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Trade: IMX/USDT/360/SWMA/ALMA/3127

Strategy
IMX/USDT/360/SWMA/ALMA/3127
Pair
IMX_USDT
Interval
6h
Score
342148
Daily Profit
0.149189
Profit Factor
1.767320
Profitability
54.838710
Streak
50.681551
Best Strategy
Training Data Length
1370.000000
Evaluation Time
2025-10-11 07:21
Expiration Time
2025-11-21 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 208004.2842 204389.063 3615.2212 -743871.6909 -172999.0785 -570872.6124
Total P&L (%) 208.0043 204.3891 3.6152 -743.8717 -172.9991 -570.8726
Avg Daily Profit (%) 0.1518 0.1492 0.0026 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222603 -60198 -243670 -925319 -342544 -754956
Profit Factor 1.3522 1.7673 1.0112 0.5868 0.8225 0.3086
Total Trades 62 31 31 62 31 31
Winning Trades 42 17 25 31 15 16
Losing Trades 20 14 6 31 16 15
Profitability (%) 67.7419 54.8387 80.6452 50 48.3871 51.6129
Ratio Avg Win / Avg Loss 0.6439 1.4554 0.2427 0.5868 0.8773 0.2893
Largest Winning Trade 72896 72896 29945 368149 368149 45128
Largest Losing Trade -222603 -60198 -222603 -271467 -271467 -239458
Avg Bars in Trades 84 96 72 84 96 72
Avg Bars in Winners 62 70 57 82 102 64
Avg Bars in Losers 131 128 138 86 90 81
Bars Traded 5246 2989 2257 5246 2989 2257
Profit Streak 50.6816 50.6816 63.4316 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149264 342148 -560521 -739277 -581445 -580608
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5480,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644235200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760156485989,
    "expiration_time": 1763691840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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": [
        [
            208004.2842072243,
            204389.0630073627,
            3615.2211998616,
            -743871.690945555,
            -172999.0785155759,
            -570872.612429979
        ],
        [
            208.004284,
            204.389063,
            3.615221,
            -743.871691,
            -172.999079,
            -570.872612
        ],
        [
            0.151828,
            0.149189,
            0.002639,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222603,
            -60198,
            -243670,
            -925319,
            -342544,
            -754956
        ],
        [
            1.352225,
            1.76732,
            1.011152,
            0.586774,
            0.822468,
            0.308608
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            42,
            17,
            25,
            31,
            15,
            16
        ],
        [
            20,
            14,
            6,
            31,
            16,
            15
        ],
        [
            67.741935,
            54.83871,
            80.645161,
            50,
            48.387097,
            51.612903
        ],
        [
            0.643917,
            1.45544,
            0.242676,
            0.586774,
            0.8773,
            0.28932
        ],
        [
            72896,
            72896,
            29945,
            368149,
            368149,
            45128
        ],
        [
            -222603,
            -60198,
            -222603,
            -271467,
            -271467,
            -239458
        ],
        [
            84,
            96,
            72,
            84,
            96,
            72
        ],
        [
            62,
            70,
            57,
            82,
            102,
            64
        ],
        [
            131,
            128,
            138,
            86,
            90,
            81
        ],
        [
            5246,
            2989,
            2257,
            5246,
            2989,
            2257
        ],
        [
            50.681551,
            50.681551,
            63.431551,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149264,
            342148,
            -560521,
            -739277,
            -581445,
            -580608
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5480,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1644235200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760156485989,
    "expiration_time": 1763691840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 112,
            "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)