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Trade: IOTA/USDT/720/ALMA/HWMA/1065

Strategy
IOTA/USDT/720/ALMA/HWMA/1065
Pair
IOTA_USDT
Interval
12h
Score
408356
Daily Profit
0.195509
Profit Factor
1.233414
Profitability
51.673945
Streak
0.000000
Best Strategy
Training Data Length
2502.500000
Evaluation Time
2025-10-08 21:11
Expiration Time
2025-12-22 15:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 489261.6894 389807.8857 99453.8038 327588.7341 -476857.0426 804445.7767
Total P&L (%) 489.2617 389.8079 99.4538 327.5887 -476.857 804.4458
Avg Daily Profit (%) 0.1955 0.1558 0.0397 0.0581 0 0.088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160804 -84992 -124676 -4985954 -2766435 -2559856
Profit Factor 1.2334 1.3769 1.0937 1.0114 0.969 1.0607
Total Trades 687 343 344 687 343 344
Winning Trades 355 174 181 355 174 181
Losing Trades 332 169 163 332 169 163
Profitability (%) 51.6739 50.7289 52.6163 51.6739 50.7289 52.6163
Ratio Avg Win / Avg Loss 1.1535 1.3373 0.9849 0.9459 0.9411 0.9552
Largest Winning Trade 62631 62631 31480 651254 651254 563636
Largest Losing Trade -46270 -36667 -46270 -1085447 -950041 -1085447
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 4691 2346 2345 4691 2346 2345
Profit Streak 0 13.2581 0 0 13.2581 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 408356 360445 -257129 -320885 -578562 -228580
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759947101642,
    "expiration_time": 1766411280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 131
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22438,
            "nb": 0.54992,
            "nc": 0.63815
        }
    }
}
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": [
        [
            489261.6894370156,
            389807.8856717615,
            99453.8037652533,
            327588.734082688,
            -476857.0425878952,
            804445.7766705838
        ],
        [
            489.261689,
            389.807886,
            99.453804,
            327.588734,
            -476.857043,
            804.445777
        ],
        [
            0.195509,
            0.155767,
            0.039742,
            0.058078,
            0,
            0.088037
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160804,
            -84992,
            -124676,
            -4985954,
            -2766435,
            -2559856
        ],
        [
            1.233414,
            1.376915,
            1.093656,
            1.011449,
            0.96895,
            1.060691
        ],
        [
            687,
            343,
            344,
            687,
            343,
            344
        ],
        [
            355,
            174,
            181,
            355,
            174,
            181
        ],
        [
            332,
            169,
            163,
            332,
            169,
            163
        ],
        [
            51.673945,
            50.728863,
            52.616279,
            51.673945,
            50.728863,
            52.616279
        ],
        [
            1.153503,
            1.337349,
            0.984895,
            0.945919,
            0.941107,
            0.955208
        ],
        [
            62631,
            62631,
            31480,
            651254,
            651254,
            563636
        ],
        [
            -46270,
            -36667,
            -46270,
            -1085447,
            -950041,
            -1085447
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4691,
            2346,
            2345,
            4691,
            2346,
            2345
        ],
        [
            0,
            13.258121,
            0,
            0,
            13.258121,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            408356,
            360445,
            -257129,
            -320885,
            -578562,
            -228580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5005,
    "evaluation_days": 2502.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759947101642,
    "expiration_time": 1766411280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 173,
            "offset": 131
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.22438,
            "nb": 0.54992,
            "nc": 0.63815
        }
    }
}

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)