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Trade: IMX/USDT/360/PWMA/T3/6303

Strategy
IMX/USDT/360/PWMA/T3/6303
Pair
IMX_USDT
Interval
6h
Score
329935
Daily Profit
0.255950
Profit Factor
1.479505
Profitability
43.283582
Streak
24.041434
Best Strategy
Training Data Length
1361.250000
Evaluation Time
2025-10-02 15:59
Expiration Time
2025-11-12 04:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348412.4167 236853.1162 111559.3004 185626.7912 198924.4343 -13297.6431
Total P&L (%) 348.4124 236.8531 111.5593 185.6268 198.9244 -13.2976
Avg Daily Profit (%) 0.256 0.174 0.082 0.0771 0.0805 -0.0105
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116872 -85927 -80839 -202991 -190907 -210910
Profit Factor 1.4795 1.6589 1.3039 1.1593 1.3607 0.9783
Total Trades 134 67 67 134 67 67
Winning Trades 58 24 34 58 24 34
Losing Trades 76 43 33 76 43 33
Profitability (%) 43.2836 35.8209 50.7463 43.2836 35.8209 50.7463
Ratio Avg Win / Avg Loss 1.9387 2.9722 1.2655 1.5191 2.4378 0.9496
Largest Winning Trade 135681 135681 50960 125296 125296 80917
Largest Losing Trade -43790 -19928 -43790 -69120 -41117 -69120
Avg Bars in Trades 39 37 42 39 37 42
Avg Bars in Winners 62 63 60 62 63 60
Avg Bars in Losers 23 22 24 23 22 24
Bars Traded 5355 2490 2865 5355 2490 2865
Profit Streak 24.0414 37.2914 24.0414 24.0414 37.2914 24.0414
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329935 -111386 -199465 -135371 -205868 -696816
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5445,
    "evaluation_days": 1361.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643263200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759409979914,
    "expiration_time": 1762913160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 9,
            "offset": 0,
            "a": 0.59101
        }
    }
}
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": [
        [
            348412.4166610947,
            236853.1162314062,
            111559.3004296885,
            185626.7911810456,
            198924.4342713126,
            -13297.6430902667
        ],
        [
            348.412417,
            236.853116,
            111.5593,
            185.626791,
            198.924434,
            -13.297643
        ],
        [
            0.25595,
            0.173997,
            0.081954,
            0.077129,
            0.080475,
            -0.010482
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116872,
            -85927,
            -80839,
            -202991,
            -190907,
            -210910
        ],
        [
            1.479505,
            1.658908,
            1.303857,
            1.159308,
            1.360652,
            0.97833
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            58,
            24,
            34,
            58,
            24,
            34
        ],
        [
            76,
            43,
            33,
            76,
            43,
            33
        ],
        [
            43.283582,
            35.820896,
            50.746269,
            43.283582,
            35.820896,
            50.746269
        ],
        [
            1.938662,
            2.97221,
            1.265508,
            1.519094,
            2.437834,
            0.949555
        ],
        [
            135681,
            135681,
            50960,
            125296,
            125296,
            80917
        ],
        [
            -43790,
            -19928,
            -43790,
            -69120,
            -41117,
            -69120
        ],
        [
            39,
            37,
            42,
            39,
            37,
            42
        ],
        [
            62,
            63,
            60,
            62,
            63,
            60
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            5355,
            2490,
            2865,
            5355,
            2490,
            2865
        ],
        [
            24.041434,
            37.291434,
            24.041434,
            24.041434,
            37.291434,
            24.041434
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329935,
            -111386,
            -199465,
            -135371,
            -205868,
            -696816
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5445,
    "evaluation_days": 1361.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643263200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759409979914,
    "expiration_time": 1762913160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 9,
            "offset": 0,
            "a": 0.59101
        }
    }
}

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)