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Trade: IMX/USDT/240/SINWMA/DCM/5260

Strategy
IMX/USDT/240/SINWMA/DCM/5260
Pair
IMX_USDT
Interval
4h
Score
318403
Daily Profit
0.156733
Profit Factor
1.315512
Profitability
46.428571
Streak
59.330320
Best Strategy
Training Data Length
1365.000000
Evaluation Time
2025-10-06 10:55
Expiration Time
2025-11-16 04:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 213940.9953 154712.6891 59228.3062 -9106.1993 44292.151 -53398.3503
Total P&L (%) 213.941 154.7127 59.2283 -9.1062 44.2922 -53.3984
Avg Daily Profit (%) 0.1567 0.1133 0.0434 -0.007 0.0269 -0.0559
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98215 -96617 -147138 -198547 -134867 -229016
Profit Factor 1.3155 1.4092 1.1974 0.9886 1.107 0.8603
Total Trades 112 56 56 112 56 56
Winning Trades 52 21 31 52 21 31
Losing Trades 60 35 25 60 35 25
Profitability (%) 46.4286 37.5 55.3571 46.4286 37.5 55.3571
Ratio Avg Win / Avg Loss 1.5179 2.3487 0.9657 1.1406 1.8451 0.6938
Largest Winning Trade 69738 69738 30515 76920 76920 37804
Largest Losing Trade -63442 -37570 -63442 -107031 -43386 -107031
Avg Bars in Trades 68 91 45 68 91 45
Avg Bars in Winners 84 120 60 84 120 60
Avg Bars in Losers 54 74 27 54 74 27
Bars Traded 7701 5144 2557 7701 5144 2557
Profit Streak 59.3303 73.3303 59.3303 59.3303 73.3303 59.3303
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318403 -224048 -319486 -578807 -444717 -759578
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8190,
    "evaluation_days": 1365,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644292800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759737339652,
    "expiration_time": 1763261280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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": [
        [
            213940.9952965701,
            154712.6890562064,
            59228.3062403638,
            -9106.1992615207,
            44292.1510088432,
            -53398.3502703639
        ],
        [
            213.940995,
            154.712689,
            59.228306,
            -9.106199,
            44.292151,
            -53.39835
        ],
        [
            0.156733,
            0.113343,
            0.043391,
            -0.006995,
            0.026866,
            -0.055921
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98215,
            -96617,
            -147138,
            -198547,
            -134867,
            -229016
        ],
        [
            1.315512,
            1.4092,
            1.197434,
            0.988561,
            1.107048,
            0.860328
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            52,
            21,
            31,
            52,
            21,
            31
        ],
        [
            60,
            35,
            25,
            60,
            35,
            25
        ],
        [
            46.428571,
            37.5,
            55.357143,
            46.428571,
            37.5,
            55.357143
        ],
        [
            1.517898,
            2.348666,
            0.965673,
            1.140647,
            1.84508,
            0.693813
        ],
        [
            69738,
            69738,
            30515,
            76920,
            76920,
            37804
        ],
        [
            -63442,
            -37570,
            -63442,
            -107031,
            -43386,
            -107031
        ],
        [
            68,
            91,
            45,
            68,
            91,
            45
        ],
        [
            84,
            120,
            60,
            84,
            120,
            60
        ],
        [
            54,
            74,
            27,
            54,
            74,
            27
        ],
        [
            7701,
            5144,
            2557,
            7701,
            5144,
            2557
        ],
        [
            59.33032,
            73.33032,
            59.33032,
            59.33032,
            73.33032,
            59.33032
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318403,
            -224048,
            -319486,
            -578807,
            -444717,
            -759578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8190,
    "evaluation_days": 1365,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644292800000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759737339652,
    "expiration_time": 1763261280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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)