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Trade: IOTA/USDT/360/MIDPRICE/MIDPRICE/2699

Strategy
IOTA/USDT/360/MIDPRICE/MIDPRICE/2699
Pair
IOTA_USDT
Interval
6h
Score
594417
Daily Profit
0.312690
Profit Factor
3.664268
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
2501.250000
Evaluation Time
2025-10-11 05:21
Expiration Time
2025-12-25 02:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 984753.5561 782116.3412 202637.215 2407268.1901 603328.9479 1803939.2423
Total P&L (%) 984.7536 782.1163 202.6372 2407.2682 603.3289 1803.9392
Avg Daily Profit (%) 0.3937 0.3127 0.081 0.1289 0.078 0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111571 -82358 -62793 -703658 -834299 -479643
Profit Factor 3.0661 3.6643 2.1069 1.9328 1.3061 3.957
Total Trades 76 38 38 76 38 38
Winning Trades 44 21 23 44 21 23
Losing Trades 32 17 15 32 17 15
Profitability (%) 57.8947 55.2632 60.5263 57.8947 55.2632 60.5263
Ratio Avg Win / Avg Loss 2.2299 2.9663 1.3741 1.4056 1.0574 2.5806
Largest Winning Trade 588954 588954 49627 1276892 1276892 571981
Largest Losing Trade -66509 -66509 -55529 -680455 -680455 -297517
Avg Bars in Trades 124 129 120 124 129 120
Avg Bars in Winners 134 127 141 134 127 141
Avg Bars in Losers 111 131 88 111 131 88
Bars Traded 9476 4907 4569 9476 4907 4569
Profit Streak 174.848 0 609.598 174.848 0 609.598
Trades During Streak 1 0 8 1 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36342 594417 -79099 -69870 -87548 -25405
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1544032800000,
    "first_datapoint_time": 1544853600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760149268111,
    "expiration_time": 1766624040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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": [
        [
            984753.5561440152,
            782116.3411723092,
            202637.2149717062,
            2407268.1901258207,
            603328.9478746298,
            1803939.2422511904
        ],
        [
            984.753556,
            782.116341,
            202.637215,
            2407.26819,
            603.328948,
            1803.939242
        ],
        [
            0.393705,
            0.31269,
            0.081014,
            0.12889,
            0.078018,
            0.117871
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111571,
            -82358,
            -62793,
            -703658,
            -834299,
            -479643
        ],
        [
            3.066095,
            3.664268,
            2.106897,
            1.93275,
            1.306139,
            3.956989
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            57.894737,
            55.263158,
            60.526316,
            57.894737,
            55.263158,
            60.526316
        ],
        [
            2.229887,
            2.966313,
            1.374063,
            1.405636,
            1.05735,
            2.580645
        ],
        [
            588954,
            588954,
            49627,
            1276892,
            1276892,
            571981
        ],
        [
            -66509,
            -66509,
            -55529,
            -680455,
            -680455,
            -297517
        ],
        [
            124,
            129,
            120,
            124,
            129,
            120
        ],
        [
            134,
            127,
            141,
            134,
            127,
            141
        ],
        [
            111,
            131,
            88,
            111,
            131,
            88
        ],
        [
            9476,
            4907,
            4569,
            9476,
            4907,
            4569
        ],
        [
            174.84801,
            0,
            609.59801,
            174.848011,
            0,
            609.598011
        ],
        [
            1,
            0,
            8,
            1,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36342,
            594417,
            -79099,
            -69870,
            -87548,
            -25405
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1544032800000,
    "first_datapoint_time": 1544853600000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760149268111,
    "expiration_time": 1766624040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 25,
            "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)