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Trade: IMX/USDT/120/WMA/SWMA/1878

Strategy
IMX/USDT/120/WMA/SWMA/1878
Pair
IMX_USDT
Interval
2h
Score
385782
Daily Profit
0.273216
Profit Factor
1.461879
Profitability
54.545455
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 371641.7433 229963.3993 141678.344 289200.7492 231760.2137 57440.5354
Total P&L (%) 371.6417 229.9634 141.6783 289.2007 231.7602 57.4405
Avg Daily Profit (%) 0.2732 0.1691 0.1042 0.1 0.0882 0.0334
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152976 -82563 -88369 -192004 -138901 -155056
Profit Factor 1.4619 1.5425 1.3721 1.2353 1.4175 1.0852
Total Trades 154 77 77 154 77 77
Winning Trades 84 37 47 84 37 47
Losing Trades 70 40 30 70 40 30
Profitability (%) 54.5455 48.0519 61.039 54.5455 48.0519 61.039
Ratio Avg Win / Avg Loss 1.2182 1.6676 0.8758 1.0294 1.5324 0.6927
Largest Winning Trade 80545 80545 35842 101415 101415 94142
Largest Losing Trade -52818 -28598 -52818 -122314 -77350 -122314
Avg Bars in Trades 103 93 114 103 93 114
Avg Bars in Winners 117 105 127 117 105 127
Avg Bars in Losers 87 82 93 87 82 93
Bars Traded 16014 7232 8783 16014 7232 8783
Profit Streak 0 33.2887 0 0 33.2887 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385782 -32140 -95323 -58450 -115465 -317832
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": 1643299200000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330547568,
    "expiration_time": 1763558121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "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": [
        [
            371641.7433223778,
            229963.3992753973,
            141678.3440469803,
            289200.7491657716,
            231760.2137320301,
            57440.5354337415
        ],
        [
            371.641743,
            229.963399,
            141.678344,
            289.200749,
            231.760214,
            57.440535
        ],
        [
            0.273216,
            0.16906,
            0.104156,
            0.099953,
            0.088202,
            0.033373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152976,
            -82563,
            -88369,
            -192004,
            -138901,
            -155056
        ],
        [
            1.461879,
            1.54253,
            1.372096,
            1.235297,
            1.417457,
            1.085234
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            70,
            40,
            30,
            70,
            40,
            30
        ],
        [
            54.545455,
            48.051948,
            61.038961,
            54.545455,
            48.051948,
            61.038961
        ],
        [
            1.218233,
            1.6676,
            0.875806,
            1.029415,
            1.532386,
            0.692703
        ],
        [
            80545,
            80545,
            35842,
            101415,
            101415,
            94142
        ],
        [
            -52818,
            -28598,
            -52818,
            -122314,
            -77350,
            -122314
        ],
        [
            103,
            93,
            114,
            103,
            93,
            114
        ],
        [
            117,
            105,
            127,
            117,
            105,
            127
        ],
        [
            87,
            82,
            93,
            87,
            82,
            93
        ],
        [
            16014,
            7232,
            8783,
            16014,
            7232,
            8783
        ],
        [
            0,
            33.288745,
            0,
            0,
            33.288745,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385782,
            -32140,
            -95323,
            -58450,
            -115465,
            -317832
        ]
    ]
}
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": 1643299200000,
    "last_datapoint_time": 1759327200000,
    "evaluation_time": 1759330547568,
    "expiration_time": 1763558121600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 91,
            "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)