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Trade: IOTA/USDT/720/ZLMA/SUPERTREND/7800

Strategy
IOTA/USDT/720/ZLMA/SUPERTREND/7800
Pair
IOTA_USDT
Interval
12h
Score
341722
Daily Profit
0.203749
Profit Factor
1.654300
Profitability
44.594595
Streak
0.000000
Best Strategy
Training Data Length
2505.500000
Evaluation Time
2025-10-03 13:59
Expiration Time
2025-12-17 05:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 510492.387 435016.2935 75476.0935 312894.3865 41670.4976 271223.8888
Total P&L (%) 510.4924 435.0163 75.4761 312.8944 41.6705 271.2239
Avg Daily Profit (%) 0.2037 0.1736 0.0301 0.0566 0.0139 0.0524
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162289 -133755 -86128 -1791468 -1666677 -650467
Profit Factor 1.6543 2.0798 1.2 1.0512 1.0119 1.1041
Total Trades 148 74 74 148 74 74
Winning Trades 66 33 33 66 33 33
Losing Trades 82 41 41 82 41 41
Profitability (%) 44.5946 44.5946 44.5946 44.5946 44.5946 44.5946
Ratio Avg Win / Avg Loss 2.0553 2.584 1.4909 1.3061 1.2572 1.3717
Largest Winning Trade 222939 222939 63896 727413 727413 539931
Largest Losing Trade -29737 -28801 -29737 -447963 -447963 -284484
Avg Bars in Trades 31 36 27 31 36 27
Avg Bars in Winners 40 44 35 40 44 35
Avg Bars in Losers 24 29 20 24 29 20
Bars Traded 4686 2668 2018 4686 2668 2018
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 341722 -55210 -219450 -283212 -450338 -295323
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759489149742,
    "expiration_time": 1765943856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 184,
            "offset": 0,
            "multiplier": 1.24669
        }
    }
}
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": [
        [
            510492.3869988672,
            435016.2935108716,
            75476.0934879954,
            312894.3864938579,
            41670.4976476955,
            271223.8888461622
        ],
        [
            510.492387,
            435.016294,
            75.476093,
            312.894386,
            41.670498,
            271.223889
        ],
        [
            0.203749,
            0.173625,
            0.030124,
            0.056612,
            0.013904,
            0.052364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162289,
            -133755,
            -86128,
            -1791468,
            -1666677,
            -650467
        ],
        [
            1.6543,
            2.079779,
            1.200024,
            1.051226,
            1.0119,
            1.104067
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            44.594595,
            44.594595,
            44.594595,
            44.594595,
            44.594595,
            44.594595
        ],
        [
            2.055343,
            2.583968,
            1.490938,
            1.306069,
            1.257209,
            1.371719
        ],
        [
            222939,
            222939,
            63896,
            727413,
            727413,
            539931
        ],
        [
            -29737,
            -28801,
            -29737,
            -447963,
            -447963,
            -284484
        ],
        [
            31,
            36,
            27,
            31,
            36,
            27
        ],
        [
            40,
            44,
            35,
            40,
            44,
            35
        ],
        [
            24,
            29,
            20,
            24,
            29,
            20
        ],
        [
            4686,
            2668,
            2018,
            4686,
            2668,
            2018
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341722,
            -55210,
            -219450,
            -283212,
            -450338,
            -295323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5011,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759489149742,
    "expiration_time": 1765943856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 184,
            "offset": 0,
            "multiplier": 1.24669
        }
    }
}

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)