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Trade: IOTA/USDT/720/JMA/SUPERTREND/3770

Strategy
IOTA/USDT/720/JMA/SUPERTREND/3770
Pair
IOTA_USDT
Interval
12h
Score
344112
Daily Profit
0.202866
Profit Factor
1.610866
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-10-08 00:50
Expiration Time
2025-12-21 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 507469.2815 403258.8271 104210.4544 318091.5564 -205949.7482 524041.3046
Total P&L (%) 507.4693 403.2588 104.2105 318.0916 -205.9497 524.0413
Avg Daily Profit (%) 0.2029 0.1612 0.0417 0.0572 0 0.0732
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94897 -105809 -81603 -597479 -793916 -281485
Profit Factor 1.6109 1.8613 1.2875 1.1019 0.9028 1.5219
Total Trades 124 62 62 124 62 62
Winning Trades 56 29 27 56 29 27
Losing Trades 68 33 35 68 33 35
Profitability (%) 45.1613 46.7742 43.5484 45.1613 46.7742 43.5484
Ratio Avg Win / Avg Loss 1.9561 2.118 1.6689 1.338 1.0273 1.9728
Largest Winning Trade 192460 192460 38297 379848 379848 210499
Largest Losing Trade -50506 -50506 -48921 -320216 -320216 -96489
Avg Bars in Trades 38 50 26 38 50 26
Avg Bars in Winners 42 48 36 42 48 36
Avg Bars in Losers 34 51 18 34 51 18
Bars Traded 4738 3107 1631 4738 3107 1631
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344112 -144612 -292831 -226569 -734546 -248894
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1553601600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759873811075,
    "expiration_time": 1766322288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 3.35657
        }
    }
}
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": [
        [
            507469.2815380899,
            403258.8270954266,
            104210.4544426634,
            318091.5563586059,
            -205949.7482078791,
            524041.3045664852
        ],
        [
            507.469282,
            403.258827,
            104.210454,
            318.091556,
            -205.949748,
            524.041305
        ],
        [
            0.202866,
            0.161207,
            0.041659,
            0.057203,
            0,
            0.073225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94897,
            -105809,
            -81603,
            -597479,
            -793916,
            -281485
        ],
        [
            1.610866,
            1.861256,
            1.287464,
            1.10186,
            0.902797,
            1.521909
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            45.16129,
            46.774194,
            43.548387,
            45.16129,
            46.774194,
            43.548387
        ],
        [
            1.956051,
            2.117981,
            1.668935,
            1.337973,
            1.02732,
            1.972844
        ],
        [
            192460,
            192460,
            38297,
            379848,
            379848,
            210499
        ],
        [
            -50506,
            -50506,
            -48921,
            -320216,
            -320216,
            -96489
        ],
        [
            38,
            50,
            26,
            38,
            50,
            26
        ],
        [
            42,
            48,
            36,
            42,
            48,
            36
        ],
        [
            34,
            51,
            18,
            34,
            51,
            18
        ],
        [
            4738,
            3107,
            1631,
            4738,
            3107,
            1631
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344112,
            -144612,
            -292831,
            -226569,
            -734546,
            -248894
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1553601600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759873811075,
    "expiration_time": 1766322288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 242,
            "offset": 0,
            "multiplier": 3.35657
        }
    }
}

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)