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Trade: IOTA/USDT/480/JMA/SINWMA/4661

Strategy
IOTA/USDT/480/JMA/SINWMA/4661
Pair
IOTA_USDT
Interval
8h
Score
668728
Daily Profit
0.150256
Profit Factor
5.516704
Profitability
70.833333
Streak
0.000000
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-12 21:14
Expiration Time
2025-12-26 20:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -488638.9894 -1956.6181 -486682.3713 -111199.797 4193088.2979 -4304288.0949
Total P&L (%) -488.639 -1.9566 -486.6824 -111.1998 4193.0883 -4304.2881
Avg Daily Profit (%) -0.1951 -0.0008 -0.1944 0 0.1503 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -891498 -276428 -636439 -5583759 -293816 -6193275
Profit Factor 0.6213 0.9955 0.428 0.9862 5.5167 0.3945
Total Trades 96 48 48 96 48 48
Winning Trades 40 18 22 58 34 24
Losing Trades 56 30 26 38 14 24
Profitability (%) 41.6667 37.5 45.8333 60.4167 70.8333 50
Ratio Avg Win / Avg Loss 0.8699 1.6592 0.5058 0.6461 2.2716 0.3945
Largest Winning Trade 63840 63840 51895 1670320 1670320 818421
Largest Losing Trade -453180 -40664 -453180 -5270636 -293816 -5270636
Avg Bars in Trades 75 70 80 75 70 80
Avg Bars in Winners 66 72 61 85 77 97
Avg Bars in Losers 82 69 96 59 52 63
Bars Traded 7251 3382 3869 7251 3382 3869
Profit Streak 75.7598 75.7598 83.7598 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -582390 -582214 -581348 -579171 668728 -580689
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292842829,
    "expiration_time": 1766775168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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": [
        [
            -488638.9893977015,
            -1956.6180949469,
            -486682.3713027544,
            -111199.7969949876,
            4193088.297943512,
            -4304288.094938503
        ],
        [
            -488.638989,
            -1.956618,
            -486.682371,
            -111.199797,
            4193.088298,
            -4304.288095
        ],
        [
            -0.195143,
            -0.000781,
            -0.194362,
            0,
            0.150256,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -891498,
            -276428,
            -636439,
            -5583759,
            -293816,
            -6193275
        ],
        [
            0.621348,
            0.995549,
            0.428002,
            0.986163,
            5.516704,
            0.394453
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            40,
            18,
            22,
            58,
            34,
            24
        ],
        [
            56,
            30,
            26,
            38,
            14,
            24
        ],
        [
            41.666667,
            37.5,
            45.833333,
            60.416667,
            70.833333,
            50
        ],
        [
            0.869887,
            1.659249,
            0.50582,
            0.646107,
            2.271584,
            0.394453
        ],
        [
            63840,
            63840,
            51895,
            1670320,
            1670320,
            818421
        ],
        [
            -453180,
            -40664,
            -453180,
            -5270636,
            -293816,
            -5270636
        ],
        [
            75,
            70,
            80,
            75,
            70,
            80
        ],
        [
            66,
            72,
            61,
            85,
            77,
            97
        ],
        [
            82,
            69,
            96,
            59,
            52,
            63
        ],
        [
            7251,
            3382,
            3869,
            7251,
            3382,
            3869
        ],
        [
            75.759755,
            75.759755,
            83.759755,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -582390,
            -582214,
            -581348,
            -579171,
            668728,
            -580689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1760284800000,
    "evaluation_time": 1760292842829,
    "expiration_time": 1766775168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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)