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Trade: IMX/USDT/720/HILO/FWMA/1611

Strategy
IMX/USDT/720/HILO/FWMA/1611
Pair
IMX_USDT
Interval
12h
Score
379492
Daily Profit
0.353080
Profit Factor
1.718344
Profitability
41.496599
Streak
33.000738
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 03:01
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478070.7559 292248.2294 185822.5265 1044806.5122 684497.1466 360309.3655
Total P&L (%) 478.0708 292.2482 185.8225 1044.8065 684.4971 360.3094
Avg Daily Profit (%) 0.3531 0.2158 0.1372 0.1802 0.1522 0.1128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92601 -84673 -43315 -512587 -495850 -210865
Profit Factor 1.7183 1.7907 1.628 1.434 1.5177 1.3319
Total Trades 147 74 73 147 74 73
Winning Trades 61 23 38 61 23 38
Losing Trades 86 51 35 86 51 35
Profitability (%) 41.4966 31.0811 52.0548 41.4966 31.0811 52.0548
Ratio Avg Win / Avg Loss 2.4226 3.9706 1.4995 2.0216 3.3654 1.2268
Largest Winning Trade 143308 143308 41453 292717 292717 139840
Largest Losing Trade -26070 -12607 -26070 -114718 -105220 -114718
Avg Bars in Trades 18 17 18 18 17 18
Avg Bars in Winners 31 37 27 31 37 27
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 2669 1316 1353 2669 1316 1353
Profit Streak 33.0007 33.0007 35.5007 33.0007 33.0007 35.5007
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379492 -59844 -78719 296548 -60841 -112970
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931263729,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "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": [
        [
            478070.7558588046,
            292248.2293733617,
            185822.5264854429,
            1044806.5121616649,
            684497.146636398,
            360309.3655252669
        ],
        [
            478.070756,
            292.248229,
            185.822526,
            1044.806512,
            684.497147,
            360.309366
        ],
        [
            0.35308,
            0.215841,
            0.13724,
            0.180208,
            0.152248,
            0.112821
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92601,
            -84673,
            -43315,
            -512587,
            -495850,
            -210865
        ],
        [
            1.718344,
            1.790676,
            1.627992,
            1.433951,
            1.517732,
            1.331912
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            61,
            23,
            38,
            61,
            23,
            38
        ],
        [
            86,
            51,
            35,
            86,
            51,
            35
        ],
        [
            41.496599,
            31.081081,
            52.054795,
            41.496599,
            31.081081,
            52.054795
        ],
        [
            2.422583,
            3.970629,
            1.499466,
            2.021635,
            3.365406,
            1.226762
        ],
        [
            143308,
            143308,
            41453,
            292717,
            292717,
            139840
        ],
        [
            -26070,
            -12607,
            -26070,
            -114718,
            -105220,
            -114718
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            31,
            37,
            27,
            31,
            37,
            27
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            2669,
            1316,
            1353,
            2669,
            1316,
            1353
        ],
        [
            33.000738,
            33.000738,
            35.500738,
            33.000738,
            33.000738,
            35.500738
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379492,
            -59844,
            -78719,
            296548,
            -60841,
            -112970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931263729,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 5,
            "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)