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Trade: IMX/USDT/120/HWMA/MIDPRICE/9695

Strategy
IMX/USDT/120/HWMA/MIDPRICE/9695
Pair
IMX_USDT
Interval
2h
Score
503486
Daily Profit
0.410101
Profit Factor
1.315327
Profitability
53.934426
Streak
0.000000
Best Strategy
Training Data Length
1357.000000
Evaluation Time
2025-09-28 11:44
Expiration Time
2025-11-16 06:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556507.5793 320024.2277 236483.3516 2039955.0264 943427.5922 1096527.4342
Total P&L (%) 556.5076 320.0242 236.4834 2039.955 943.4276 1096.5274
Avg Daily Profit (%) 0.4101 0.2358 0.1743 0.226 0.173 0.1831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94446 -75875 -134620 -1044353 -1023208 -885708
Profit Factor 1.3153 1.3344 1.2927 1.1691 1.1395 1.2069
Total Trades 610 305 305 610 305 305
Winning Trades 329 153 176 329 153 176
Losing Trades 281 152 129 281 152 129
Profitability (%) 53.9344 50.1639 57.7049 53.9344 50.1639 57.7049
Ratio Avg Win / Avg Loss 1.1234 1.3257 0.9475 0.9985 1.132 0.8846
Largest Winning Trade 54715 54715 22535 389705 389705 231918
Largest Losing Trade -33895 -33895 -28654 -495762 -495762 -276499
Avg Bars in Trades 26 26 26 26 26 26
Avg Bars in Winners 26 26 26 26 26 26
Avg Bars in Losers 26 26 26 26 26 26
Bars Traded 16234 8121 8113 16234 8121 8113
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 503486 344156 291242 -23989 -57984 290055
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16284,
    "evaluation_days": 1357,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642039200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759049081729,
    "expiration_time": 1763267212800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03256,
            "nb": 0.33628,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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": [
        [
            556507.5793160226,
            320024.2277080403,
            236483.3516079823,
            2039955.0263591865,
            943427.5921531332,
            1096527.4342060527
        ],
        [
            556.507579,
            320.024228,
            236.483352,
            2039.955026,
            943.427592,
            1096.527434
        ],
        [
            0.410101,
            0.235832,
            0.174269,
            0.226001,
            0.172964,
            0.183071
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94446,
            -75875,
            -134620,
            -1044353,
            -1023208,
            -885708
        ],
        [
            1.315327,
            1.334389,
            1.292744,
            1.169063,
            1.139452,
            1.206853
        ],
        [
            610,
            305,
            305,
            610,
            305,
            305
        ],
        [
            329,
            153,
            176,
            329,
            153,
            176
        ],
        [
            281,
            152,
            129,
            281,
            152,
            129
        ],
        [
            53.934426,
            50.163934,
            57.704918,
            53.934426,
            50.163934,
            57.704918
        ],
        [
            1.123425,
            1.325667,
            0.947523,
            0.998501,
            1.132005,
            0.884568
        ],
        [
            54715,
            54715,
            22535,
            389705,
            389705,
            231918
        ],
        [
            -33895,
            -33895,
            -28654,
            -495762,
            -495762,
            -276499
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            26,
            26,
            26,
            26,
            26,
            26
        ],
        [
            16234,
            8121,
            8113,
            16234,
            8121,
            8113
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503486,
            344156,
            291242,
            -23989,
            -57984,
            290055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16284,
    "evaluation_days": 1357,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642039200000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759049081729,
    "expiration_time": 1763267212800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03256,
            "nb": 0.33628,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 33,
            "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)