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Trade: IOTA/USDT/360/PWMA/DCM/2912

Strategy
IOTA/USDT/360/PWMA/DCM/2912
Pair
IOTA_USDT
Interval
6h
Score
458455
Daily Profit
0.269443
Profit Factor
1.554834
Profitability
46.531792
Streak
12.672019
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-03 13:07
Expiration Time
2025-12-17 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 674686.4142 547513.166 127173.2482 1156767.5943 1705481.6 -548714.0057
Total P&L (%) 674.6864 547.5132 127.1732 1156.7676 1705.4816 -548.714
Avg Daily Profit (%) 0.2694 0.2187 0.0508 0.1011 0.1156 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162149 -101931 -94411 -3449157 -1492740 -2686744
Profit Factor 1.5548 1.9062 1.2079 1.0704 1.2189 0.9365
Total Trades 346 173 173 346 173 173
Winning Trades 161 82 79 161 82 79
Losing Trades 185 91 94 185 91 94
Profitability (%) 46.5318 47.3988 45.6647 46.5318 47.3988 45.6647
Ratio Avg Win / Avg Loss 1.7866 2.1154 1.4372 1.23 1.3527 1.1143
Largest Winning Trade 218631 218631 51102 1330688 1330688 696713
Largest Losing Trade -38113 -29880 -38113 -1262743 -504299 -1262743
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 38 37 39 38 37 39
Avg Bars in Losers 20 21 19 20 21 19
Bars Traded 9925 5003 4922 9925 5003 4922
Profit Streak 12.672 0 22.422 12.672 0 22.422
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 458455 411597 -126077 -199261 -39027 -579620
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759486062435,
    "expiration_time": 1765961568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "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": [
        [
            674686.4141929006,
            547513.1659530165,
            127173.2482398841,
            1156767.59433705,
            1705481.6000479402,
            -548714.0057108907
        ],
        [
            674.686414,
            547.513166,
            127.173248,
            1156.767594,
            1705.4816,
            -548.714006
        ],
        [
            0.269443,
            0.218655,
            0.050788,
            0.101134,
            0.115618,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162149,
            -101931,
            -94411,
            -3449157,
            -1492740,
            -2686744
        ],
        [
            1.554834,
            1.906217,
            1.207854,
            1.070417,
            1.218885,
            0.936459
        ],
        [
            346,
            173,
            173,
            346,
            173,
            173
        ],
        [
            161,
            82,
            79,
            161,
            82,
            79
        ],
        [
            185,
            91,
            94,
            185,
            91,
            94
        ],
        [
            46.531792,
            47.398844,
            45.66474,
            46.531792,
            47.398844,
            45.66474
        ],
        [
            1.786611,
            2.115436,
            1.437193,
            1.229983,
            1.352665,
            1.114268
        ],
        [
            218631,
            218631,
            51102,
            1330688,
            1330688,
            696713
        ],
        [
            -38113,
            -29880,
            -38113,
            -1262743,
            -504299,
            -1262743
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            20,
            21,
            19,
            20,
            21,
            19
        ],
        [
            9925,
            5003,
            4922,
            9925,
            5003,
            4922
        ],
        [
            12.672019,
            0,
            22.422019,
            12.672019,
            0,
            22.422019
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458455,
            411597,
            -126077,
            -199261,
            -39027,
            -579620
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10016,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759486062435,
    "expiration_time": 1765961568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "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)