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Trade: IOTA/USDT/480/VWMA/DCM/4936

Strategy
IOTA/USDT/480/VWMA/DCM/4936
Pair
IOTA_USDT
Interval
8h
Score
406122
Daily Profit
0.185824
Profit Factor
1.597497
Profitability
51.818182
Streak
126.278360
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-10-10 09:40
Expiration Time
2025-12-24 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464806.2445 419248.3582 45557.8863 -6397.6485 239892.5186 -246290.1671
Total P&L (%) 464.8062 419.2484 45.5579 -6.3976 239.8925 -246.2902
Avg Daily Profit (%) 0.1858 0.1676 0.0182 -0.0026 0.0489 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137634 -138284 -149910 -317364 -127327 -381392
Profit Factor 1.5975 1.9156 1.1424 0.9929 1.6306 0.531
Total Trades 110 55 55 110 55 55
Winning Trades 57 26 31 57 26 31
Losing Trades 53 29 24 53 29 24
Profitability (%) 51.8182 47.2727 56.3636 51.8182 47.2727 56.3636
Ratio Avg Win / Avg Loss 1.4854 2.1366 0.8844 0.9233 1.8188 0.4111
Largest Winning Trade 204125 204125 45355 221137 221137 58261
Largest Losing Trade -76288 -36200 -76288 -263773 -52483 -263773
Avg Bars in Trades 65 87 42 65 87 42
Avg Bars in Winners 73 100 51 73 100 51
Avg Bars in Losers 55 76 31 55 76 31
Bars Traded 7175 4831 2344 7175 4831 2344
Profit Streak 126.2784 126.2784 252.945 126.2784 126.2784 252.945
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406122 -169567 -413718 -578898 -305036 -758656
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1550476800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078450350,
    "expiration_time": 1766537856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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": [
        [
            464806.2444972314,
            419248.3581549812,
            45557.8863422502,
            -6397.648464894,
            239892.518634023,
            -246290.1670989168
        ],
        [
            464.806244,
            419.248358,
            45.557886,
            -6.397648,
            239.892519,
            -246.290167
        ],
        [
            0.185824,
            0.16761,
            0.018213,
            -0.002643,
            0.048924,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137634,
            -138284,
            -149910,
            -317364,
            -127327,
            -381392
        ],
        [
            1.597497,
            1.915553,
            1.142367,
            0.992935,
            1.630624,
            0.530993
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            51.818182,
            47.272727,
            56.363636,
            51.818182,
            47.272727,
            56.363636
        ],
        [
            1.485392,
            2.136578,
            0.884413,
            0.923255,
            1.818773,
            0.411092
        ],
        [
            204125,
            204125,
            45355,
            221137,
            221137,
            58261
        ],
        [
            -76288,
            -36200,
            -76288,
            -263773,
            -52483,
            -263773
        ],
        [
            65,
            87,
            42,
            65,
            87,
            42
        ],
        [
            73,
            100,
            51,
            73,
            100,
            51
        ],
        [
            55,
            76,
            31,
            55,
            76,
            31
        ],
        [
            7175,
            4831,
            2344,
            7175,
            4831,
            2344
        ],
        [
            126.27836,
            126.27836,
            252.945027,
            126.27836,
            126.278361,
            252.945027
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406122,
            -169567,
            -413718,
            -578898,
            -305036,
            -758656
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1550476800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760078450350,
    "expiration_time": 1766537856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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)