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Trade: IOTA/USDT/720/ZLMA/WMA/2009

Strategy
IOTA/USDT/720/ZLMA/WMA/2009
Pair
IOTA_USDT
Interval
12h
Score
432759
Daily Profit
0.159573
Profit Factor
2.492234
Profitability
46.666667
Streak
422.222877
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-01 08:20
Expiration Time
2025-12-15 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 461038.3573 399490.4151 61547.9422 211257.5217 365060.0838 -153802.5621
Total P&L (%) 461.0384 399.4904 61.5479 211.2575 365.0601 -153.8026
Avg Daily Profit (%) 0.1842 0.1596 0.0246 0.0454 0.0614 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196948 -161284 -83019 -1428235 -1125901 -583769
Profit Factor 1.8697 2.4922 1.2346 1.0761 1.2501 0.8831
Total Trades 60 30 30 60 30 30
Winning Trades 25 14 11 25 14 11
Losing Trades 35 16 19 35 16 19
Profitability (%) 41.6667 46.6667 36.6667 41.6667 46.6667 36.6667
Ratio Avg Win / Avg Loss 2.6176 2.8483 2.1324 1.5065 1.4287 1.5254
Largest Winning Trade 285513 285513 48058 784799 784799 356451
Largest Losing Trade -38053 -38053 -35414 -364504 -353028 -364504
Avg Bars in Trades 77 86 67 77 86 67
Avg Bars in Winners 121 125 115 121 125 115
Avg Bars in Losers 45 52 39 45 52 39
Bars Traded 4634 2603 2031 4634 2603 2031
Profit Streak 81.2229 422.2229 0 81.2229 422.2229 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165425 432759 -165027 -444481 -111148 -583232
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553558400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296056607,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "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": [
        [
            461038.3572968967,
            399490.4151444695,
            61547.9421524274,
            211257.5217359797,
            365060.0838085727,
            -153802.5620725931
        ],
        [
            461.038357,
            399.490415,
            61.547942,
            211.257522,
            365.060084,
            -153.802562
        ],
        [
            0.184158,
            0.159573,
            0.024585,
            0.045365,
            0.061413,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196948,
            -161284,
            -83019,
            -1428235,
            -1125901,
            -583769
        ],
        [
            1.869719,
            2.492234,
            1.234569,
            1.076104,
            1.250082,
            0.883142
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            41.666667,
            46.666667,
            36.666667,
            41.666667,
            46.666667,
            36.666667
        ],
        [
            2.617607,
            2.848268,
            2.132437,
            1.506546,
            1.428665,
            1.525426
        ],
        [
            285513,
            285513,
            48058,
            784799,
            784799,
            356451
        ],
        [
            -38053,
            -38053,
            -35414,
            -364504,
            -353028,
            -364504
        ],
        [
            77,
            86,
            67,
            77,
            86,
            67
        ],
        [
            121,
            125,
            115,
            121,
            125,
            115
        ],
        [
            45,
            52,
            39,
            45,
            52,
            39
        ],
        [
            4634,
            2603,
            2031,
            4634,
            2603,
            2031
        ],
        [
            81.222877,
            422.222877,
            0,
            81.222877,
            422.222877,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165425,
            432759,
            -165027,
            -444481,
            -111148,
            -583232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553558400000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759296056607,
    "expiration_time": 1765765872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "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)