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Trade: IOTA/USDT/720/SINWMA/SUPERTREND/2028

Strategy
IOTA/USDT/720/SINWMA/SUPERTREND/2028
Pair
IOTA_USDT
Interval
12h
Score
400165
Daily Profit
0.251664
Profit Factor
1.817306
Profitability
45.689655
Streak
45.820096
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 10:40
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629161.2049 528081.5514 101079.6535 444617.1748 14742.2129 429874.9619
Total P&L (%) 629.1612 528.0816 101.0797 444.6172 14.7422 429.875
Avg Daily Profit (%) 0.2517 0.2112 0.0404 0.0678 0.0055 0.0667
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95706 -78366 -48422 -757920 -675170 -338857
Profit Factor 1.8173 2.155 1.3233 1.1361 1.0068 1.3913
Total Trades 116 58 58 116 58 58
Winning Trades 53 25 28 53 25 28
Losing Trades 63 33 30 63 33 30
Profitability (%) 45.6897 43.1034 48.2759 45.6897 43.1034 48.2759
Ratio Avg Win / Avg Loss 2.1602 2.8447 1.4179 1.3504 1.329 1.4907
Largest Winning Trade 378304 378304 49733 463340 463340 189715
Largest Losing Trade -43456 -37968 -43456 -369293 -369293 -172376
Avg Bars in Trades 40 44 37 40 44 37
Avg Bars in Winners 55 55 55 55 55 55
Avg Bars in Losers 28 36 20 28 36 20
Bars Traded 4747 2588 2159 4747 2588 2159
Profit Streak 45.8201 0 75.8201 45.8201 0 75.8201
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400165 -170504 -318838 -174019 -599500 -283370
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958856308,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 126,
            "offset": 0,
            "multiplier": 3.01589
        }
    }
}
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": [
        [
            629161.2048989105,
            528081.5513646282,
            101079.6535342822,
            444617.1748270905,
            14742.2129001883,
            429874.9619269021
        ],
        [
            629.161205,
            528.081551,
            101.079654,
            444.617175,
            14.742213,
            429.874962
        ],
        [
            0.251664,
            0.211233,
            0.040432,
            0.06782,
            0.005501,
            0.066721
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95706,
            -78366,
            -48422,
            -757920,
            -675170,
            -338857
        ],
        [
            1.817306,
            2.155045,
            1.323348,
            1.13609,
            1.006798,
            1.391348
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            45.689655,
            43.103448,
            48.275862,
            45.689655,
            43.103448,
            48.275862
        ],
        [
            2.160194,
            2.84466,
            1.417873,
            1.350446,
            1.328973,
            1.490729
        ],
        [
            378304,
            378304,
            49733,
            463340,
            463340,
            189715
        ],
        [
            -43456,
            -37968,
            -43456,
            -369293,
            -369293,
            -172376
        ],
        [
            40,
            44,
            37,
            40,
            44,
            37
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            28,
            36,
            20,
            28,
            36,
            20
        ],
        [
            4747,
            2588,
            2159,
            4747,
            2588,
            2159
        ],
        [
            45.820096,
            0,
            75.820096,
            45.820096,
            0,
            75.820096
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400165,
            -170504,
            -318838,
            -174019,
            -599500,
            -283370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958856308,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 126,
            "offset": 0,
            "multiplier": 3.01589
        }
    }
}

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)