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Trade: IMX/USDT/720/SMA/HWMA/5833

Strategy
IMX/USDT/720/SMA/HWMA/5833
Pair
IMX_USDT
Interval
12h
Score
339615
Daily Profit
0.291882
Profit Factor
1.671920
Profitability
41.758242
Streak
23.938518
Best Strategy
Training Data Length
1361.500000
Evaluation Time
2025-10-02 13:31
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 397396.7278 258525.0243 138871.7034 260059.5499 200753.7621 59305.7878
Total P&L (%) 397.3967 258.525 138.8717 260.0596 200.7538 59.3058
Avg Daily Profit (%) 0.2919 0.1899 0.102 0.0941 0.0809 0.0342
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119482 -82218 -73316 -239770 -116594 -190383
Profit Factor 1.6719 1.7624 1.5504 1.2659 1.3901 1.1279
Total Trades 91 46 45 91 46 45
Winning Trades 38 16 22 38 16 22
Losing Trades 53 30 23 53 30 23
Profitability (%) 41.7582 34.7826 48.8889 41.7582 34.7826 48.8889
Ratio Avg Win / Avg Loss 2.3319 3.3044 1.6208 1.7655 2.6065 1.1792
Largest Winning Trade 138094 138094 35528 105803 105803 65452
Largest Losing Trade -53860 -25769 -53860 -169612 -38855 -169612
Avg Bars in Trades 29 28 30 29 28 30
Avg Bars in Winners 44 45 42 44 45 42
Avg Bars in Losers 18 18 18 18 18 18
Bars Traded 2663 1292 1371 2663 1292 1371
Profit Streak 23.9385 41.9385 0 23.9385 41.9385 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339615 210971 -54448 -68441 -88199 -228092
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": 1642896000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401087926,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            397396.7277598146,
            258525.0243366024,
            138871.7034232123,
            260059.549864792,
            200753.7620800787,
            59305.7877847132
        ],
        [
            397.396728,
            258.525024,
            138.871703,
            260.05955,
            200.753762,
            59.305788
        ],
        [
            0.291882,
            0.189883,
            0.101999,
            0.094139,
            0.080908,
            0.034207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119482,
            -82218,
            -73316,
            -239770,
            -116594,
            -190383
        ],
        [
            1.67192,
            1.762369,
            1.550363,
            1.265855,
            1.39013,
            1.127919
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            53,
            30,
            23,
            53,
            30,
            23
        ],
        [
            41.758242,
            34.782609,
            48.888889,
            41.758242,
            34.782609,
            48.888889
        ],
        [
            2.331888,
            3.304442,
            1.620835,
            1.765534,
            2.606493,
            1.179188
        ],
        [
            138094,
            138094,
            35528,
            105803,
            105803,
            65452
        ],
        [
            -53860,
            -25769,
            -53860,
            -169612,
            -38855,
            -169612
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            44,
            45,
            42,
            44,
            45,
            42
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            2663,
            1292,
            1371,
            2663,
            1292,
            1371
        ],
        [
            23.938518,
            41.938518,
            0,
            23.938518,
            41.938518,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339615,
            210971,
            -54448,
            -68441,
            -88199,
            -228092
        ]
    ]
}
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": 1642896000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759401087926,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 27,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)