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Trade: IOTA/USDT/480/T3/SINWMA/2456

Strategy
IOTA/USDT/480/T3/SINWMA/2456
Pair
IOTA_USDT
Interval
8h
Score
401727
Daily Profit
0.188908
Profit Factor
2.813082
Profitability
44.117647
Streak
132.157648
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-09 22:47
Expiration Time
2025-12-23 18:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 601701.6159 472459.2504 129242.3655 1185836.0311 885173.9469 300662.0842
Total P&L (%) 601.7016 472.4593 129.2424 1185.836 885.1739 300.6621
Avg Daily Profit (%) 0.2406 0.1889 0.0517 0.1022 0.0915 0.0555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130830 -142036 -80949 -1267364 -1190277 -830860
Profit Factor 2.2219 2.8131 1.5574 1.3117 1.426 1.1742
Total Trades 68 34 34 68 34 34
Winning Trades 28 15 13 28 15 13
Losing Trades 40 19 21 40 19 21
Profitability (%) 41.1765 44.1176 38.2353 41.1765 44.1176 38.2353
Ratio Avg Win / Avg Loss 3.1741 3.5632 2.5158 1.8739 1.8063 1.8967
Largest Winning Trade 261704 261704 58838 885664 885664 432966
Largest Losing Trade -42775 -23480 -42775 -523608 -292098 -523608
Avg Bars in Trades 105 113 97 105 113 97
Avg Bars in Winners 137 140 134 137 140 134
Avg Bars in Losers 82 91 75 82 91 75
Bars Traded 7168 3845 3323 7168 3845 3323
Profit Streak 89.8243 132.1576 0 89.8243 132.1576 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 -104037 401727 -125729 -171545 -70146 -151221
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546185600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760039220780,
    "expiration_time": 1766508192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 78,
            "offset": 0,
            "a": 0.69356
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "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": [
        [
            601701.6158964087,
            472459.2503544557,
            129242.365541953,
            1185836.031144099,
            885173.9469026502,
            300662.0842414485
        ],
        [
            601.701616,
            472.45925,
            129.242366,
            1185.836031,
            885.173947,
            300.662084
        ],
        [
            0.240584,
            0.188908,
            0.051676,
            0.102171,
            0.091511,
            0.055511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130830,
            -142036,
            -80949,
            -1267364,
            -1190277,
            -830860
        ],
        [
            2.221881,
            2.813082,
            1.557427,
            1.311714,
            1.425993,
            1.174162
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            41.176471,
            44.117647,
            38.235294,
            41.176471,
            44.117647,
            38.235294
        ],
        [
            3.174116,
            3.563238,
            2.515843,
            1.873877,
            1.806258,
            1.896722
        ],
        [
            261704,
            261704,
            58838,
            885664,
            885664,
            432966
        ],
        [
            -42775,
            -23480,
            -42775,
            -523608,
            -292098,
            -523608
        ],
        [
            105,
            113,
            97,
            105,
            113,
            97
        ],
        [
            137,
            140,
            134,
            137,
            140,
            134
        ],
        [
            82,
            91,
            75,
            82,
            91,
            75
        ],
        [
            7168,
            3845,
            3323,
            7168,
            3845,
            3323
        ],
        [
            89.824314,
            132.157648,
            0,
            89.824315,
            132.157648,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104037,
            401727,
            -125729,
            -171545,
            -70146,
            -151221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543968000000,
    "first_datapoint_time": 1546185600000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760039220780,
    "expiration_time": 1766508192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 78,
            "offset": 0,
            "a": 0.69356
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 66,
            "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)