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Trade: IMX/USDT/720/HWMA/HMA/3952

Strategy
IMX/USDT/720/HWMA/HMA/3952
Pair
IMX_USDT
Interval
12h
Score
542264
Daily Profit
0.390715
Profit Factor
2.485357
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
1364.500000
Evaluation Time
2025-10-05 11:52
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 533130.0052 344077.2363 189052.7689 1998420.2021 1031223.4386 967196.7635
Total P&L (%) 533.13 344.0772 189.0528 1998.4202 1031.2234 967.1968
Avg Daily Profit (%) 0.3907 0.2522 0.1386 0.2233 0.1779 0.1737
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -45463 -39608 -83785 -930604 -785599 -930604
Profit Factor 2.4854 3.519 1.8503 1.7307 1.8682 1.6252
Total Trades 86 43 43 86 43 43
Winning Trades 44 17 27 44 17 27
Losing Trades 42 26 16 42 26 16
Profitability (%) 51.1628 39.5349 62.7907 51.1628 39.5349 62.7907
Ratio Avg Win / Avg Loss 2.3724 5.382 1.0965 1.6521 2.8572 0.9631
Largest Winning Trade 209324 209324 63241 811582 670995 811582
Largest Losing Trade -40449 -17052 -40449 -930604 -358351 -930604
Avg Bars in Trades 29 25 33 29 25 33
Avg Bars in Winners 39 35 42 39 35 42
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 2544 1094 1450 2544 1094 1450
Profit Streak 0 34.3698 0 0 34.3698 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542264 416754 -3962 438331 295049 353546
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": 1646222400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654348415,
    "expiration_time": 1763159184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 64,
            "na": 0.75543,
            "nb": 0.1,
            "nc": 0.51992
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 96,
            "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": [
        [
            533130.0052015231,
            344077.2363203646,
            189052.7688811581,
            1998420.2020684816,
            1031223.4385736503,
            967196.763494831
        ],
        [
            533.130005,
            344.077236,
            189.052769,
            1998.420202,
            1031.223439,
            967.196763
        ],
        [
            0.390715,
            0.252164,
            0.138551,
            0.223317,
            0.177944,
            0.173666
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -45463,
            -39608,
            -83785,
            -930604,
            -785599,
            -930604
        ],
        [
            2.485357,
            3.518992,
            1.850322,
            1.730735,
            1.868201,
            1.625193
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            42,
            26,
            16,
            42,
            26,
            16
        ],
        [
            51.162791,
            39.534884,
            62.790698,
            51.162791,
            39.534884,
            62.790698
        ],
        [
            2.372386,
            5.381988,
            1.096487,
            1.652065,
            2.857249,
            0.963077
        ],
        [
            209324,
            209324,
            63241,
            811582,
            670995,
            811582
        ],
        [
            -40449,
            -17052,
            -40449,
            -930604,
            -358351,
            -930604
        ],
        [
            29,
            25,
            33,
            29,
            25,
            33
        ],
        [
            39,
            35,
            42,
            39,
            35,
            42
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            2544,
            1094,
            1450,
            2544,
            1094,
            1450
        ],
        [
            0,
            34.369773,
            0,
            0,
            34.369773,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542264,
            416754,
            -3962,
            438331,
            295049,
            353546
        ]
    ]
}
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": 1646222400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759654348415,
    "expiration_time": 1763159184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 64,
            "na": 0.75543,
            "nb": 0.1,
            "nc": 0.51992
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 96,
            "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)