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Trade: IMX/USDT/480/PWMA/MIDPRICE/2548

Strategy
IMX/USDT/480/PWMA/MIDPRICE/2548
Pair
IMX_USDT
Interval
8h
Score
327702
Daily Profit
0.274285
Profit Factor
2.569053
Profitability
37.142857
Streak
116.097847
Best Strategy
Training Data Length
1360.330000
Evaluation Time
2025-10-01 13:20
Expiration Time
2025-11-11 05:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518196.2699 373117.9897 145078.2803 598970.0864 143811.7333 455158.3532
Total P&L (%) 518.1963 373.118 145.0783 598.9701 143.8117 455.1584
Avg Daily Profit (%) 0.3809 0.2743 0.1066 0.143 0.0655 0.1261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126122 -103515 -59078 -1654812 -1243256 -594977
Profit Factor 2.2165 2.5691 1.7709 1.1868 1.077 1.3402
Total Trades 71 35 36 71 35 36
Winning Trades 35 13 22 35 13 22
Losing Trades 36 22 14 36 22 14
Profitability (%) 49.2958 37.1429 61.1111 49.2958 37.1429 61.1111
Ratio Avg Win / Avg Loss 2.2798 4.3476 1.127 1.2207 1.8225 0.8528
Largest Winning Trade 282463 282463 52484 552735 552735 508883
Largest Losing Trade -44483 -44483 -41461 -571171 -571171 -246265
Avg Bars in Trades 52 61 44 52 61 44
Avg Bars in Winners 65 88 51 65 88 51
Avg Bars in Losers 40 45 32 40 45 32
Bars Traded 3733 2149 1584 3733 2149 1584
Profit Streak 0 116.0978 0 0 116.0978 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77749 327702 -46922 -108279 -244236 -24593
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1647043200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759314054005,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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": [
        [
            518196.2699350419,
            373117.9896593414,
            145078.2802757002,
            598970.086417187,
            143811.7332582487,
            455158.353158938
        ],
        [
            518.19627,
            373.11799,
            145.07828,
            598.970086,
            143.811733,
            455.158353
        ],
        [
            0.380934,
            0.274285,
            0.106649,
            0.143041,
            0.065537,
            0.126084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126122,
            -103515,
            -59078,
            -1654812,
            -1243256,
            -594977
        ],
        [
            2.216465,
            2.569053,
            1.770925,
            1.186789,
            1.076959,
            1.340181
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            13,
            22,
            35,
            13,
            22
        ],
        [
            36,
            22,
            14,
            36,
            22,
            14
        ],
        [
            49.295775,
            37.142857,
            61.111111,
            49.295775,
            37.142857,
            61.111111
        ],
        [
            2.279792,
            4.347629,
            1.126952,
            1.220698,
            1.822546,
            0.852842
        ],
        [
            282463,
            282463,
            52484,
            552735,
            552735,
            508883
        ],
        [
            -44483,
            -44483,
            -41461,
            -571171,
            -571171,
            -246265
        ],
        [
            52,
            61,
            44,
            52,
            61,
            44
        ],
        [
            65,
            88,
            51,
            65,
            88,
            51
        ],
        [
            40,
            45,
            32,
            40,
            45,
            32
        ],
        [
            3733,
            2149,
            1584,
            3733,
            2149,
            1584
        ],
        [
            0,
            116.097847,
            0,
            0,
            116.097847,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77749,
            327702,
            -46922,
            -108279,
            -244236,
            -24593
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4081,
    "evaluation_days": 1360.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1647043200000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759314054005,
    "expiration_time": 1762831584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "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)