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Trade: IMX/USDT/720/LINREG/FWMA/5138

Strategy
IMX/USDT/720/LINREG/FWMA/5138
Pair
IMX_USDT
Interval
12h
Score
339025
Daily Profit
0.180948
Profit Factor
1.883929
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1359.500000
Evaluation Time
2025-09-30 11:23
Expiration Time
2025-11-09 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 458506.5292 296907.3727 161599.1566 954693.0099 -113170.7384 1067863.7483
Total P&L (%) 458.5065 296.9074 161.5992 954.693 -113.1707 1067.8637
Avg Daily Profit (%) 0.3373 0.2184 0.1189 0.1734 0 0.1809
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109499 -100388 -28040 -1607239 -1749786 -382010
Profit Factor 2.2245 2.2385 2.1996 1.2539 0.9557 1.8839
Total Trades 75 37 38 75 37 38
Winning Trades 32 15 17 32 15 17
Losing Trades 43 22 21 43 22 21
Profitability (%) 42.6667 40.5405 44.7368 42.6667 40.5405 44.7368
Ratio Avg Win / Avg Loss 2.9892 3.2831 2.7172 1.6849 1.4016 2.3272
Largest Winning Trade 162466 162466 46417 513470 454095 513470
Largest Losing Trade -31080 -31080 -23476 -408748 -408748 -193449
Avg Bars in Trades 33 36 30 33 36 30
Avg Bars in Winners 55 57 53 55 57 53
Avg Bars in Losers 16 22 11 16 22 11
Bars Traded 2498 1345 1153 2498 1345 1153
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51101 301162 -32165 -55405 -582784 339025
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1647777600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220591057,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "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": [
        [
            458506.5292271961,
            296907.3726763563,
            161599.1565508404,
            954693.0099051753,
            -113170.7384264751,
            1067863.7483316506
        ],
        [
            458.506529,
            296.907373,
            161.599157,
            954.69301,
            -113.170738,
            1067.863748
        ],
        [
            0.337261,
            0.218395,
            0.118867,
            0.173437,
            0,
            0.180948
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109499,
            -100388,
            -28040,
            -1607239,
            -1749786,
            -382010
        ],
        [
            2.224519,
            2.238508,
            2.199623,
            1.253877,
            0.95566,
            1.883929
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            42.666667,
            40.540541,
            44.736842,
            42.666667,
            40.540541,
            44.736842
        ],
        [
            2.989197,
            3.283145,
            2.717181,
            1.684898,
            1.401635,
            2.327207
        ],
        [
            162466,
            162466,
            46417,
            513470,
            454095,
            513470
        ],
        [
            -31080,
            -31080,
            -23476,
            -408748,
            -408748,
            -193449
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            55,
            57,
            53,
            55,
            57,
            53
        ],
        [
            16,
            22,
            11,
            16,
            22,
            11
        ],
        [
            2498,
            1345,
            1153,
            2498,
            1345,
            1153
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51101,
            301162,
            -32165,
            -55405,
            -582784,
            339025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1647777600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220591057,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 3,
            "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)