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Trade: IMX/USDT/120/MIDPOINT/WMA/4252

Strategy
IMX/USDT/120/MIDPOINT/WMA/4252
Pair
IMX_USDT
Interval
2h
Score
450942
Daily Profit
0.251188
Profit Factor
1.439874
Profitability
57.777778
Streak
10.661995
Best Strategy
Training Data Length
1353.250000
Evaluation Time
2025-09-28 10:53
Expiration Time
2025-11-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 339920.5933 226235.7863 113684.807 346413.6647 259734.9839 86678.6808
Total P&L (%) 339.9206 226.2358 113.6848 346.4137 259.735 86.6787
Avg Daily Profit (%) 0.2512 0.1672 0.084 0.1106 0.0946 0.0461
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162928 -82176 -124762 -230655 -93328 -175832
Profit Factor 1.4399 1.6951 1.2542 1.3206 1.5548 1.1416
Total Trades 180 90 90 180 90 90
Winning Trades 104 52 52 104 52 52
Losing Trades 76 38 38 76 38 38
Profitability (%) 57.7778 57.7778 57.7778 57.7778 57.7778 57.7778
Ratio Avg Win / Avg Loss 1.0522 1.2387 0.9165 0.9651 1.1362 0.8342
Largest Winning Trade 53206 53206 47075 102154 81380 102154
Largest Losing Trade -37790 -22962 -37790 -84147 -63568 -84147
Avg Bars in Trades 85 63 108 85 63 108
Avg Bars in Winners 67 48 86 67 48 86
Avg Bars in Losers 111 83 139 111 83 139
Bars Traded 15467 5685 9782 15467 5685 9782
Profit Streak 10.662 33.5787 10.662 10.662 33.5787 10.662
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450942 416998 -80865 -43247 -62828 -195946
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643486400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759045996393,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 183,
            "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": [
        [
            339920.5932927681,
            226235.7862566942,
            113684.807036074,
            346413.6647383326,
            259734.9839394863,
            86678.6807988462
        ],
        [
            339.920593,
            226.235786,
            113.684807,
            346.413665,
            259.734984,
            86.678681
        ],
        [
            0.251188,
            0.16718,
            0.084009,
            0.110615,
            0.094646,
            0.046138
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162928,
            -82176,
            -124762,
            -230655,
            -93328,
            -175832
        ],
        [
            1.439874,
            1.695099,
            1.254161,
            1.320644,
            1.554784,
            1.141586
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            57.777778,
            57.777778,
            57.777778,
            57.777778,
            57.777778,
            57.777778
        ],
        [
            1.052216,
            1.238726,
            0.916502,
            0.965086,
            1.136188,
            0.834236
        ],
        [
            53206,
            53206,
            47075,
            102154,
            81380,
            102154
        ],
        [
            -37790,
            -22962,
            -37790,
            -84147,
            -63568,
            -84147
        ],
        [
            85,
            63,
            108,
            85,
            63,
            108
        ],
        [
            67,
            48,
            86,
            67,
            48,
            86
        ],
        [
            111,
            83,
            139,
            111,
            83,
            139
        ],
        [
            15467,
            5685,
            9782,
            15467,
            5685,
            9782
        ],
        [
            10.661995,
            33.578662,
            10.661995,
            10.661995,
            33.578662,
            10.661995
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450942,
            416998,
            -80865,
            -43247,
            -62828,
            -195946
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643486400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759045996393,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 183,
            "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)