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Trade: IMX/USDT/240/PWMA/SSF/6686

Strategy
IMX/USDT/240/PWMA/SSF/6686
Pair
IMX_USDT
Interval
4h
Score
328056
Daily Profit
0.184596
Profit Factor
1.339183
Profitability
53.225806
Streak
20.738879
Best Strategy
Training Data Length
1361.500000
Evaluation Time
2025-10-02 20:43
Expiration Time
2025-11-12 14:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 251327.7828 192951.5418 58376.2409 -24699.0093 53626.1376 -78325.1469
Total P&L (%) 251.3278 192.9515 58.3762 -24.699 53.6261 -78.3251
Avg Daily Profit (%) 0.1846 0.1417 0.0429 -0.0208 0.0315 -0.1122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254513 -131671 -190782 -470670 -154241 -405045
Profit Factor 1.3392 1.5271 1.1557 0.9768 1.1046 0.8581
Total Trades 124 62 62 124 62 62
Winning Trades 66 27 39 66 27 39
Losing Trades 58 35 23 58 35 23
Profitability (%) 53.2258 43.5484 62.9032 53.2258 43.5484 62.9032
Ratio Avg Win / Avg Loss 1.1769 1.9796 0.6816 0.8584 1.4319 0.5061
Largest Winning Trade 138181 138181 30367 245858 245858 48354
Largest Losing Trade -71034 -27049 -71034 -240126 -99690 -240126
Avg Bars in Trades 64 59 69 64 59 69
Avg Bars in Winners 83 82 84 83 82 84
Avg Bars in Losers 41 40 43 41 40 43
Bars Traded 7944 3665 4279 7944 3665 4279
Profit Streak 20.7389 29.7389 0 20.7389 29.7389 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 328056 -157690 -339839 -579478 -413691 -733285
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8169,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644019200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759427039195,
    "expiration_time": 1762949808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            251327.7827809418,
            192951.5418409054,
            58376.2409400364,
            -24699.0092982529,
            53626.1376055992,
            -78325.1469038521
        ],
        [
            251.327783,
            192.951542,
            58.376241,
            -24.699009,
            53.626138,
            -78.325147
        ],
        [
            0.184596,
            0.14172,
            0.042876,
            -0.020833,
            0.03154,
            -0.112241
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254513,
            -131671,
            -190782,
            -470670,
            -154241,
            -405045
        ],
        [
            1.339183,
            1.527097,
            1.155705,
            0.976795,
            1.104643,
            0.858087
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            66,
            27,
            39,
            66,
            27,
            39
        ],
        [
            58,
            35,
            23,
            58,
            35,
            23
        ],
        [
            53.225806,
            43.548387,
            62.903226,
            53.225806,
            43.548387,
            62.903226
        ],
        [
            1.176857,
            1.97957,
            0.68157,
            0.858396,
            1.431945,
            0.506051
        ],
        [
            138181,
            138181,
            30367,
            245858,
            245858,
            48354
        ],
        [
            -71034,
            -27049,
            -71034,
            -240126,
            -99690,
            -240126
        ],
        [
            64,
            59,
            69,
            64,
            59,
            69
        ],
        [
            83,
            82,
            84,
            83,
            82,
            84
        ],
        [
            41,
            40,
            43,
            41,
            40,
            43
        ],
        [
            7944,
            3665,
            4279,
            7944,
            3665,
            4279
        ],
        [
            20.738879,
            29.738879,
            0,
            20.73888,
            29.73888,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328056,
            -157690,
            -339839,
            -579478,
            -413691,
            -733285
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8169,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644019200000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759427039195,
    "expiration_time": 1762949808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 213,
            "offset": 0,
            "poles": 2
        }
    }
}

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)