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Trade: IOTA/USDT/720/KCB/HILO/4973

Strategy
IOTA/USDT/720/KCB/HILO/4973
Pair
IOTA_USDT
Interval
12h
Score
465642
Daily Profit
0.234632
Profit Factor
1.965550
Profitability
48.550725
Streak
19.271634
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-09 21:31
Expiration Time
2025-12-23 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 587400.2542 462434.7441 124965.5101 719056.7089 181501.9548 537554.7541
Total P&L (%) 587.4003 462.4347 124.9655 719.0567 181.502 537.5548
Avg Daily Profit (%) 0.2346 0.1847 0.0499 0.084 0.0413 0.074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119395 -90761 -96968 -648029 -484907 -354977
Profit Factor 1.9656 2.5916 1.3932 1.3019 1.1433 1.4822
Total Trades 138 69 69 138 69 69
Winning Trades 67 28 39 67 28 39
Losing Trades 71 41 30 71 41 30
Profitability (%) 48.5507 40.5797 56.5217 48.5507 40.5797 56.5217
Ratio Avg Win / Avg Loss 2.0829 3.7948 1.0717 1.3797 1.6741 1.1402
Largest Winning Trade 379656 379656 62177 443880 443880 287475
Largest Losing Trade -40090 -28657 -40090 -225144 -173488 -225144
Avg Bars in Trades 35 25 45 35 25 45
Avg Bars in Winners 47 38 54 47 38 54
Avg Bars in Losers 23 16 33 23 16 33
Bars Traded 4878 1766 3112 4878 1766 3112
Profit Streak 19.2716 19.2716 24.2716 19.2716 19.2716 24.2716
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465642 -92352 -225888 -79377 -304251 -192785
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760034669162,
    "expiration_time": 1766500272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 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": [
        [
            587400.2541664175,
            462434.7440689243,
            124965.5100974935,
            719056.7088545399,
            181501.9547884993,
            537554.7540660405
        ],
        [
            587.400254,
            462.434744,
            124.96551,
            719.056709,
            181.501955,
            537.554754
        ],
        [
            0.234632,
            0.184715,
            0.049916,
            0.084037,
            0.041349,
            0.074023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119395,
            -90761,
            -96968,
            -648029,
            -484907,
            -354977
        ],
        [
            1.96555,
            2.591565,
            1.393214,
            1.301944,
            1.143295,
            1.482203
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            67,
            28,
            39,
            67,
            28,
            39
        ],
        [
            71,
            41,
            30,
            71,
            41,
            30
        ],
        [
            48.550725,
            40.57971,
            56.521739,
            48.550725,
            40.57971,
            56.521739
        ],
        [
            2.082896,
            3.794791,
            1.071703,
            1.379672,
            1.67411,
            1.140156
        ],
        [
            379656,
            379656,
            62177,
            443880,
            443880,
            287475
        ],
        [
            -40090,
            -28657,
            -40090,
            -225144,
            -173488,
            -225144
        ],
        [
            35,
            25,
            45,
            35,
            25,
            45
        ],
        [
            47,
            38,
            54,
            47,
            38,
            54
        ],
        [
            23,
            16,
            33,
            23,
            16,
            33
        ],
        [
            4878,
            1766,
            3112,
            4878,
            1766,
            3112
        ],
        [
            19.271634,
            19.271634,
            24.271634,
            19.271634,
            19.271634,
            24.271634
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465642,
            -92352,
            -225888,
            -79377,
            -304251,
            -192785
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760034669162,
    "expiration_time": 1766500272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 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)