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Trade: IOTA/USDT/480/SSF/VWMA/9064

Strategy
IOTA/USDT/480/SSF/VWMA/9064
Pair
IOTA_USDT
Interval
8h
Score
342267
Daily Profit
0.187758
Profit Factor
2.809125
Profitability
40.000000
Streak
123.198362
Best Strategy
Training Data Length
2504.670000
Evaluation Time
2025-10-06 15:45
Expiration Time
2025-12-20 13:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 483141.7952 470272.1517 12869.6436 14369.8286 85841.8022 -71471.9736
Total P&L (%) 483.1418 470.2722 12.8696 14.3698 85.8418 -71.472
Avg Daily Profit (%) 0.1929 0.1878 0.0051 0.0054 0.0247 -0.0501
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143148 -142042 -69993 -331898 -233286 -130898
Profit Factor 1.8362 2.8091 1.0405 1.0211 1.2554 0.7927
Total Trades 59 30 29 59 30 29
Winning Trades 24 12 12 24 12 12
Losing Trades 35 18 17 35 18 17
Profitability (%) 40.678 40 41.3793 40.678 40 41.3793
Ratio Avg Win / Avg Loss 2.6778 4.2137 1.474 1.4891 1.8831 1.123
Largest Winning Trade 386483 386483 61221 135362 135362 87178
Largest Losing Trade -60878 -50650 -60878 -119824 -106847 -119824
Avg Bars in Trades 121 120 123 121 120 123
Avg Bars in Winners 180 171 189 180 171 189
Avg Bars in Losers 81 86 76 81 86 76
Bars Traded 7194 3625 3569 7194 3625 3569
Profit Streak 85.5317 123.1984 0 85.5317 123.1984 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 -171800 342267 -441848 -595645 -162260 -582518
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 2504.67,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754738496,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "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": [
        [
            483141.7952290392,
            470272.1516642786,
            12869.6435647606,
            14369.828575272,
            85841.8022252558,
            -71471.9736499838
        ],
        [
            483.141795,
            470.272152,
            12.869644,
            14.369829,
            85.841802,
            -71.471974
        ],
        [
            0.192896,
            0.187758,
            0.005138,
            0.005361,
            0.024746,
            -0.050065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143148,
            -142042,
            -69993,
            -331898,
            -233286,
            -130898
        ],
        [
            1.836225,
            2.809125,
            1.040493,
            1.021102,
            1.255382,
            0.792735
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            40.677966,
            40,
            41.37931,
            40.677966,
            40,
            41.37931
        ],
        [
            2.677828,
            4.213688,
            1.474032,
            1.489107,
            1.883074,
            1.123042
        ],
        [
            386483,
            386483,
            61221,
            135362,
            135362,
            87178
        ],
        [
            -60878,
            -50650,
            -60878,
            -119824,
            -106847,
            -119824
        ],
        [
            121,
            120,
            123,
            121,
            120,
            123
        ],
        [
            180,
            171,
            189,
            180,
            171,
            189
        ],
        [
            81,
            86,
            76,
            81,
            86,
            76
        ],
        [
            7194,
            3625,
            3569,
            7194,
            3625,
            3569
        ],
        [
            85.531695,
            123.198362,
            0,
            85.531696,
            123.198362,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171800,
            342267,
            -441848,
            -595645,
            -162260,
            -582518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7514,
    "evaluation_days": 2504.67,
    "actual_first_datapoint_time": 1543363200000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759754738496,
    "expiration_time": 1766229696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 220,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "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)