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Trade: IOTA/USDT/480/VWMA/BBU/2169

Strategy
IOTA/USDT/480/VWMA/BBU/2169
Pair
IOTA_USDT
Interval
8h
Score
351704
Daily Profit
0.169355
Profit Factor
2.490069
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-04 23:35
Expiration Time
2025-12-18 20:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518273.283 423896.7065 94376.5765 497939.753 129944.4028 367995.3502
Total P&L (%) 518.2733 423.8967 94.3766 497.9398 129.9444 367.9954
Avg Daily Profit (%) 0.2071 0.1694 0.0377 0.0715 0.0333 0.0617
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132293 -143326 -50936 -1467863 -1607071 -506249
Profit Factor 2.0001 2.4901 1.4038 1.1204 1.0525 1.2217
Total Trades 83 41 42 83 41 42
Winning Trades 38 18 20 38 18 20
Losing Trades 45 23 22 45 23 22
Profitability (%) 45.7831 43.9024 47.619 45.7831 43.9024 47.619
Ratio Avg Win / Avg Loss 2.3685 3.1818 1.5441 1.3268 1.3448 1.3439
Largest Winning Trade 320856 320856 48912 690094 690094 242427
Largest Losing Trade -29944 -29181 -29944 -349408 -349408 -246726
Avg Bars in Trades 87 122 52 87 122 52
Avg Bars in Winners 114 162 72 114 162 72
Avg Bars in Losers 63 92 34 63 92 34
Bars Traded 7243 5040 2203 7243 5040 2203
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 323316 351704 -141586 -188515 -313576 -111847
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610121201,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.12738
        }
    }
}
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": [
        [
            518273.2829576263,
            423896.7064633488,
            94376.5764942777,
            497939.7530307247,
            129944.4027816626,
            367995.3502490618
        ],
        [
            518.273283,
            423.896706,
            94.376576,
            497.939753,
            129.944403,
            367.99535
        ],
        [
            0.207061,
            0.169355,
            0.037705,
            0.071473,
            0.033272,
            0.061677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132293,
            -143326,
            -50936,
            -1467863,
            -1607071,
            -506249
        ],
        [
            2.000083,
            2.490069,
            1.403752,
            1.120398,
            1.052482,
            1.221712
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            45.783133,
            43.902439,
            47.619048,
            45.783133,
            43.902439,
            47.619048
        ],
        [
            2.368519,
            3.181755,
            1.544127,
            1.326788,
            1.344838,
            1.343883
        ],
        [
            320856,
            320856,
            48912,
            690094,
            690094,
            242427
        ],
        [
            -29944,
            -29181,
            -29944,
            -349408,
            -349408,
            -246726
        ],
        [
            87,
            122,
            52,
            87,
            122,
            52
        ],
        [
            114,
            162,
            72,
            114,
            162,
            72
        ],
        [
            63,
            92,
            34,
            63,
            92,
            34
        ],
        [
            7243,
            5040,
            2203,
            7243,
            5040,
            2203
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            323316,
            351704,
            -141586,
            -188515,
            -313576,
            -111847
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7509,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759610121201,
    "expiration_time": 1766081376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.12738
        }
    }
}

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)