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Trade: IOTA/USDT/360/ZLMA/HILO/5899

Strategy
IOTA/USDT/360/ZLMA/HILO/5899
Pair
IOTA_USDT
Interval
6h
Score
321605
Daily Profit
0.163718
Profit Factor
1.407801
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2501.250000
Evaluation Time
2025-09-30 21:38
Expiration Time
2025-12-14 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 409499.4123 375632.8927 33866.5196 20621.5551 473804.4166 -453182.8615
Total P&L (%) 409.4994 375.6329 33.8665 20.6216 473.8044 -453.1829
Avg Daily Profit (%) 0.1637 0.1502 0.0135 0.0075 0.0699 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144355 -135932 -166834 -488779 -205667 -679608
Profit Factor 1.4078 1.7795 1.0648 1.011 1.6904 0.6191
Total Trades 215 108 107 215 108 107
Winning Trades 100 46 54 100 46 54
Losing Trades 115 62 53 115 62 53
Profitability (%) 46.5116 42.5926 50.4673 46.5116 42.5926 50.4673
Ratio Avg Win / Avg Loss 1.619 2.3984 1.0451 1.1626 2.2783 0.6077
Largest Winning Trade 210154 210154 54151 239689 239689 118712
Largest Losing Trade -50751 -34353 -50751 -167763 -139207 -167763
Avg Bars in Trades 44 45 43 44 45 43
Avg Bars in Winners 54 53 54 54 53 54
Avg Bars in Losers 36 39 32 36 39 32
Bars Traded 9623 4936 4687 9623 4936 4687
Profit Streak 0 0 16.7765 0 0 16.7765
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321605 267211 -326353 -397954 -99585 -580414
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257486871,
    "expiration_time": 1765716840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            409499.4123379817,
            375632.8927023215,
            33866.51963566,
            20621.5550853004,
            473804.4165840701,
            -453182.8614987702
        ],
        [
            409.499412,
            375.632893,
            33.86652,
            20.621555,
            473.804417,
            -453.182861
        ],
        [
            0.163718,
            0.150178,
            0.01354,
            0.007496,
            0.069874,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144355,
            -135932,
            -166834,
            -488779,
            -205667,
            -679608
        ],
        [
            1.407801,
            1.779474,
            1.064846,
            1.010991,
            1.690378,
            0.619128
        ],
        [
            215,
            108,
            107,
            215,
            108,
            107
        ],
        [
            100,
            46,
            54,
            100,
            46,
            54
        ],
        [
            115,
            62,
            53,
            115,
            62,
            53
        ],
        [
            46.511628,
            42.592593,
            50.46729,
            46.511628,
            42.592593,
            50.46729
        ],
        [
            1.618972,
            2.398421,
            1.045127,
            1.16264,
            2.278336,
            0.607663
        ],
        [
            210154,
            210154,
            54151,
            239689,
            239689,
            118712
        ],
        [
            -50751,
            -34353,
            -50751,
            -167763,
            -139207,
            -167763
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            54,
            53,
            54,
            54,
            53,
            54
        ],
        [
            36,
            39,
            32,
            36,
            39,
            32
        ],
        [
            9623,
            4936,
            4687,
            9623,
            4936,
            4687
        ],
        [
            0,
            0,
            16.776468,
            0,
            0,
            16.776468
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321605,
            267211,
            -326353,
            -397954,
            -99585,
            -580414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1543125600000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759257486871,
    "expiration_time": 1765716840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)