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Trade: IOTA/USDT/360/SINWMA/JMA/9625

Strategy
IOTA/USDT/360/SINWMA/JMA/9625
Pair
IOTA_USDT
Interval
6h
Score
530038
Daily Profit
0.203093
Profit Factor
2.977236
Profitability
50.000000
Streak
133.820639
Best Strategy
Training Data Length
2501.250000
Evaluation Time
2025-10-12 22:41
Expiration Time
2025-12-26 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 634711.3874 507986.1294 126725.258 1166609.1904 1047712.1756 118897.0148
Total P&L (%) 634.7114 507.9861 126.7253 1166.6092 1047.7122 118.897
Avg Daily Profit (%) 0.2538 0.2031 0.0507 0.1016 0.0976 0.0313
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111371 -124003 -46967 -1224640 -1203997 -639252
Profit Factor 2.3256 2.9772 1.5711 1.2697 1.4225 1.0644
Total Trades 76 38 38 76 38 38
Winning Trades 36 19 17 36 19 17
Losing Trades 40 19 21 40 19 21
Profitability (%) 47.3684 50 44.7368 47.3684 50 44.7368
Ratio Avg Win / Avg Loss 2.584 2.9772 1.9408 1.4107 1.4225 1.3148
Largest Winning Trade 320873 320873 57670 1172832 1172832 522210
Largest Losing Trade -45728 -38029 -45728 -681836 -681836 -286902
Avg Bars in Trades 128 114 142 128 114 142
Avg Bars in Winners 177 157 199 177 157 199
Avg Bars in Losers 84 70 96 84 70 96
Bars Traded 9764 4335 5429 9764 4335 5429
Profit Streak 92.8206 133.8206 92.8206 92.8206 133.8206 92.8206
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40515 530038 -123876 -110521 -60433 -302204
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1544162400000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760298103186,
    "expiration_time": 1766753640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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": [
        [
            634711.3874062621,
            507986.1293571548,
            126725.2580491071,
            1166609.1904007131,
            1047712.175617615,
            118897.0147830984
        ],
        [
            634.711387,
            507.986129,
            126.725258,
            1166.60919,
            1047.712176,
            118.897015
        ],
        [
            0.253758,
            0.203093,
            0.050665,
            0.101558,
            0.097613,
            0.031326
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111371,
            -124003,
            -46967,
            -1224640,
            -1203997,
            -639252
        ],
        [
            2.325576,
            2.977236,
            1.571086,
            1.26967,
            1.422511,
            1.064396
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            47.368421,
            50,
            44.736842,
            47.368421,
            50,
            44.736842
        ],
        [
            2.583973,
            2.977236,
            1.940753,
            1.410745,
            1.422511,
            1.314843
        ],
        [
            320873,
            320873,
            57670,
            1172832,
            1172832,
            522210
        ],
        [
            -45728,
            -38029,
            -45728,
            -681836,
            -681836,
            -286902
        ],
        [
            128,
            114,
            142,
            128,
            114,
            142
        ],
        [
            177,
            157,
            199,
            177,
            157,
            199
        ],
        [
            84,
            70,
            96,
            84,
            70,
            96
        ],
        [
            9764,
            4335,
            5429,
            9764,
            4335,
            5429
        ],
        [
            92.820639,
            133.820639,
            92.820639,
            92.820639,
            133.820639,
            92.820639
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40515,
            530038,
            -123876,
            -110521,
            -60433,
            -302204
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1544162400000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760298103186,
    "expiration_time": 1766753640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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)