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Trade: IMX/USDT/480/SINWMA/DCM/1002

Strategy
IMX/USDT/480/SINWMA/DCM/1002
Pair
IMX_USDT
Interval
8h
Score
395596
Daily Profit
0.260039
Profit Factor
1.495226
Profitability
46.788991
Streak
72.553093
Best Strategy
Training Data Length
1357.000000
Evaluation Time
2025-09-28 08:16
Expiration Time
2025-11-07 19:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 352873.0381 240202.2329 112670.8051 140246.1525 -237446.3143 377692.4667
Total P&L (%) 352.873 240.2022 112.6708 140.2462 -237.4463 377.6925
Avg Daily Profit (%) 0.26 0.177 0.083 0.0646 0 0.1153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142929 -101539 -90032 -877800 -768868 -349629
Profit Factor 1.4952 1.5647 1.3923 1.0692 0.8225 1.5486
Total Trades 109 54 55 109 54 55
Winning Trades 51 24 27 51 24 27
Losing Trades 58 30 28 58 30 28
Profitability (%) 46.789 44.4444 49.0909 46.789 44.4444 49.0909
Ratio Avg Win / Avg Loss 1.7005 1.9559 1.4439 1.216 1.0281 1.6059
Largest Winning Trade 167885 167885 36696 323058 323058 279692
Largest Losing Trade -36615 -30231 -36615 -205964 -177766 -205964
Avg Bars in Trades 34 45 24 34 45 24
Avg Bars in Winners 42 50 34 42 50 34
Avg Bars in Losers 27 40 14 27 40 14
Bars Traded 3757 2431 1326 3757 2431 1326
Profit Streak 72.5531 81.5531 72.5531 72.5531 81.5531 72.5531
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395596 -170611 -260617 -250577 -759960 -215515
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4071,
    "evaluation_days": 1357,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643932800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036587259,
    "expiration_time": 1762534944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "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": [
        [
            352873.0380543235,
            240202.2329168318,
            112670.8051374918,
            140246.1524695146,
            -237446.3142701144,
            377692.4667396286
        ],
        [
            352.873038,
            240.202233,
            112.670805,
            140.246152,
            -237.446314,
            377.692467
        ],
        [
            0.260039,
            0.17701,
            0.083029,
            0.064611,
            0,
            0.115306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142929,
            -101539,
            -90032,
            -877800,
            -768868,
            -349629
        ],
        [
            1.495226,
            1.564694,
            1.392331,
            1.06922,
            0.822486,
            1.548588
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            46.788991,
            44.444444,
            49.090909,
            46.788991,
            44.444444,
            49.090909
        ],
        [
            1.700453,
            1.955867,
            1.443899,
            1.215975,
            1.028107,
            1.605943
        ],
        [
            167885,
            167885,
            36696,
            323058,
            323058,
            279692
        ],
        [
            -36615,
            -30231,
            -36615,
            -205964,
            -177766,
            -205964
        ],
        [
            34,
            45,
            24,
            34,
            45,
            24
        ],
        [
            42,
            50,
            34,
            42,
            50,
            34
        ],
        [
            27,
            40,
            14,
            27,
            40,
            14
        ],
        [
            3757,
            2431,
            1326,
            3757,
            2431,
            1326
        ],
        [
            72.553093,
            81.553093,
            72.553093,
            72.553093,
            81.553093,
            72.553093
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395596,
            -170611,
            -260617,
            -250577,
            -759960,
            -215515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4071,
    "evaluation_days": 1357,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643932800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759036587259,
    "expiration_time": 1762534944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 75,
            "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)