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Trade: IOTA/USDT/720/SINWMA/SUPERTREND/7038

Strategy
IOTA/USDT/720/SINWMA/SUPERTREND/7038
Pair
IOTA_USDT
Interval
12h
Score
340114
Daily Profit
0.234309
Profit Factor
1.795874
Profitability
43.434343
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-07 11:30
Expiration Time
2025-12-21 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586006.1757 537829.8557 48176.3199 63406.2348 -159776.8234 223183.0582
Total P&L (%) 586.0062 537.8299 48.1763 63.4062 -159.7768 223.1831
Avg Daily Profit (%) 0.2343 0.215 0.0193 0.0196 0 0.0469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159896 -129747 -84168 -563621 -547368 -273544
Profit Factor 1.7959 2.4158 1.1352 1.0288 0.8745 1.2409
Total Trades 99 50 49 99 50 49
Winning Trades 43 18 25 43 18 25
Losing Trades 56 32 24 56 32 24
Profitability (%) 43.4343 36 51.0204 43.4343 36 51.0204
Ratio Avg Win / Avg Loss 2.3388 4.2948 1.0898 1.3399 1.5548 1.1912
Largest Winning Trade 471513 471513 55662 363421 363421 205991
Largest Losing Trade -44108 -27394 -44108 -236517 -150906 -236517
Avg Bars in Trades 48 47 49 48 47 49
Avg Bars in Winners 67 70 65 67 70 65
Avg Bars in Losers 34 34 34 34 34 34
Bars Traded 4808 2360 2448 4808 2360 2448
Profit Streak 0 0 54.3546 0 0 54.3546
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340114 -172730 -239674 -358180 -763500 -129740
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759825834587,
    "expiration_time": 1766277792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 56,
            "offset": 0,
            "multiplier": 3.1984
        }
    }
}
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": [
        [
            586006.175663927,
            537829.8557225268,
            48176.3199414002,
            63406.2348035219,
            -159776.8233761472,
            223183.058179669
        ],
        [
            586.006176,
            537.829856,
            48.17632,
            63.406235,
            -159.776823,
            223.183058
        ],
        [
            0.234309,
            0.215046,
            0.019263,
            0.019637,
            0,
            0.046914
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159896,
            -129747,
            -84168,
            -563621,
            -547368,
            -273544
        ],
        [
            1.795874,
            2.415813,
            1.135163,
            1.028818,
            0.874547,
            1.240851
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            56,
            32,
            24,
            56,
            32,
            24
        ],
        [
            43.434343,
            36,
            51.020408,
            43.434343,
            36,
            51.020408
        ],
        [
            2.338813,
            4.294778,
            1.089756,
            1.339856,
            1.554751,
            1.191217
        ],
        [
            471513,
            471513,
            55662,
            363421,
            363421,
            205991
        ],
        [
            -44108,
            -27394,
            -44108,
            -236517,
            -150906,
            -236517
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            67,
            70,
            65,
            67,
            70,
            65
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            4808,
            2360,
            2448,
            4808,
            2360,
            2448
        ],
        [
            0,
            0,
            54.354567,
            0,
            0,
            54.354567
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340114,
            -172730,
            -239674,
            -358180,
            -763500,
            -129740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759825834587,
    "expiration_time": 1766277792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 56,
            "offset": 0,
            "multiplier": 3.1984
        }
    }
}

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)