            0.678164,
            0.423359,
            0.254805,
            0.464959,
            0.360363,
            0.334402
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90895,
            -84868,
            -36567,
            -829243,
            -529773,
            -570747
        ],
        [
            1.674462,
            1.778408,
            1.551991,
            1.258073,
            1.246663,
            1.272906
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            93,
            39,
            54,
            93,
            39,
            54
        ],
        [
            132,
            73,
            59,
            132,
            73,
            59
        ],
        [
            41.333333,
            34.821429,
            47.787611,
            41.333333,
            34.821429,
            47.787611
        ],
        [
            2.376656,
            3.328816,
            1.695693,
            1.785652,
            2.333498,
            1.390768
        ],
        [
            94869,
            94869,
            28302,
            408300,
            408300,
            213154
        ],
        [
            -21408,
            -16244,
            -21408,
            -166476,
            -140973,
            -166476
        ],
        [
            109,
            106,
            111,
            109,
            106,
            111
        ],
        [
            156,
            164,
            150,
            156,
            164,
            150
        ],
        [
            76,
            76,
            76,
            76,
            76,
            76
        ],
        [
            24597,
            11967,
            12630,
            24597,
            11967,
            12630
        ],
        [
            0,
            1.565485,
            0,
            0,
            1.565485,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436259,
            133808,
            329097,
            305260,
            39296,
            252189
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714393800000,
    "first_datapoint_time": 1714703400000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759392257916,
    "expiration_time": 1765872000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 115,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)