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Trade: IMX/USDT/480/WMA/HILO/5228

Strategy
IMX/USDT/480/WMA/HILO/5228
Pair
IMX_USDT
Interval
8h
Score
352734
Daily Profit
0.167066
Profit Factor
1.260404
Profitability
50.314465
Streak
23.680418
Best Strategy
Training Data Length
1365.330000
Evaluation Time
2025-10-06 19:19
Expiration Time
2025-11-16 09:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228100.4346 182528.3891 45572.0455 -89206.2114 3177.8406 -92384.052
Total P&L (%) 228.1004 182.5284 45.572 -89.2062 3.1778 -92.3841
Avg Daily Profit (%) 0.1671 0.1337 0.0334 -0.1629 0.0023 -0.1884
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179902 -77147 -110216 -193931 -85375 -180966
Profit Factor 1.2604 1.4578 1.0955 0.8389 1.0141 0.7188
Total Trades 159 80 79 159 80 79
Winning Trades 80 34 46 80 34 46
Losing Trades 79 46 33 79 46 33
Profitability (%) 50.3145 42.5 58.2278 50.3145 42.5 58.2278
Ratio Avg Win / Avg Loss 1.2446 1.9723 0.7859 0.8284 1.372 0.5157
Largest Winning Trade 122804 122804 54392 90716 90716 39849
Largest Losing Trade -95959 -28886 -95959 -149403 -41311 -149403
Avg Bars in Trades 25 18 32 25 18 32
Avg Bars in Winners 30 22 37 30 22 37
Avg Bars in Losers 19 15 24 19 15 24
Bars Traded 3999 1463 2536 3999 1463 2536
Profit Streak 23.6804 45.6804 23.6804 23.6804 45.6804 23.6804
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352734 -33074 -292243 -578161 -581200 -605846
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4096,
    "evaluation_days": 1365.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643788800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767588158,
    "expiration_time": 1763276544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 70,
            "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": [
        [
            228100.434615777,
            182528.3890778691,
            45572.0455379076,
            -89206.211432623,
            3177.8405653621,
            -92384.051997985
        ],
        [
            228.100435,
            182.528389,
            45.572046,
            -89.206211,
            3.177841,
            -92.384052
        ],
        [
            0.167066,
            0.133688,
            0.033378,
            -0.162919,
            0.002291,
            -0.188416
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179902,
            -77147,
            -110216,
            -193931,
            -85375,
            -180966
        ],
        [
            1.260404,
            1.45776,
            1.095498,
            0.838866,
            1.014122,
            0.718842
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            80,
            34,
            46,
            80,
            34,
            46
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            50.314465,
            42.5,
            58.227848,
            50.314465,
            42.5,
            58.227848
        ],
        [
            1.244649,
            1.972263,
            0.7859,
            0.82838,
            1.372047,
            0.515691
        ],
        [
            122804,
            122804,
            54392,
            90716,
            90716,
            39849
        ],
        [
            -95959,
            -28886,
            -95959,
            -149403,
            -41311,
            -149403
        ],
        [
            25,
            18,
            32,
            25,
            18,
            32
        ],
        [
            30,
            22,
            37,
            30,
            22,
            37
        ],
        [
            19,
            15,
            24,
            19,
            15,
            24
        ],
        [
            3999,
            1463,
            2536,
            3999,
            1463,
            2536
        ],
        [
            23.680418,
            45.680418,
            23.680418,
            23.680418,
            45.680418,
            23.680418
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352734,
            -33074,
            -292243,
            -578161,
            -581200,
            -605846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4096,
    "evaluation_days": 1365.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1643788800000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767588158,
    "expiration_time": 1763276544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 70,
            "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)