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Trade: IMX/USDT/120/PWMA/MIDPRICE/4711

Strategy
IMX/USDT/120/PWMA/MIDPRICE/4711
Pair
IMX_USDT
Interval
2h
Score
318959
Daily Profit
0.365059
Profit Factor
1.670845
Profitability
37.569061
Streak
21.858399
Best Strategy
Training Data Length
1358.920000
Evaluation Time
2025-09-30 09:36
Expiration Time
2025-11-18 06:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496085.7445 332608.8954 163476.8491 801334.6079 634730.7114 166603.8965
Total P&L (%) 496.0857 332.6089 163.4768 801.3346 634.7307 166.6039
Avg Daily Profit (%) 0.3651 0.2448 0.1203 0.1619 0.1469 0.0722
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151256 -85505 -76878 -491289 -392699 -308249
Profit Factor 1.6708 1.8664 1.4597 1.2956 1.4579 1.1258
Total Trades 181 91 90 181 91 90
Winning Trades 68 29 39 68 29 39
Losing Trades 113 62 51 113 62 51
Profitability (%) 37.5691 31.8681 43.3333 37.5691 31.8681 43.3333
Ratio Avg Win / Avg Loss 2.7766 3.9903 1.9089 2.1531 3.1169 1.4722
Largest Winning Trade 152521 152521 43257 262428 262428 207972
Largest Losing Trade -31630 -19410 -31630 -102564 -100539 -102564
Avg Bars in Trades 88 83 93 88 83 93
Avg Bars in Winners 162 169 157 162 169 157
Avg Bars in Losers 43 42 45 43 42 45
Bars Traded 16013 7567 8446 16013 7567 8446
Profit Streak 21.8584 31.9417 0 21.8584 31.9417 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318959 170073 -33142 199576 -1230 -181609
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16307,
    "evaluation_days": 1358.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759214165677,
    "expiration_time": 1763438774400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 18,
            "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": [
        [
            496085.7445002913,
            332608.8953867745,
            163476.8491135163,
            801334.6079312244,
            634730.7114163708,
            166603.8965148537
        ],
        [
            496.085745,
            332.608895,
            163.476849,
            801.334608,
            634.730711,
            166.603897
        ],
        [
            0.365059,
            0.24476,
            0.120299,
            0.161929,
            0.146866,
            0.072186
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151256,
            -85505,
            -76878,
            -491289,
            -392699,
            -308249
        ],
        [
            1.670845,
            1.866431,
            1.459709,
            1.295642,
            1.457909,
            1.125802
        ],
        [
            181,
            91,
            90,
            181,
            91,
            90
        ],
        [
            68,
            29,
            39,
            68,
            29,
            39
        ],
        [
            113,
            62,
            51,
            113,
            62,
            51
        ],
        [
            37.569061,
            31.868132,
            43.333333,
            37.569061,
            31.868132,
            43.333333
        ],
        [
            2.776551,
            3.9903,
            1.90885,
            2.153052,
            3.116908,
            1.472202
        ],
        [
            152521,
            152521,
            43257,
            262428,
            262428,
            207972
        ],
        [
            -31630,
            -19410,
            -31630,
            -102564,
            -100539,
            -102564
        ],
        [
            88,
            83,
            93,
            88,
            83,
            93
        ],
        [
            162,
            169,
            157,
            162,
            169,
            157
        ],
        [
            43,
            42,
            45,
            43,
            42,
            45
        ],
        [
            16013,
            7567,
            8446,
            16013,
            7567,
            8446
        ],
        [
            21.858399,
            31.941732,
            0,
            21.858399,
            31.941732,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318959,
            170073,
            -33142,
            199576,
            -1230,
            -181609
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16307,
    "evaluation_days": 1358.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759214165677,
    "expiration_time": 1763438774400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 18,
            "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)