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Trade: IOTA/USDT/480/VWMA/PSAR/6430

Strategy
IOTA/USDT/480/VWMA/PSAR/6430
Pair
IOTA_USDT
Interval
8h
Score
398861
Daily Profit
0.157424
Profit Factor
1.913797
Profitability
51.428571
Streak
0.000000
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-10-10 12:31
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 420428.9974 393770.3013 26658.6961 26002.6955 296052.2448 -270049.5493
Total P&L (%) 420.429 393.7703 26.6587 26.0027 296.0522 -270.0495
Avg Daily Profit (%) 0.1681 0.1574 0.0107 0.0092 0.055 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131767 -137943 -95494 -709600 -511897 -392895
Profit Factor 1.4686 1.9138 1.0572 1.009 1.2016 0.8117
Total Trades 209 105 104 209 105 104
Winning Trades 108 54 54 108 54 54
Losing Trades 101 51 50 101 51 50
Profitability (%) 51.6746 51.4286 51.9231 51.6746 51.4286 51.9231
Ratio Avg Win / Avg Loss 1.3734 1.8075 0.9789 0.9436 1.1349 0.7515
Largest Winning Trade 336777 336777 60967 570026 570026 154464
Largest Losing Trade -41441 -41441 -35498 -293276 -293276 -178106
Avg Bars in Trades 34 27 42 34 27 42
Avg Bars in Winners 44 31 58 44 31 58
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 7266 2870 4396 7266 2870 4396
Profit Streak 0 0 5.7305 0 0 5.7305
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351844 398861 -340639 -394978 -119747 -580103
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": 1549641600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760088717730,
    "expiration_time": 1766537856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            420428.9974422371,
            393770.3013410309,
            26658.6961012063,
            26002.6955010581,
            296052.2448167198,
            -270049.5493156617
        ],
        [
            420.428997,
            393.770301,
            26.658696,
            26.002696,
            296.052245,
            -270.049549
        ],
        [
            0.168082,
            0.157424,
            0.010658,
            0.009241,
            0.055041,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131767,
            -137943,
            -95494,
            -709600,
            -511897,
            -392895
        ],
        [
            1.468575,
            1.913797,
            1.057167,
            1.00896,
            1.201648,
            0.811669
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            51.674641,
            51.428571,
            51.923077,
            51.674641,
            51.428571,
            51.923077
        ],
        [
            1.373389,
            1.807475,
            0.978858,
            0.943564,
            1.13489,
            0.751546
        ],
        [
            336777,
            336777,
            60967,
            570026,
            570026,
            154464
        ],
        [
            -41441,
            -41441,
            -35498,
            -293276,
            -293276,
            -178106
        ],
        [
            34,
            27,
            42,
            34,
            27,
            42
        ],
        [
            44,
            31,
            58,
            44,
            31,
            58
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            7266,
            2870,
            4396,
            7266,
            2870,
            4396
        ],
        [
            0,
            0,
            5.730529,
            0,
            0,
            5.730529
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351844,
            398861,
            -340639,
            -394978,
            -119747,
            -580103
        ]
    ]
}
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": 1549641600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760088717730,
    "expiration_time": 1766537856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)