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Trade: IOTA/USDT/720/SWMA/ALMA/4484

Strategy
IOTA/USDT/720/SWMA/ALMA/4484
Pair
IOTA_USDT
Interval
12h
Score
355260
Daily Profit
0.255360
Profit Factor
1.839452
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
2508.000000
Evaluation Time
2025-10-05 22:00
Expiration Time
2025-12-19 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640443.4886 590831.6323 49611.8564 90961.7351 73944.0951 17017.64
Total P&L (%) 640.4435 590.8316 49.6119 90.9617 73.9441 17.0176
Avg Daily Profit (%) 0.2554 0.2356 0.0198 0.0258 0.0221 0.0063
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157580 -161456 -69049 -1247064 -1096840 -391152
Profit Factor 1.8395 2.4669 1.1377 1.0255 1.0351 1.0117
Total Trades 112 56 56 112 56 56
Winning Trades 49 20 29 49 20 29
Losing Trades 63 36 27 63 36 27
Profitability (%) 43.75 35.7143 51.7857 43.75 35.7143 51.7857
Ratio Avg Win / Avg Loss 2.365 4.4405 1.0593 1.3185 1.8632 0.9419
Largest Winning Trade 480522 480522 61553 667861 667861 227439
Largest Losing Trade -40590 -32358 -40590 -459877 -459877 -297262
Avg Bars in Trades 43 38 48 43 38 48
Avg Bars in Winners 56 58 54 56 58 54
Avg Bars in Losers 33 27 42 33 27 42
Bars Traded 4877 2153 2724 4877 2153 2724
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 355260 -172845 -416628 -353000 -530047 -582518
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759690855363,
    "expiration_time": 1766166336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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": [
        [
            640443.4886331123,
            590831.6322564547,
            49611.856376657,
            90961.7351221864,
            73944.0950725322,
            17017.6400496542
        ],
        [
            640.443489,
            590.831632,
            49.611856,
            90.961735,
            73.944095,
            17.01764
        ],
        [
            0.25536,
            0.235579,
            0.019781,
            0.025797,
            0.022074,
            0.006266
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157580,
            -161456,
            -69049,
            -1247064,
            -1096840,
            -391152
        ],
        [
            1.839452,
            2.466945,
            1.137747,
            1.025518,
            1.03512,
            1.011662
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            63,
            36,
            27,
            63,
            36,
            27
        ],
        [
            43.75,
            35.714286,
            51.785714,
            43.75,
            35.714286,
            51.785714
        ],
        [
            2.36501,
            4.440501,
            1.059282,
            1.318523,
            1.863216,
            0.941893
        ],
        [
            480522,
            480522,
            61553,
            667861,
            667861,
            227439
        ],
        [
            -40590,
            -32358,
            -40590,
            -459877,
            -459877,
            -297262
        ],
        [
            43,
            38,
            48,
            43,
            38,
            48
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            33,
            27,
            42,
            33,
            27,
            42
        ],
        [
            4877,
            2153,
            2724,
            4877,
            2153,
            2724
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355260,
            -172845,
            -416628,
            -353000,
            -530047,
            -582518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759690855363,
    "expiration_time": 1766166336000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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)