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Trade: IOTA/USDT/30/SINWMA/VWMA/2749

Strategy
IOTA/USDT/30/SINWMA/VWMA/2749
Pair
IOTA_USDT
Interval
30m
Score
317323
Daily Profit
0.467786
Profit Factor
1.604827
Profitability
35.675676
Streak
23.016928
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-12 22:54
Expiration Time
2025-12-26 21:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243637.0222 208248.8884 35388.1338 75946.71 56926.1365 19020.5735
Total P&L (%) 243.637 208.2489 35.3881 75.9467 56.9261 19.0206
Avg Daily Profit (%) 0.4678 0.3998 0.0679 0.1085 0.0866 0.0334
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70422 -55596 -34089 -153573 -143196 -70468
Profit Factor 1.6048 1.795 1.2512 1.1018 1.1176 1.0726
Total Trades 185 93 92 185 93 92
Winning Trades 66 31 35 66 31 35
Losing Trades 119 62 57 119 62 57
Profitability (%) 35.6757 33.3333 38.0435 35.6757 33.3333 38.0435
Ratio Avg Win / Avg Loss 2.8936 3.5899 2.0377 1.9866 2.2352 1.7468
Largest Winning Trade 282102 282102 27543 215625 215625 44953
Largest Losing Trade -15124 -15124 -9328 -37910 -37910 -23226
Avg Bars in Trades 132 135 129 132 135 129
Avg Bars in Winners 229 253 207 229 253 207
Avg Bars in Losers 78 76 81 78 76 81
Bars Traded 24467 12573 11894 24467 12573 11894
Profit Streak 23.0169 23.0169 24.3711 23.0169 23.0169 24.3711
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317323 213271 -108929 -159657 -175146 -300296
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715299200000,
    "first_datapoint_time": 1715747400000,
    "last_datapoint_time": 1760297400000,
    "evaluation_time": 1760298862568,
    "expiration_time": 1766777400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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": [
        [
            243637.0221810319,
            208248.8883511422,
            35388.13382989,
            75946.7100330311,
            56926.1365224805,
            19020.5735105506
        ],
        [
            243.637022,
            208.248888,
            35.388134,
            75.94671,
            56.926137,
            19.020574
        ],
        [
            0.467786,
            0.39984,
            0.067946,
            0.108542,
            0.086554,
            0.033438
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70422,
            -55596,
            -34089,
            -153573,
            -143196,
            -70468
        ],
        [
            1.604827,
            1.794962,
            1.251229,
            1.101796,
            1.117592,
            1.072606
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            119,
            62,
            57,
            119,
            62,
            57
        ],
        [
            35.675676,
            33.333333,
            38.043478,
            35.675676,
            33.333333,
            38.043478
        ],
        [
            2.893553,
            3.589924,
            2.037716,
            1.986572,
            2.235185,
            1.746816
        ],
        [
            282102,
            282102,
            27543,
            215625,
            215625,
            44953
        ],
        [
            -15124,
            -15124,
            -9328,
            -37910,
            -37910,
            -23226
        ],
        [
            132,
            135,
            129,
            132,
            135,
            129
        ],
        [
            229,
            253,
            207,
            229,
            253,
            207
        ],
        [
            78,
            76,
            81,
            78,
            76,
            81
        ],
        [
            24467,
            12573,
            11894,
            24467,
            12573,
            11894
        ],
        [
            23.016928,
            23.016928,
            24.371094,
            23.016928,
            23.016928,
            24.371095
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317323,
            213271,
            -108929,
            -159657,
            -175146,
            -300296
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1715299200000,
    "first_datapoint_time": 1715747400000,
    "last_datapoint_time": 1760297400000,
    "evaluation_time": 1760298862568,
    "expiration_time": 1766777400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 222,
            "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)