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Trade: IMX/USDT/360/PWMA/HILO/8451

Strategy
IMX/USDT/360/PWMA/HILO/8451
Pair
IMX_USDT
Interval
6h
Score
317288
Daily Profit
0.231825
Profit Factor
1.437019
Profitability
44.881890
Streak
26.201712
Best Strategy
Training Data Length
1365.750000
Evaluation Time
2025-10-07 01:50
Expiration Time
2025-11-16 19:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 316614.3881 238583.5624 78030.8257 399.5206 59199.9033 -58800.3828
Total P&L (%) 316.6144 238.5836 78.0308 0.3995 59.1999 -58.8004
Avg Daily Profit (%) 0.2318 0.1747 0.0571 0.0003 0.0341 -0.0649
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167479 -93720 -91662 -199756 -100116 -153450
Profit Factor 1.437 1.646 1.2197 1.0005 1.1726 0.8511
Total Trades 127 64 63 127 64 63
Winning Trades 57 21 36 57 21 36
Losing Trades 70 43 27 70 43 27
Profitability (%) 44.8819 32.8125 57.1429 44.8819 32.8125 57.1429
Ratio Avg Win / Avg Loss 1.7648 3.3704 0.9148 1.2287 2.401 0.6383
Largest Winning Trade 153870 153870 41021 124673 124673 44722
Largest Losing Trade -67841 -24770 -67841 -105979 -46993 -105979
Avg Bars in Trades 41 35 48 41 35 48
Avg Bars in Winners 60 57 61 60 57 61
Avg Bars in Losers 26 25 29 26 25 29
Bars Traded 5332 2294 3038 5332 2294 3038
Profit Streak 26.2017 41.9517 0 26.2017 41.9517 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 317288 -135069 -264455 -579238 -323303 -726532
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5463,
    "evaluation_days": 1365.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643738400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759791027941,
    "expiration_time": 1763313624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            316614.3881121212,
            238583.5624098559,
            78030.8257022651,
            399.5205707831,
            59199.9033245897,
            -58800.3827538065
        ],
        [
            316.614388,
            238.583562,
            78.030826,
            0.399521,
            59.199903,
            -58.800383
        ],
        [
            0.231825,
            0.174691,
            0.057134,
            0.000292,
            0.034052,
            -0.064906
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167479,
            -93720,
            -91662,
            -199756,
            -100116,
            -153450
        ],
        [
            1.437019,
            1.646011,
            1.219701,
            1.000541,
            1.172571,
            0.85109
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            57,
            21,
            36,
            57,
            21,
            36
        ],
        [
            70,
            43,
            27,
            70,
            43,
            27
        ],
        [
            44.88189,
            32.8125,
            57.142857,
            44.88189,
            32.8125,
            57.142857
        ],
        [
            1.764761,
            3.370403,
            0.914776,
            1.228735,
            2.400978,
            0.638318
        ],
        [
            153870,
            153870,
            41021,
            124673,
            124673,
            44722
        ],
        [
            -67841,
            -24770,
            -67841,
            -105979,
            -46993,
            -105979
        ],
        [
            41,
            35,
            48,
            41,
            35,
            48
        ],
        [
            60,
            57,
            61,
            60,
            57,
            61
        ],
        [
            26,
            25,
            29,
            26,
            25,
            29
        ],
        [
            5332,
            2294,
            3038,
            5332,
            2294,
            3038
        ],
        [
            26.201712,
            41.951712,
            0,
            26.201712,
            41.951712,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317288,
            -135069,
            -264455,
            -579238,
            -323303,
            -726532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5463,
    "evaluation_days": 1365.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643738400000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759791027941,
    "expiration_time": 1763313624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)