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Trade: IMX/USDT/720/HILO/FWMA/5821

Strategy
IMX/USDT/720/HILO/FWMA/5821
Pair
IMX_USDT
Interval
12h
Score
368835
Daily Profit
0.354106
Profit Factor
1.724302
Profitability
40.689655
Streak
31.774681
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-25 21:35
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479459.7648 293885.1965 185574.5684 1062930.3756 694912.9313 368017.4443
Total P&L (%) 479.4598 293.8852 185.5746 1062.9304 694.9129 368.0174
Avg Daily Profit (%) 0.3541 0.2171 0.1371 0.1814 0.1532 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92601 -84673 -43315 -520702 -503700 -214203
Profit Factor 1.7243 1.8033 1.6267 1.4338 1.5172 1.3325
Total Trades 145 73 72 145 73 72
Winning Trades 59 22 37 59 22 37
Losing Trades 86 51 35 86 51 35
Profitability (%) 40.6897 30.137 51.3889 40.6897 30.137 51.3889
Ratio Avg Win / Avg Loss 2.5134 4.1804 1.5387 2.0899 3.5173 1.2604
Largest Winning Trade 143308 143308 41453 297351 297351 142054
Largest Losing Trade -26070 -12607 -26070 -116534 -106885 -116534
Avg Bars in Trades 18 17 18 18 17 18
Avg Bars in Winners 31 37 28 31 37 28
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 2666 1313 1353 2666 1313 1353
Profit Streak 31.7747 31.7747 34.2747 31.7747 31.7747 34.2747
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 368835 -67676 -85442 285478 -68703 -118918

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643328000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825332477,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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": [
        [
            479459.7648493295,
            293885.1964721071,
            185574.5683772225,
            1062930.3756441707,
            694912.9313317796,
            368017.444312391
        ],
        [
            479.459765,
            293.885196,
            185.574568,
            1062.930376,
            694.912931,
            368.017444
        ],
        [
            0.354106,
            0.21705,
            0.137057,
            0.18137,
            0.153224,
            0.114048
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92601,
            -84673,
            -43315,
            -520702,
            -503700,
            -214203
        ],
        [
            1.724302,
            1.803329,
            1.626672,
            1.433767,
            1.517246,
            1.332453
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            59,
            22,
            37,
            59,
            22,
            37
        ],
        [
            86,
            51,
            35,
            86,
            51,
            35
        ],
        [
            40.689655,
            30.136986,
            51.388889,
            40.689655,
            30.136986,
            51.388889
        ],
        [
            2.513389,
            4.180445,
            1.538744,
            2.089898,
            3.517252,
            1.260429
        ],
        [
            143308,
            143308,
            41453,
            297351,
            297351,
            142054
        ],
        [
            -26070,
            -12607,
            -26070,
            -116534,
            -106885,
            -116534
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            31,
            37,
            28,
            31,
            37,
            28
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            2666,
            1313,
            1353,
            2666,
            1313,
            1353
        ],
        [
            31.774681,
            31.774681,
            34.274681,
            31.774681,
            31.774681,
            34.274681
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368835,
            -67676,
            -85442,
            285478,
            -68703,
            -118918
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643328000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825332477,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 37,
            "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)