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Trade: IOTA/USDT/480/VWMA/SUPERTREND/4425

Strategy
IOTA/USDT/480/VWMA/SUPERTREND/4425
Pair
IOTA_USDT
Interval
8h
Score
302367
Daily Profit
0.173383
Profit Factor
1.650317
Profitability
43.877551
Streak
0.000000
Best Strategy
Training Data Length
2504.670000
Evaluation Time
2025-10-06 15:45
Expiration Time
2025-12-20 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 434266.0925 394001.8258 40264.2667 5968.3419 14914.6159 -8946.274
Total P&L (%) 434.2661 394.0018 40.2643 5.9683 14.9146 -8.9463
Avg Daily Profit (%) 0.1734 0.1573 0.0161 0.0023 0.0056 -0.0037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122630 -108901 -65846 -497358 -454324 -210608
Profit Factor 1.6503 2.1571 1.123 1.0032 1.0141 0.989
Total Trades 98 49 49 98 49 49
Winning Trades 43 17 26 43 17 26
Losing Trades 55 32 23 55 32 23
Profitability (%) 43.8776 34.6939 53.0612 43.8776 34.6939 53.0612
Ratio Avg Win / Avg Loss 2.1109 4.0604 0.9935 1.2832 1.9089 0.8749
Largest Winning Trade 341638 341638 55032 412741 412741 95993
Largest Losing Trade -59113 -38946 -59113 -209999 -209999 -170297
Avg Bars in Trades 73 64 82 73 64 82
Avg Bars in Winners 105 97 110 105 97 110
Avg Bars in Losers 48 47 51 48 47 51
Bars Traded 7223 3161 4063 7223 3161 4063
Profit Streak 0 0 80.5316 0 0 80.5316
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302367 198124 -259379 -574632 -408028 -579727
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 2504.67,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754730075,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 0,
            "multiplier": 4.12366
        }
    }
}
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": [
        [
            434266.092471945,
            394001.8257876204,
            40264.2666843246,
            5968.3418945962,
            14914.615875218,
            -8946.273980622
        ],
        [
            434.266092,
            394.001826,
            40.264267,
            5.968342,
            14.914616,
            -8.946274
        ],
        [
            0.173383,
            0.157307,
            0.016076,
            0.002315,
            0.005551,
            -0.003742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122630,
            -108901,
            -65846,
            -497358,
            -454324,
            -210608
        ],
        [
            1.650317,
            2.157108,
            1.123031,
            1.003193,
            1.014116,
            0.98899
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            43,
            17,
            26,
            43,
            17,
            26
        ],
        [
            55,
            32,
            23,
            55,
            32,
            23
        ],
        [
            43.877551,
            34.693878,
            53.061224,
            43.877551,
            34.693878,
            53.061224
        ],
        [
            2.110871,
            4.060438,
            0.99345,
            1.283154,
            1.908925,
            0.874876
        ],
        [
            341638,
            341638,
            55032,
            412741,
            412741,
            95993
        ],
        [
            -59113,
            -38946,
            -59113,
            -209999,
            -209999,
            -170297
        ],
        [
            73,
            64,
            82,
            73,
            64,
            82
        ],
        [
            105,
            97,
            110,
            105,
            97,
            110
        ],
        [
            48,
            47,
            51,
            48,
            47,
            51
        ],
        [
            7223,
            3161,
            4063,
            7223,
            3161,
            4063
        ],
        [
            0,
            0,
            80.531598,
            0,
            0,
            80.531598
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302367,
            198124,
            -259379,
            -574632,
            -408028,
            -579727
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 2504.67,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754730075,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 246,
            "offset": 0,
            "multiplier": 4.12366
        }
    }
}

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)