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Trade: IOTA/USDT/360/SINWMA/MIDPOINT/6857

Strategy
IOTA/USDT/360/SINWMA/MIDPOINT/6857
Pair
IOTA_USDT
Interval
6h
Score
335245
Daily Profit
0.158685
Profit Factor
1.500689
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
2510.250000
Evaluation Time
2025-10-09 16:54
Expiration Time
2025-12-23 21:22

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 398338.2808 376177.3591 22160.9217 15819.9429 26384.9925 -10565.0496
Total P&L (%) 398.3383 376.1774 22.1609 15.8199 26.385 -10.5651
Avg Daily Profit (%) 0.1587 0.1499 0.0088 0.0059 0.0093 -0.0044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174783 -153316 -97422 -444987 -403391 -236549
Profit Factor 1.5007 1.9663 1.0545 1.011 1.0382 0.9859
Total Trades 160 80 80 160 80 80
Winning Trades 75 38 37 75 38 37
Losing Trades 85 42 43 85 42 43
Profitability (%) 46.875 47.5 46.25 46.875 47.5 46.25
Ratio Avg Win / Avg Loss 1.7008 2.1733 1.2256 1.1458 1.1475 1.1457
Largest Winning Trade 286637 286637 53479 184563 184563 134083
Largest Losing Trade -40323 -40323 -30730 -122633 -93809 -122633
Avg Bars in Trades 61 65 56 61 65 56
Avg Bars in Winners 82 85 79 82 85 79
Avg Bars in Losers 42 47 37 42 47 37
Bars Traded 9781 5229 4552 9781 5229 4552
Profit Streak 0 0 25.0796 0 0 25.0796
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335245 -9692 -367387 -403483 -382766 -599484
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10041,
    "evaluation_days": 2510.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546624800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018081232,
    "expiration_time": 1766517768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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": [
        [
            398338.2807558718,
            376177.3590636775,
            22160.9216921944,
            15819.9428804155,
            26384.9925285561,
            -10565.0496481405
        ],
        [
            398.338281,
            376.177359,
            22.160922,
            15.819943,
            26.384993,
            -10.56505
        ],
        [
            0.158685,
            0.149857,
            0.008828,
            0.005851,
            0.009329,
            -0.004448
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174783,
            -153316,
            -97422,
            -444987,
            -403391,
            -236549
        ],
        [
            1.500689,
            1.966341,
            1.054543,
            1.011001,
            1.038174,
            0.985853
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            46.875,
            47.5,
            46.25,
            46.875,
            47.5,
            46.25
        ],
        [
            1.700781,
            2.173325,
            1.22555,
            1.145802,
            1.147455,
            1.145721
        ],
        [
            286637,
            286637,
            53479,
            184563,
            184563,
            134083
        ],
        [
            -40323,
            -40323,
            -30730,
            -122633,
            -93809,
            -122633
        ],
        [
            61,
            65,
            56,
            61,
            65,
            56
        ],
        [
            82,
            85,
            79,
            82,
            85,
            79
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            9781,
            5229,
            4552,
            9781,
            5229,
            4552
        ],
        [
            0,
            0,
            25.079644,
            0,
            0,
            25.079644
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335245,
            -9692,
            -367387,
            -403483,
            -382766,
            -599484
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10041,
    "evaluation_days": 2510.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546624800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018081232,
    "expiration_time": 1766517768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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)