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Trade: IMX/USDT/720/SINWMA/HWMA/6225

Strategy
IMX/USDT/720/SINWMA/HWMA/6225
Pair
IMX_USDT
Interval
12h
Score
301955
Daily Profit
0.293244
Profit Factor
1.665365
Profitability
40.384615
Streak
0.000000
Best Strategy
Training Data Length
1372.000000
Evaluation Time
2025-10-12 20:48
Expiration Time
2025-11-22 17:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402330.7198 243538.1108 158792.609 445156.0416 390825.7739 54330.2677
Total P&L (%) 402.3307 243.5381 158.7926 445.156 390.8258 54.3303
Avg Daily Profit (%) 0.2932 0.1775 0.1157 0.1237 0.116 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90193 -73440 -45910 -554907 -529816 -363904
Profit Factor 1.6654 1.7082 1.6089 1.1639 1.2652 1.0437
Total Trades 104 52 52 104 52 52
Winning Trades 42 18 24 42 18 24
Losing Trades 62 34 28 62 34 28
Profitability (%) 40.3846 34.6154 46.1538 40.3846 34.6154 46.1538
Ratio Avg Win / Avg Loss 2.4584 3.2265 1.8771 1.7181 2.3898 1.2177
Largest Winning Trade 139233 139233 37010 320522 320522 192576
Largest Losing Trade -25118 -19415 -25118 -198963 -106875 -198963
Avg Bars in Trades 25 23 28 25 23 28
Avg Bars in Winners 42 42 43 42 42 43
Avg Bars in Losers 14 13 16 14 13 16
Bars Traded 2699 1217 1482 2699 1217 1482
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 301955 -175094 -216716 -70232 -222887 -505381
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2744,
    "evaluation_days": 1372,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642593600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760291306074,
    "expiration_time": 1763826624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05807
        }
    }
}
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": [
        [
            402330.7198443186,
            243538.1108460857,
            158792.6089982328,
            445156.0416218329,
            390825.7738776656,
            54330.2677441667
        ],
        [
            402.33072,
            243.538111,
            158.792609,
            445.156042,
            390.825774,
            54.330268
        ],
        [
            0.293244,
            0.177506,
            0.115738,
            0.123684,
            0.116023,
            0.031632
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90193,
            -73440,
            -45910,
            -554907,
            -529816,
            -363904
        ],
        [
            1.665365,
            1.708169,
            1.608917,
            1.163875,
            1.26518,
            1.043722
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            40.384615,
            34.615385,
            46.153846,
            40.384615,
            34.615385,
            46.153846
        ],
        [
            2.458395,
            3.226541,
            1.87707,
            1.7181,
            2.389785,
            1.217676
        ],
        [
            139233,
            139233,
            37010,
            320522,
            320522,
            192576
        ],
        [
            -25118,
            -19415,
            -25118,
            -198963,
            -106875,
            -198963
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            42,
            42,
            43,
            42,
            42,
            43
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            2699,
            1217,
            1482,
            2699,
            1217,
            1482
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301955,
            -175094,
            -216716,
            -70232,
            -222887,
            -505381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2744,
    "evaluation_days": 1372,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642593600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760291306074,
    "expiration_time": 1763826624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.05807
        }
    }
}

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)