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Trade: IMX/USDT/720/HWMA/DCU/4090

Strategy
IMX/USDT/720/HWMA/DCU/4090
Pair
IMX_USDT
Interval
12h
Score
419754
Daily Profit
0.283331
Profit Factor
1.642422
Profitability
49.397590
Streak
87.087008
Best Strategy
Training Data Length
1361.500000
Evaluation Time
2025-10-02 05:05
Expiration Time
2025-11-11 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385754.8686 303501.7162 82253.1524 405246.8241 349083.0779 56163.7462
Total P&L (%) 385.7549 303.5017 82.2532 405.2468 349.0831 56.1637
Avg Daily Profit (%) 0.2833 0.2229 0.0604 0.119 0.1104 0.0327
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173926 -91219 -168079 -244526 -106753 -231771
Profit Factor 1.6424 1.9608 1.289 1.535 1.8771 1.1563
Total Trades 83 42 41 83 42 41
Winning Trades 41 17 24 41 17 24
Losing Trades 42 25 17 42 25 17
Profitability (%) 49.3976 40.4762 58.5366 49.3976 40.4762 58.5366
Ratio Avg Win / Avg Loss 1.6825 2.8836 0.9131 1.5725 2.7605 0.819
Largest Winning Trade 67052 67052 38096 202799 202799 47145
Largest Losing Trade -50392 -31635 -50392 -138300 -78916 -138300
Avg Bars in Trades 29 30 28 29 30 28
Avg Bars in Winners 29 30 28 29 30 28
Avg Bars in Losers 29 29 29 29 29 29
Bars Traded 2446 1261 1185 2446 1261 1185
Profit Streak 87.087 101.587 87.087 87.087 101.587 87.087
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419754 332536 -111523 -31227 -44370 -197999
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2723,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1652400000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370717469,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06489,
            "nb": 0.14769,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 247,
            "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": [
        [
            385754.868581588,
            303501.7162169313,
            82253.1523646566,
            405246.8240807013,
            349083.077870606,
            56163.7462100953
        ],
        [
            385.754869,
            303.501716,
            82.253152,
            405.246824,
            349.083078,
            56.163746
        ],
        [
            0.283331,
            0.222917,
            0.060414,
            0.119048,
            0.110383,
            0.032744
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173926,
            -91219,
            -168079,
            -244526,
            -106753,
            -231771
        ],
        [
            1.642422,
            1.960844,
            1.289013,
            1.535037,
            1.877117,
            1.156258
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            42,
            25,
            17,
            42,
            25,
            17
        ],
        [
            49.39759,
            40.47619,
            58.536585,
            49.39759,
            40.47619,
            58.536585
        ],
        [
            1.682481,
            2.883594,
            0.913051,
            1.572477,
            2.760466,
            0.819016
        ],
        [
            67052,
            67052,
            38096,
            202799,
            202799,
            47145
        ],
        [
            -50392,
            -31635,
            -50392,
            -138300,
            -78916,
            -138300
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            29,
            30,
            28,
            29,
            30,
            28
        ],
        [
            29,
            29,
            29,
            29,
            29,
            29
        ],
        [
            2446,
            1261,
            1185,
            2446,
            1261,
            1185
        ],
        [
            87.087008,
            101.587008,
            87.087008,
            87.087008,
            101.587008,
            87.087008
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419754,
            332536,
            -111523,
            -31227,
            -44370,
            -197999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2723,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1652400000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370717469,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.06489,
            "nb": 0.14769,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 247,
            "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)