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Trade: IOTA/USDT/360/WMA/JMA/5245

Strategy
IOTA/USDT/360/WMA/JMA/5245
Pair
IOTA_USDT
Interval
6h
Score
339724
Daily Profit
0.254191
Profit Factor
2.140885
Profitability
41.304348
Streak
0.000000
Best Strategy
Training Data Length
2503.250000
Evaluation Time
2025-10-02 21:36
Expiration Time
2025-12-16 16:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 636302.4565 507321.6977 128980.7587 884468.8639 106509.6564 777959.2075
Total P&L (%) 636.3025 507.3217 128.9808 884.4689 106.5097 777.9592
Avg Daily Profit (%) 0.2542 0.2027 0.0515 0.0914 0.029 0.0868
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111420 -109128 -91105 -1961430 -1707599 -987036
Profit Factor 2.1409 2.9125 1.441 1.1631 1.0362 1.3138
Total Trades 92 46 46 92 46 46
Winning Trades 38 15 23 38 15 23
Losing Trades 54 31 23 54 31 23
Profitability (%) 41.3043 32.6087 50 41.3043 32.6087 50
Ratio Avg Win / Avg Loss 3.0423 6.0191 1.441 1.6528 2.1414 1.3138
Largest Winning Trade 364893 364893 57663 919635 743690 919635
Largest Losing Trade -47309 -22947 -47309 -708464 -388181 -708464
Avg Bars in Trades 106 93 119 106 93 119
Avg Bars in Winners 167 159 172 167 159 172
Avg Bars in Losers 63 61 65 63 61 65
Bars Traded 9775 4288 5487 9775 4288 5487
Profit Streak 0 0 46.5254 0 0 46.5254
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339724 249552 -122528 -113660 -340483 -75826
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430193287,
    "expiration_time": 1765894824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 66,
            "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": [
        [
            636302.456450589,
            507321.6977116768,
            128980.7587389119,
            884468.8639017374,
            106509.6563720308,
            777959.207529707
        ],
        [
            636.302456,
            507.321698,
            128.980759,
            884.468864,
            106.509656,
            777.959208
        ],
        [
            0.254191,
            0.202665,
            0.051525,
            0.0914,
            0.028974,
            0.086822
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111420,
            -109128,
            -91105,
            -1961430,
            -1707599,
            -987036
        ],
        [
            2.140885,
            2.912492,
            1.44102,
            1.163104,
            1.036179,
            1.313848
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            38,
            15,
            23,
            38,
            15,
            23
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            41.304348,
            32.608696,
            50,
            41.304348,
            32.608696,
            50
        ],
        [
            3.04231,
            6.019149,
            1.44102,
            1.652832,
            2.141437,
            1.313848
        ],
        [
            364893,
            364893,
            57663,
            919635,
            743690,
            919635
        ],
        [
            -47309,
            -22947,
            -47309,
            -708464,
            -388181,
            -708464
        ],
        [
            106,
            93,
            119,
            106,
            93,
            119
        ],
        [
            167,
            159,
            172,
            167,
            159,
            172
        ],
        [
            63,
            61,
            65,
            63,
            61,
            65
        ],
        [
            9775,
            4288,
            5487,
            9775,
            4288,
            5487
        ],
        [
            0,
            0,
            46.525385,
            0,
            0,
            46.525385
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339724,
            249552,
            -122528,
            -113660,
            -340483,
            -75826
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10013,
    "evaluation_days": 2503.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759430193287,
    "expiration_time": 1765894824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 66,
            "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)