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Trade: IMX/USDT/120/ALMA/SWMA/3122

Strategy
IMX/USDT/120/ALMA/SWMA/3122
Pair
IMX_USDT
Interval
2h
Score
305255
Daily Profit
0.279680
Profit Factor
1.566580
Profitability
42.307692
Streak
0.000000
Best Strategy
Training Data Length
1369.830000
Evaluation Time
2025-10-11 07:48
Expiration Time
2025-11-29 13:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 383114.4585 251897.2211 131217.2374 271894.0991 412634.1629 -140740.0638
Total P&L (%) 383.1145 251.8972 131.2172 271.8941 412.6342 -140.7401
Avg Daily Profit (%) 0.2797 0.1839 0.0958 0.0959 0.1194 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108594 -90498 -56040 -502422 -374796 -299043
Profit Factor 1.5666 1.77 1.3759 1.1431 1.4633 0.8606
Total Trades 130 65 65 130 65 65
Winning Trades 55 21 34 55 21 34
Losing Trades 75 44 31 75 44 31
Profitability (%) 42.3077 32.3077 52.3077 42.3077 32.3077 52.3077
Ratio Avg Win / Avg Loss 2.1362 3.7087 1.2545 1.5588 3.066 0.7846
Largest Winning Trade 137780 137780 46809 266380 266380 145359
Largest Losing Trade -36732 -18905 -36732 -126615 -112134 -126615
Avg Bars in Trades 125 114 135 125 114 135
Avg Bars in Winners 207 223 196 207 223 196
Avg Bars in Losers 64 62 68 64 62 68
Bars Traded 16265 7440 8825 16265 7440 8825
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 305255 -127998 -195918 -129562 -170271 -712159
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16438,
    "evaluation_days": 1369.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642773600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760158093693,
    "expiration_time": 1764415929600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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": [
        [
            383114.4585297169,
            251897.2211108386,
            131217.2374188782,
            271894.0990885124,
            412634.1628551332,
            -140740.0637666208
        ],
        [
            383.114459,
            251.897221,
            131.217237,
            271.894099,
            412.634163,
            -140.740064
        ],
        [
            0.27968,
            0.183889,
            0.095791,
            0.095929,
            0.119385,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108594,
            -90498,
            -56040,
            -502422,
            -374796,
            -299043
        ],
        [
            1.56658,
            1.770039,
            1.375911,
            1.143092,
            1.463294,
            0.860581
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            55,
            21,
            34,
            55,
            21,
            34
        ],
        [
            75,
            44,
            31,
            75,
            44,
            31
        ],
        [
            42.307692,
            32.307692,
            52.307692,
            42.307692,
            32.307692,
            52.307692
        ],
        [
            2.136246,
            3.708653,
            1.254507,
            1.558762,
            3.06595,
            0.784648
        ],
        [
            137780,
            137780,
            46809,
            266380,
            266380,
            145359
        ],
        [
            -36732,
            -18905,
            -36732,
            -126615,
            -112134,
            -126615
        ],
        [
            125,
            114,
            135,
            125,
            114,
            135
        ],
        [
            207,
            223,
            196,
            207,
            223,
            196
        ],
        [
            64,
            62,
            68,
            64,
            62,
            68
        ],
        [
            16265,
            7440,
            8825,
            16265,
            7440,
            8825
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305255,
            -127998,
            -195918,
            -129562,
            -170271,
            -712159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16438,
    "evaluation_days": 1369.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642773600000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760158093693,
    "expiration_time": 1764415929600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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)