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Trade: IMX/USDT/720/HILO/FWMA/5405

Strategy
IMX/USDT/720/HILO/FWMA/5405
Pair
IMX_USDT
Interval
12h
Score
350348
Daily Profit
0.321316
Profit Factor
1.694074
Profitability
40.287770
Streak
33.150421
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 06:36
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 435062.1877 280133.0196 154929.1681 762105.3375 507385.023 254720.3145
Total P&L (%) 435.0622 280.133 154.9292 762.1053 507.385 254.7203
Avg Daily Profit (%) 0.3213 0.2069 0.1144 0.1592 0.1333 0.0936
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92601 -84673 -43315 -386007 -373404 -158793
Profit Factor 1.6941 1.7852 1.5737 1.4274 1.5138 1.3201
Total Trades 139 70 69 139 70 69
Winning Trades 56 21 35 56 21 35
Losing Trades 83 49 34 83 49 34
Profitability (%) 40.2878 30 50.7246 40.2878 30 50.7246
Ratio Avg Win / Avg Loss 2.5109 4.1655 1.5287 2.1155 3.5321 1.2824
Largest Winning Trade 143308 143308 35020 220432 220432 105307
Largest Losing Trade -21223 -12607 -21223 -86389 -79236 -86389
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 8 8 8 8 8
Bars Traded 2504 1235 1269 2504 1235 1269
Profit Streak 33.1504 33.1504 35.6504 33.1504 33.1504 35.6504
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350348 -90351 -138140 270955 -113541 -168623
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1650067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944196347,
    "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": 193,
            "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": [
        [
            435062.1876838339,
            280133.0196182673,
            154929.1680655666,
            762105.3374892944,
            507385.0229747863,
            254720.314514508
        ],
        [
            435.062188,
            280.13302,
            154.929168,
            762.105337,
            507.385023,
            254.720315
        ],
        [
            0.321316,
            0.206893,
            0.114423,
            0.159226,
            0.133323,
            0.093556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92601,
            -84673,
            -43315,
            -386007,
            -373404,
            -158793
        ],
        [
            1.694074,
            1.785198,
            1.573692,
            1.427352,
            1.513753,
            1.320115
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            56,
            21,
            35,
            56,
            21,
            35
        ],
        [
            83,
            49,
            34,
            83,
            49,
            34
        ],
        [
            40.28777,
            30,
            50.724638,
            40.28777,
            30,
            50.724638
        ],
        [
            2.51086,
            4.165462,
            1.52873,
            2.11554,
            3.53209,
            1.282398
        ],
        [
            143308,
            143308,
            35020,
            220432,
            220432,
            105307
        ],
        [
            -21223,
            -12607,
            -21223,
            -86389,
            -79236,
            -86389
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            31,
            37,
            27,
            31,
            37,
            27
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            2504,
            1235,
            1269,
            2504,
            1235,
            1269
        ],
        [
            33.150421,
            33.150421,
            35.650421,
            33.150421,
            33.150421,
            35.650421
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350348,
            -90351,
            -138140,
            270955,
            -113541,
            -168623
        ]
    ]
}
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": 1650067200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944196347,
    "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": 193,
            "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)