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Trade: IMX/USDT/120/MIDPRICE/WMA/7900

Strategy
IMX/USDT/120/MIDPRICE/WMA/7900
Pair
IMX_USDT
Interval
2h
Score
309767
Daily Profit
0.163699
Profit Factor
1.265834
Profitability
53.551913
Streak
0.000000
Best Strategy
Training Data Length
1360.250000
Evaluation Time
2025-10-01 17:55
Expiration Time
2025-11-19 15:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 222671.9392 166246.5179 56425.4213 -47408.8718 55938.4766 -103347.3484
Total P&L (%) 222.6719 166.2465 56.4254 -47.4089 55.9385 -103.3473
Avg Daily Profit (%) 0.1637 0.1222 0.0415 -0.0472 0.0327 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176523 -84624 -151615 -315356 -98411 -299901
Profit Factor 1.2658 1.4865 1.1138 0.9478 1.1631 0.8175
Total Trades 183 92 91 183 92 91
Winning Trades 98 48 50 98 48 50
Losing Trades 85 44 41 85 44 41
Profitability (%) 53.5519 52.1739 54.9451 53.5519 52.1739 54.9451
Ratio Avg Win / Avg Loss 1.0979 1.3626 0.9133 0.8221 1.0662 0.6703
Largest Winning Trade 55447 55447 41580 100621 100621 53147
Largest Losing Trade -85927 -28093 -85927 -163184 -74194 -163184
Avg Bars in Trades 84 57 111 84 57 111
Avg Bars in Winners 83 43 121 83 43 121
Avg Bars in Losers 86 74 99 86 74 99
Bars Traded 15516 5335 10181 15516 5335 10181
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 309767 -28652 -235101 -579359 -191284 -580448
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16323,
    "evaluation_days": 1360.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330546575,
    "expiration_time": 1763558121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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": [
        [
            222671.9391542945,
            166246.5178773954,
            56425.4212768991,
            -47408.8717932335,
            55938.4765805772,
            -103347.3483738108
        ],
        [
            222.671939,
            166.246518,
            56.425421,
            -47.408872,
            55.938477,
            -103.347348
        ],
        [
            0.163699,
            0.122218,
            0.041482,
            -0.047232,
            0.032668,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176523,
            -84624,
            -151615,
            -315356,
            -98411,
            -299901
        ],
        [
            1.265834,
            1.486466,
            1.113786,
            0.947847,
            1.163142,
            0.817456
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            53.551913,
            52.173913,
            54.945055,
            53.551913,
            52.173913,
            54.945055
        ],
        [
            1.097917,
            1.362594,
            0.913304,
            0.822112,
            1.066214,
            0.670314
        ],
        [
            55447,
            55447,
            41580,
            100621,
            100621,
            53147
        ],
        [
            -85927,
            -28093,
            -85927,
            -163184,
            -74194,
            -163184
        ],
        [
            84,
            57,
            111,
            84,
            57,
            111
        ],
        [
            83,
            43,
            121,
            83,
            43,
            121
        ],
        [
            86,
            74,
            99,
            86,
            74,
            99
        ],
        [
            15516,
            5335,
            10181,
            15516,
            5335,
            10181
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309767,
            -28652,
            -235101,
            -579359,
            -191284,
            -580448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16323,
    "evaluation_days": 1360.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330546575,
    "expiration_time": 1763558121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 166,
            "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)