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Trade: IMX/USDT/720/HMA/FWMA/7929

Strategy
IMX/USDT/720/HMA/FWMA/7929
Pair
IMX_USDT
Interval
12h
Score
336863
Daily Profit
0.255289
Profit Factor
1.495126
Profitability
42.857143
Streak
41.116448
Best Strategy
Training Data Length
1364.500000
Evaluation Time
2025-10-05 05:47
Expiration Time
2025-11-15 00:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348341.4205 216842.0728 131499.3477 524532.5153 411418.7969 113113.7184
Total P&L (%) 348.3414 216.8421 131.4993 524.5325 411.4188 113.1137
Avg Daily Profit (%) 0.2553 0.1589 0.0964 0.1343 0.1197 0.0555
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92666 -78578 -131339 -289475 -263138 -309480
Profit Factor 1.4951 1.6064 1.3801 1.3522 1.5569 1.1508
Total Trades 147 74 73 147 74 73
Winning Trades 63 29 34 63 29 34
Losing Trades 84 45 39 84 45 39
Profitability (%) 42.8571 39.1892 46.5753 42.8571 39.1892 46.5753
Ratio Avg Win / Avg Loss 1.9935 2.4927 1.583 1.803 2.4158 1.32
Largest Winning Trade 71211 71211 37284 166150 166150 113201
Largest Losing Trade -21425 -15846 -21425 -63990 -61505 -63990
Avg Bars in Trades 17 17 16 17 17 16
Avg Bars in Winners 26 26 25 26 26 25
Avg Bars in Losers 10 12 7 10 12 7
Bars Traded 2504 1320 1184 2504 1320 1184
Profit Streak 41.1164 41.1164 43.1164 41.1164 41.1164 43.1164
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336863 -57524 -135085 -12879 -98307 -246001
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2729,
    "evaluation_days": 1364.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1650110400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632461136,
    "expiration_time": 1763159184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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": [
        [
            348341.4204913738,
            216842.0727609319,
            131499.3477304421,
            524532.5152971491,
            411418.7969009141,
            113113.718396235
        ],
        [
            348.34142,
            216.842073,
            131.499348,
            524.532515,
            411.418797,
            113.113718
        ],
        [
            0.255289,
            0.158917,
            0.096372,
            0.13434,
            0.119677,
            0.055468
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92666,
            -78578,
            -131339,
            -289475,
            -263138,
            -309480
        ],
        [
            1.495126,
            1.606428,
            1.380091,
            1.352247,
            1.556869,
            1.150759
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            63,
            29,
            34,
            63,
            29,
            34
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            42.857143,
            39.189189,
            46.575342,
            42.857143,
            39.189189,
            46.575342
        ],
        [
            1.993501,
            2.492733,
            1.583045,
            1.802996,
            2.415831,
            1.319988
        ],
        [
            71211,
            71211,
            37284,
            166150,
            166150,
            113201
        ],
        [
            -21425,
            -15846,
            -21425,
            -63990,
            -61505,
            -63990
        ],
        [
            17,
            17,
            16,
            17,
            17,
            16
        ],
        [
            26,
            26,
            25,
            26,
            26,
            25
        ],
        [
            10,
            12,
            7,
            10,
            12,
            7
        ],
        [
            2504,
            1320,
            1184,
            2504,
            1320,
            1184
        ],
        [
            41.116448,
            41.116448,
            43.116448,
            41.116448,
            41.116448,
            43.116448
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336863,
            -57524,
            -135085,
            -12879,
            -98307,
            -246001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2729,
    "evaluation_days": 1364.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1650110400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632461136,
    "expiration_time": 1763159184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "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)