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Trade: IOTA/USDT/720/ZLMA/PSAR/9269

Strategy
IOTA/USDT/720/ZLMA/PSAR/9269
Pair
IOTA_USDT
Interval
12h
Score
399529
Daily Profit
0.213480
Profit Factor
1.462739
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-10-08 13:44
Expiration Time
2025-12-22 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 534127.2058 449579.2087 84547.9971 350504.0515 389655.3849 -39151.3335
Total P&L (%) 534.1272 449.5792 84.548 350.5041 389.6554 -39.1513
Avg Daily Profit (%) 0.2135 0.1797 0.0338 0.0602 0.0635 -0.0199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136649 -110077 -123988 -724594 -375205 -412203
Profit Factor 1.4627 1.7813 1.1461 1.1216 1.2849 0.9742
Total Trades 261 130 131 261 130 131
Winning Trades 135 66 69 135 66 69
Losing Trades 126 64 62 126 64 62
Profitability (%) 51.7241 50.7692 52.6718 51.7241 50.7692 52.6718
Ratio Avg Win / Avg Loss 1.3652 1.7274 1.0298 1.0468 1.246 0.8753
Largest Winning Trade 184173 184173 49712 191940 188361 191940
Largest Losing Trade -45826 -29772 -45826 -268875 -228743 -268875
Avg Bars in Trades 18 20 16 18 20 16
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 17 21 13 17 21 13
Bars Traded 4807 2638 2169 4807 2638 2169
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 399529 395782 -207200 -197498 -107965 -580360
Evaluation Data
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920257857,
    "expiration_time": 1766366784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            534127.2058001015,
            449579.2086608771,
            84547.9971392241,
            350504.0514754181,
            389655.3849452896,
            -39151.3334698718
        ],
        [
            534.127206,
            449.579209,
            84.547997,
            350.504051,
            389.655385,
            -39.151333
        ],
        [
            0.21348,
            0.179688,
            0.033792,
            0.060178,
            0.063511,
            -0.019853
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136649,
            -110077,
            -123988,
            -724594,
            -375205,
            -412203
        ],
        [
            1.462739,
            1.781345,
            1.146054,
            1.121574,
            1.284889,
            0.974163
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            126,
            64,
            62,
            126,
            64,
            62
        ],
        [
            51.724138,
            50.769231,
            52.671756,
            51.724138,
            50.769231,
            52.671756
        ],
        [
            1.365223,
            1.727365,
            1.029787,
            1.046802,
            1.245953,
            0.875335
        ],
        [
            184173,
            184173,
            49712,
            191940,
            188361,
            191940
        ],
        [
            -45826,
            -29772,
            -45826,
            -268875,
            -228743,
            -268875
        ],
        [
            18,
            20,
            16,
            18,
            20,
            16
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            17,
            21,
            13,
            17,
            21,
            13
        ],
        [
            4807,
            2638,
            2169,
            4807,
            2638,
            2169
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399529,
            395782,
            -207200,
            -197498,
            -107965,
            -580360
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IOTA_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543752000000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759920257857,
    "expiration_time": 1766366784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)