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Trade: IMX/USDT/360/PWMA/KCL/8323

Strategy
IMX/USDT/360/PWMA/KCL/8323
Pair
IMX_USDT
Interval
6h
Score
343757
Daily Profit
0.203062
Profit Factor
1.674609
Profitability
54.216867
Streak
16.916844
Best Strategy
Training Data Length
1359.250000
Evaluation Time
2025-09-30 13:00
Expiration Time
2025-11-10 02:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276011.95 178497.2809 97514.6691 269824.1734 285041.2576 -15217.0842
Total P&L (%) 276.012 178.4973 97.5147 269.8242 285.0413 -15.2171
Avg Daily Profit (%) 0.2031 0.1313 0.0717 0.0963 0.0992 -0.0121
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79313 -26096 -72668 -612545 -157724 -455707
Profit Factor 1.6746 2.5779 1.3294 1.1745 1.6784 0.9865
Total Trades 83 42 41 83 42 41
Winning Trades 45 23 22 45 23 22
Losing Trades 38 19 19 38 19 19
Profitability (%) 54.2169 54.7619 53.6585 54.2169 54.7619 53.6585
Ratio Avg Win / Avg Loss 1.4141 2.1295 1.1481 0.9918 1.3865 0.852
Largest Winning Trade 63584 47332 63584 228016 125824 228016
Largest Losing Trade -35216 -16243 -35216 -269570 -77010 -269570
Avg Bars in Trades 61 23 100 61 23 100
Avg Bars in Winners 87 30 146 87 30 146
Avg Bars in Losers 31 16 47 31 16 47
Bars Traded 5132 1006 4126 5132 1006 4126
Profit Streak 16.9168 42.4168 0 16.9168 42.4168 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 343757 -11307 -96376 -94883 -56934 -580268
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5437,
    "evaluation_days": 1359.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644148800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759226415340,
    "expiration_time": 1762735176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            276011.9499617923,
            178497.2808867533,
            97514.669075039,
            269824.1734233053,
            285041.2575930521,
            -15217.0841697469
        ],
        [
            276.01195,
            178.497281,
            97.514669,
            269.824173,
            285.041258,
            -15.217084
        ],
        [
            0.203062,
            0.13132,
            0.071742,
            0.096265,
            0.099235,
            -0.012144
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79313,
            -26096,
            -72668,
            -612545,
            -157724,
            -455707
        ],
        [
            1.674609,
            2.577872,
            1.329421,
            1.174475,
            1.678432,
            0.98649
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            54.216867,
            54.761905,
            53.658537,
            54.216867,
            54.761905,
            53.658537
        ],
        [
            1.414115,
            2.129546,
            1.148137,
            0.991779,
            1.386531,
            0.851968
        ],
        [
            63584,
            47332,
            63584,
            228016,
            125824,
            228016
        ],
        [
            -35216,
            -16243,
            -35216,
            -269570,
            -77010,
            -269570
        ],
        [
            61,
            23,
            100,
            61,
            23,
            100
        ],
        [
            87,
            30,
            146,
            87,
            30,
            146
        ],
        [
            31,
            16,
            47,
            31,
            16,
            47
        ],
        [
            5132,
            1006,
            4126,
            5132,
            1006,
            4126
        ],
        [
            16.916844,
            42.416844,
            0,
            16.916844,
            42.416844,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343757,
            -11307,
            -96376,
            -94883,
            -56934,
            -580268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5437,
    "evaluation_days": 1359.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644148800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759226415340,
    "expiration_time": 1762735176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 18,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)