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Trade: IMX/USDT/120/DCM/PWMA/4252

Strategy
IMX/USDT/120/DCM/PWMA/4252
Pair
IMX_USDT
Interval
2h
Score
349694
Daily Profit
0.247901
Profit Factor
1.325833
Profitability
50.184502
Streak
0.000000
Best Strategy
Training Data Length
1359.000000
Evaluation Time
2025-09-30 12:02
Expiration Time
2025-11-18 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 336897.2971 200756.4435 136140.8537 288250.3865 247475.8102 40774.5763
Total P&L (%) 336.8973 200.7564 136.1409 288.2504 247.4758 40.7746
Avg Daily Profit (%) 0.2479 0.1477 0.1002 0.0999 0.0917 0.0252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150620 -114103 -80200 -287248 -214231 -296710
Profit Factor 1.3258 1.4055 1.2526 1.127 1.224 1.035
Total Trades 271 136 135 271 136 135
Winning Trades 136 65 71 136 65 71
Losing Trades 135 71 64 135 71 64
Profitability (%) 50.1845 47.7941 52.5926 50.1845 47.7941 52.5926
Ratio Avg Win / Avg Loss 1.3161 1.5353 1.1291 1.1187 1.337 0.933
Largest Winning Trade 45558 43938 45558 137453 137453 88768
Largest Losing Trade -41595 -22491 -41595 -112665 -112665 -95706
Avg Bars in Trades 58 46 71 58 46 71
Avg Bars in Winners 72 51 91 72 51 91
Avg Bars in Losers 45 42 48 45 42 48
Bars Traded 15923 6328 9595 15923 6328 9595
Profit Streak 0 0 16.7103 0 0 16.7103
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349694 178104 -58730 -139024 -71982 -344378
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16308,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643054400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222970748,
    "expiration_time": 1763446233600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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": [
        [
            336897.2971467717,
            200756.4434762672,
            136140.8536705046,
            288250.3865283253,
            247475.810224142,
            40774.5763041833
        ],
        [
            336.897297,
            200.756443,
            136.140854,
            288.250387,
            247.47581,
            40.774576
        ],
        [
            0.247901,
            0.147724,
            0.100177,
            0.099864,
            0.091692,
            0.025168
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150620,
            -114103,
            -80200,
            -287248,
            -214231,
            -296710
        ],
        [
            1.325833,
            1.405513,
            1.252632,
            1.127014,
            1.224039,
            1.035005
        ],
        [
            271,
            136,
            135,
            271,
            136,
            135
        ],
        [
            136,
            65,
            71,
            136,
            65,
            71
        ],
        [
            135,
            71,
            64,
            135,
            71,
            64
        ],
        [
            50.184502,
            47.794118,
            52.592593,
            50.184502,
            47.794118,
            52.592593
        ],
        [
            1.316084,
            1.535253,
            1.129133,
            1.118727,
            1.337028,
            0.932962
        ],
        [
            45558,
            43938,
            45558,
            137453,
            137453,
            88768
        ],
        [
            -41595,
            -22491,
            -41595,
            -112665,
            -112665,
            -95706
        ],
        [
            58,
            46,
            71,
            58,
            46,
            71
        ],
        [
            72,
            51,
            91,
            72,
            51,
            91
        ],
        [
            45,
            42,
            48,
            45,
            42,
            48
        ],
        [
            15923,
            6328,
            9595,
            15923,
            6328,
            9595
        ],
        [
            0,
            0,
            16.710309,
            0,
            0,
            16.71031
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349694,
            178104,
            -58730,
            -139024,
            -71982,
            -344378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16308,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643054400000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222970748,
    "expiration_time": 1763446233600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "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)