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Trade: IOTA/USDT/480/SSF/JMA/1842

Strategy
IOTA/USDT/480/SSF/JMA/1842
Pair
IOTA_USDT
Interval
8h
Score
328982
Daily Profit
0.238425
Profit Factor
3.230862
Profitability
36.111111
Streak
0.000000
Best Strategy
Training Data Length
2502.670000
Evaluation Time
2025-10-11 16:59
Expiration Time
2025-12-25 11:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 715744.6515 596698.598 119046.0535 1027619.3546 813673.9718 213945.3828
Total P&L (%) 715.7447 596.6986 119.0461 1027.6194 813.674 213.9454
Avg Daily Profit (%) 0.286 0.2384 0.0476 0.0969 0.0884 0.0457
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169538 -158327 -54515 -2334164 -1616464 -1010440
Profit Factor 2.4048 3.2309 1.4919 1.251 1.3603 1.1166
Total Trades 73 36 37 73 36 37
Winning Trades 26 13 13 26 13 13
Losing Trades 47 23 24 47 23 24
Profitability (%) 35.6164 36.1111 35.1351 35.6164 36.1111 35.1351
Ratio Avg Win / Avg Loss 4.3471 5.7161 2.7542 2.2614 2.4066 2.0613
Largest Winning Trade 441175 441175 59928 963014 963014 686757
Largest Losing Trade -27598 -25955 -27598 -470760 -470760 -398177
Avg Bars in Trades 100 85 115 100 85 115
Avg Bars in Winners 169 159 178 169 159 178
Avg Bars in Losers 63 44 81 63 44 81
Bars Traded 7371 3095 4276 7371 3095 4276
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68517 328982 -132790 -144230 -78313 -228817
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760191197073,
    "expiration_time": 1766656512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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": [
        [
            715744.6515181995,
            596698.5980241677,
            119046.0534940317,
            1027619.3545810292,
            813673.9718077224,
            213945.3827733074
        ],
        [
            715.744652,
            596.698598,
            119.046053,
            1027.619355,
            813.673972,
            213.945383
        ],
        [
            0.285992,
            0.238425,
            0.047568,
            0.096851,
            0.088437,
            0.045724
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169538,
            -158327,
            -54515,
            -2334164,
            -1616464,
            -1010440
        ],
        [
            2.404781,
            3.230862,
            1.491861,
            1.251007,
            1.360277,
            1.116559
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            35.616438,
            36.111111,
            35.135135,
            35.616438,
            36.111111,
            35.135135
        ],
        [
            4.347104,
            5.71614,
            2.754205,
            2.261436,
            2.406644,
            2.061339
        ],
        [
            441175,
            441175,
            59928,
            963014,
            963014,
            686757
        ],
        [
            -27598,
            -25955,
            -27598,
            -470760,
            -470760,
            -398177
        ],
        [
            100,
            85,
            115,
            100,
            85,
            115
        ],
        [
            169,
            159,
            178,
            169,
            159,
            178
        ],
        [
            63,
            44,
            81,
            63,
            44,
            81
        ],
        [
            7371,
            3095,
            4276,
            7371,
            3095,
            4276
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68517,
            328982,
            -132790,
            -144230,
            -78313,
            -228817
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1760169600000,
    "evaluation_time": 1760191197073,
    "expiration_time": 1766656512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 76,
            "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)