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Trade: IOTA/USDT/720/SSF/EMA/5962

Strategy
IOTA/USDT/720/SSF/EMA/5962
Pair
IOTA_USDT
Interval
12h
Score
445644
Daily Profit
0.197023
Profit Factor
3.287573
Profitability
44.827586
Streak
120.565553
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 04:34
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 583637.5995 492558.1151 91079.4844 460033.8621 309202.1538 150831.7082
Total P&L (%) 583.6376 492.5581 91.0795 460.0339 309.2022 150.8317
Avg Daily Profit (%) 0.2335 0.197 0.0364 0.0689 0.0564 0.0368
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106903 -123040 -89564 -701615 -614153 -362122
Profit Factor 2.2204 3.2876 1.3464 1.233 1.3165 1.1512
Total Trades 58 29 29 58 29 29
Winning Trades 26 13 13 26 13 13
Losing Trades 32 16 16 32 16 16
Profitability (%) 44.8276 44.8276 44.8276 44.8276 44.8276 44.8276
Ratio Avg Win / Avg Loss 2.7328 4.0462 1.6571 1.5175 1.6203 1.4168
Largest Winning Trade 393361 393361 54725 360292 360292 247294
Largest Losing Trade -45205 -25112 -45205 -193372 -114099 -193372
Avg Bars in Trades 82 78 87 82 78 87
Avg Bars in Winners 120 118 122 120 118 122
Avg Bars in Losers 52 45 59 52 45 59
Bars Traded 4805 2263 2542 4805 2263 2542
Profit Streak 77.0656 120.5656 0 77.0656 120.5656 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168404 445644 -144818 -281058 -117842 -200056
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1545048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023263788,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "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": [
        [
            583637.599494869,
            492558.1151392846,
            91079.4843555841,
            460033.8620508397,
            309202.1538077105,
            150831.7082431291
        ],
        [
            583.637599,
            492.558115,
            91.079484,
            460.033862,
            309.202154,
            150.831708
        ],
        [
            0.233455,
            0.197023,
            0.036432,
            0.068937,
            0.056377,
            0.036791
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106903,
            -123040,
            -89564,
            -701615,
            -614153,
            -362122
        ],
        [
            2.220423,
            3.287573,
            1.346433,
            1.232971,
            1.316515,
            1.151172
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586,
            44.827586
        ],
        [
            2.732828,
            4.046244,
            1.657148,
            1.517502,
            1.620326,
            1.416827
        ],
        [
            393361,
            393361,
            54725,
            360292,
            360292,
            247294
        ],
        [
            -45205,
            -25112,
            -45205,
            -193372,
            -114099,
            -193372
        ],
        [
            82,
            78,
            87,
            82,
            78,
            87
        ],
        [
            120,
            118,
            122,
            120,
            118,
            122
        ],
        [
            52,
            45,
            59,
            52,
            45,
            59
        ],
        [
            4805,
            2263,
            2542,
            4805,
            2263,
            2542
        ],
        [
            77.065553,
            120.565553,
            0,
            77.065553,
            120.565553,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168404,
            445644,
            -144818,
            -281058,
            -117842,
            -200056
        ]
    ]
}
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": 1545048000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023263788,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 148,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "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)