← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: IMX/USDT/720/HMA/FWMA/2280

Strategy
IMX/USDT/720/HMA/FWMA/2280
Pair
IMX_USDT
Interval
12h
Score
374859
Daily Profit
0.315753
Profit Factor
1.638956
Profitability
42.446043
Streak
36.048221
Best Strategy
Training Data Length
1359.500000
Evaluation Time
2025-09-30 04:09
Expiration Time
2025-11-09 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 429266.6125 275009.5933 154257.0192 888634.1757 577760.8896 310873.2861
Total P&L (%) 429.2666 275.0096 154.257 888.6342 577.7609 310.8733
Avg Daily Profit (%) 0.3158 0.2023 0.1135 0.1687 0.1409 0.104
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86619 -81246 -106176 -687386 -615045 -356096
Profit Factor 1.639 1.7847 1.48 1.3709 1.4442 1.2838
Total Trades 139 70 69 139 70 69
Winning Trades 59 26 33 59 26 33
Losing Trades 80 44 36 80 44 36
Profitability (%) 42.446 37.1429 47.8261 42.446 37.1429 47.8261
Ratio Avg Win / Avg Loss 2.2223 3.0203 1.6145 1.8588 2.4441 1.4005
Largest Winning Trade 111403 111403 35670 339052 339052 253507
Largest Losing Trade -22200 -22200 -21256 -161185 -161185 -89597
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 28 30 26 28 30 26
Avg Bars in Losers 10 11 8 10 11 8
Bars Traded 2504 1323 1181 2504 1323 1181
Profit Streak 36.0482 36.0482 38.0482 36.0482 36.0482 38.0482
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374859 -87611 -141203 291485 -101138 -156138
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1648944000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194566264,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "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": [
        [
            429266.6124654565,
            275009.593288583,
            154257.0191768734,
            888634.1756835876,
            577760.8895951092,
            310873.2860884782
        ],
        [
            429.266612,
            275.009593,
            154.257019,
            888.634176,
            577.76089,
            310.873286
        ],
        [
            0.315753,
            0.202287,
            0.113466,
            0.168671,
            0.140859,
            0.103998
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86619,
            -81246,
            -106176,
            -687386,
            -615045,
            -356096
        ],
        [
            1.638956,
            1.784732,
            1.479991,
            1.370856,
            1.444219,
            1.28376
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            80,
            44,
            36,
            80,
            44,
            36
        ],
        [
            42.446043,
            37.142857,
            47.826087,
            42.446043,
            37.142857,
            47.826087
        ],
        [
            2.222313,
            3.020315,
            1.614536,
            1.858787,
            2.444063,
            1.400465
        ],
        [
            111403,
            111403,
            35670,
            339052,
            339052,
            253507
        ],
        [
            -22200,
            -22200,
            -21256,
            -161185,
            -161185,
            -89597
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            10,
            11,
            8,
            10,
            11,
            8
        ],
        [
            2504,
            1323,
            1181,
            2504,
            1323,
            1181
        ],
        [
            36.048221,
            36.048221,
            38.048221,
            36.048221,
            36.048221,
            38.048221
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374859,
            -87611,
            -141203,
            291485,
            -101138,
            -156138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1648944000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194566264,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 167,
            "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)