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Trade: IOTA/USDT/720/LINREG/ZLMA/6150

Strategy
IOTA/USDT/720/LINREG/ZLMA/6150
Pair
IOTA_USDT
Interval
12h
Score
345423
Daily Profit
0.164623
Profit Factor
2.331016
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-13 08:18
Expiration Time
2025-12-27 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515097.186 412710.2515 102386.9345 461153.0711 450416.4417 10736.6295
Total P&L (%) 515.0972 412.7103 102.3869 461.1531 450.4164 10.7366
Avg Daily Profit (%) 0.2055 0.1646 0.0408 0.0688 0.0681 0.0041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140173 -149872 -119754 -753916 -809104 -673984
Profit Factor 1.8514 2.331 1.3472 1.1747 1.3302 1.0084
Total Trades 71 36 35 71 36 35
Winning Trades 32 16 16 32 16 16
Losing Trades 39 20 19 39 20 19
Profitability (%) 45.0704 44.4444 45.7143 45.0704 44.4444 45.7143
Ratio Avg Win / Avg Loss 2.2564 2.9138 1.5998 1.4316 1.6627 1.1975
Largest Winning Trade 215541 215541 52528 528528 528528 232171
Largest Losing Trade -46495 -26071 -46495 -359756 -133864 -359756
Avg Bars in Trades 67 73 62 67 73 62
Avg Bars in Winners 93 96 90 93 96 90
Avg Bars in Losers 46 54 39 46 54 39
Bars Traded 4819 2629 2190 4819 2629 2190
Profit Streak 0 0 176.7215 0 0 176.7215
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81596 345423 -137576 -222613 -102852 -542218
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332736661,
    "expiration_time": 1766811744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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": [
        [
            515097.1860113991,
            412710.2515333389,
            102386.9344780603,
            461153.0711116947,
            450416.4416591235,
            10736.6294525712
        ],
        [
            515.097186,
            412.710252,
            102.386934,
            461.153071,
            450.416442,
            10.736629
        ],
        [
            0.205464,
            0.164623,
            0.04084,
            0.068824,
            0.068053,
            0.004068
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140173,
            -149872,
            -119754,
            -753916,
            -809104,
            -673984
        ],
        [
            1.851438,
            2.331016,
            1.34719,
            1.174681,
            1.330175,
            1.008416
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            45.070423,
            44.444444,
            45.714286,
            45.070423,
            44.444444,
            45.714286
        ],
        [
            2.25644,
            2.91377,
            1.599788,
            1.431643,
            1.662719,
            1.197494
        ],
        [
            215541,
            215541,
            52528,
            528528,
            528528,
            232171
        ],
        [
            -46495,
            -26071,
            -46495,
            -359756,
            -133864,
            -359756
        ],
        [
            67,
            73,
            62,
            67,
            73,
            62
        ],
        [
            93,
            96,
            90,
            93,
            96,
            90
        ],
        [
            46,
            54,
            39,
            46,
            54,
            39
        ],
        [
            4819,
            2629,
            2190,
            4819,
            2629,
            2190
        ],
        [
            0,
            0,
            176.721489,
            0,
            0,
            176.721489
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81596,
            345423,
            -137576,
            -222613,
            -102852,
            -542218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1760313600000,
    "evaluation_time": 1760332736661,
    "expiration_time": 1766811744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 68,
            "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)