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Trade: IMX/USDT/720/HMA/ALMA/3698

Strategy
IMX/USDT/720/HMA/ALMA/3698
Pair
IMX_USDT
Interval
12h
Score
335695
Daily Profit
0.230127
Profit Factor
1.439123
Profitability
45.402299
Streak
0.000000
Best Strategy
Training Data Length
1361.500000
Evaluation Time
2025-10-02 05:05
Expiration Time
2025-11-11 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 313317.244 200857.6927 112459.5513 185687.2381 126065.5973 59621.6407
Total P&L (%) 313.3172 200.8577 112.4596 185.6872 126.0656 59.6216
Avg Daily Profit (%) 0.2301 0.1475 0.0826 0.0771 0.0599 0.0344
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126664 -84486 -109865 -276566 -192454 -194055
Profit Factor 1.4391 1.5541 1.3204 1.1347 1.1786 1.0886
Total Trades 174 87 87 174 87 87
Winning Trades 79 35 44 79 35 44
Losing Trades 95 52 43 95 52 43
Profitability (%) 45.4023 40.2299 50.5747 45.4023 40.2299 50.5747
Ratio Avg Win / Avg Loss 1.7306 2.309 1.2904 1.3645 1.751 1.0639
Largest Winning Trade 131734 131734 38889 127148 127148 118629
Largest Losing Trade -46275 -21131 -46275 -73940 -73940 -73857
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 20 20 19 20 20 19
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 2548 1278 1270 2548 1278 1270
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335695 100839 -82433 -162961 -139739 -270728
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2723,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1646827200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370724850,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 3,
            "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": [
        [
            313317.2439764109,
            200857.6926843997,
            112459.5512920114,
            185687.2380560982,
            126065.5973374868,
            59621.6407186114
        ],
        [
            313.317244,
            200.857693,
            112.459551,
            185.687238,
            126.065597,
            59.621641
        ],
        [
            0.230127,
            0.147527,
            0.0826,
            0.077131,
            0.059927,
            0.034353
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126664,
            -84486,
            -109865,
            -276566,
            -192454,
            -194055
        ],
        [
            1.439123,
            1.554122,
            1.320372,
            1.134663,
            1.178567,
            1.088602
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            95,
            52,
            43,
            95,
            52,
            43
        ],
        [
            45.402299,
            40.229885,
            50.574713,
            45.402299,
            40.229885,
            50.574713
        ],
        [
            1.730591,
            2.308981,
            1.290364,
            1.364468,
            1.751013,
            1.063861
        ],
        [
            131734,
            131734,
            38889,
            127148,
            127148,
            118629
        ],
        [
            -46275,
            -21131,
            -46275,
            -73940,
            -73940,
            -73857
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            2548,
            1278,
            1270,
            2548,
            1278,
            1270
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335695,
            100839,
            -82433,
            -162961,
            -139739,
            -270728
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2723,
    "evaluation_days": 1361.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1646827200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370724850,
    "expiration_time": 1762892208000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 3,
            "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)