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Trade: IOTA/USDT/720/SWMA/DCU/5944

Strategy
IOTA/USDT/720/SWMA/DCU/5944
Pair
IOTA_USDT
Interval
12h
Score
340960
Daily Profit
0.172753
Profit Factor
2.606894
Profitability
42.500000
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 535881.6457 432054.1958 103827.4499 622320.4218 510353.5882 111966.8336
Total P&L (%) 535.8816 432.0542 103.8275 622.3204 510.3536 111.9668
Avg Daily Profit (%) 0.2143 0.1728 0.0415 0.0791 0.0724 0.03
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109855 -76474 -68384 -2834206 -1715906 -1313267
Profit Factor 2.1635 2.6069 1.5416 1.0731 1.0985 1.0336
Total Trades 81 40 41 81 40 41
Winning Trades 36 17 19 36 17 19
Losing Trades 45 23 22 45 23 22
Profitability (%) 44.4444 42.5 46.3415 44.4444 42.5 46.3415
Ratio Avg Win / Avg Loss 2.7044 3.527 1.785 1.3414 1.4862 1.1968
Largest Winning Trade 333187 333187 63086 1267642 1267642 718239
Largest Losing Trade -32924 -32924 -32485 -708446 -708446 -667780
Avg Bars in Trades 58 85 31 58 85 31
Avg Bars in Winners 79 122 41 79 122 41
Avg Bars in Losers 41 58 23 41 58 23
Bars Traded 4713 3421 1292 4713 3421 1292
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 -6162 340960 -136169 -245491 -211022 -337683
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759825834171,
    "expiration_time": 1766277792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "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": [
        [
            535881.6457338668,
            432054.1957883831,
            103827.4499454842,
            622320.4218065807,
            510353.5882309545,
            111966.8335756249
        ],
        [
            535.881646,
            432.054196,
            103.82745,
            622.320422,
            510.353588,
            111.966834
        ],
        [
            0.214267,
            0.172753,
            0.041514,
            0.079092,
            0.072352,
            0.030043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109855,
            -76474,
            -68384,
            -2834206,
            -1715906,
            -1313267
        ],
        [
            2.163521,
            2.606894,
            1.541632,
            1.073098,
            1.098467,
            1.033618
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            44.444444,
            42.5,
            46.341463,
            44.444444,
            42.5,
            46.341463
        ],
        [
            2.704401,
            3.526974,
            1.785048,
            1.341373,
            1.486162,
            1.196821
        ],
        [
            333187,
            333187,
            63086,
            1267642,
            1267642,
            718239
        ],
        [
            -32924,
            -32924,
            -32485,
            -708446,
            -708446,
            -667780
        ],
        [
            58,
            85,
            31,
            58,
            85,
            31
        ],
        [
            79,
            122,
            41,
            79,
            122,
            41
        ],
        [
            41,
            58,
            23,
            41,
            58,
            23
        ],
        [
            4713,
            3421,
            1292,
            4713,
            3421,
            1292
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6162,
            340960,
            -136169,
            -245491,
            -211022,
            -337683
        ]
    ]
}
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": 1548374400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759825834171,
    "expiration_time": 1766277792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 29,
            "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)