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Trade: IOTA/USDT/480/ZLMA/HWMA/6566

Strategy
IOTA/USDT/480/ZLMA/HWMA/6566
Pair
IOTA_USDT
Interval
8h
Score
317532
Daily Profit
0.181161
Profit Factor
1.283266
Profitability
43.256997
Streak
19.470378
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-04 22:17
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453446.3785 383292.3079 70154.0706 125300.8404 715396.9076 -590096.0672
Total P&L (%) 453.4464 383.2923 70.1541 125.3008 715.3969 -590.0961
Avg Daily Profit (%) 0.1812 0.1531 0.028 0.0325 0.0839 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195333 -108991 -175956 -1170881 -708076 -974135
Profit Factor 1.2833 1.4828 1.0869 1.019 1.226 0.8286
Total Trades 393 196 197 393 196 197
Winning Trades 170 82 88 170 82 88
Losing Trades 223 114 109 223 114 109
Profitability (%) 43.257 41.8367 44.6701 43.257 41.8367 44.6701
Ratio Avg Win / Avg Loss 1.6833 2.0615 1.3463 1.3366 1.7044 1.0264
Largest Winning Trade 213417 213417 40289 569889 569889 112648
Largest Losing Trade -35512 -35390 -35512 -248350 -248350 -222668
Avg Bars in Trades 18 19 18 18 19 18
Avg Bars in Winners 26 27 24 26 27 24
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 7406 3830 3576 7406 3830 3576
Profit Streak 19.4704 0 42.8037 19.4704 0 42.8037
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317532 255834 -280660 -348935 -82239 -579443
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1544889600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759605440676,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.25162,
            "nc": 0.1
        }
    }
}
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": [
        [
            453446.3784740403,
            383292.3078605726,
            70154.0706134676,
            125300.8404499135,
            715396.9076207341,
            -590096.0671708217
        ],
        [
            453.446378,
            383.292308,
            70.154071,
            125.30084,
            715.396908,
            -590.096067
        ],
        [
            0.181161,
            0.153133,
            0.028028,
            0.032457,
            0.083875,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195333,
            -108991,
            -175956,
            -1170881,
            -708076,
            -974135
        ],
        [
            1.283266,
            1.482822,
            1.08694,
            1.018959,
            1.225987,
            0.828626
        ],
        [
            393,
            196,
            197,
            393,
            196,
            197
        ],
        [
            170,
            82,
            88,
            170,
            82,
            88
        ],
        [
            223,
            114,
            109,
            223,
            114,
            109
        ],
        [
            43.256997,
            41.836735,
            44.670051,
            43.256997,
            41.836735,
            44.670051
        ],
        [
            1.683343,
            2.061485,
            1.346324,
            1.336635,
            1.704421,
            1.026366
        ],
        [
            213417,
            213417,
            40289,
            569889,
            569889,
            112648
        ],
        [
            -35512,
            -35390,
            -35512,
            -248350,
            -248350,
            -222668
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            26,
            27,
            24,
            26,
            27,
            24
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            7406,
            3830,
            3576,
            7406,
            3830,
            3576
        ],
        [
            19.470378,
            0,
            42.803711,
            19.470378,
            0,
            42.803712
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317532,
            255834,
            -280660,
            -348935,
            -82239,
            -579443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1544889600000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759605440676,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.25162,
            "nc": 0.1
        }
    }
}

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)