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Trade: IMX/USDT/720/SINWMA/SUPERTREND/3101

Strategy
IMX/USDT/720/SINWMA/SUPERTREND/3101
Pair
IMX_USDT
Interval
12h
Score
309782
Daily Profit
0.177467
Profit Factor
1.240950
Profitability
50.228311
Streak
0.000000
Best Strategy
Training Data Length
1360.000000
Evaluation Time
2025-09-30 18:47
Expiration Time
2025-11-10 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241355.5665 169684.6799 71670.8866 34298.0469 126412.1929 -92114.146
Total P&L (%) 241.3556 169.6847 71.6709 34.298 126.4122 -92.1141
Avg Daily Profit (%) 0.1775 0.1248 0.0527 0.0217 0.0601 -0.1866
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114110 -95519 -104500 -241984 -210088 -251260
Profit Factor 1.241 1.3002 1.1642 1.0185 1.1235 0.8894
Total Trades 219 109 110 219 109 110
Winning Trades 110 55 55 110 55 55
Losing Trades 109 54 55 109 54 55
Profitability (%) 50.2283 50.4587 50 50.2283 50.4587 50
Ratio Avg Win / Avg Loss 1.2297 1.2766 1.1642 1.0092 1.1031 0.8894
Largest Winning Trade 65793 65793 29212 112975 112975 49348
Largest Losing Trade -42217 -31075 -42217 -81569 -78061 -81569
Avg Bars in Trades 11 13 9 11 13 9
Avg Bars in Winners 14 17 12 14 17 12
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 2565 1477 1088 2565 1477 1088
Profit Streak 0 60.6581 0 0 60.6581 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309782 -24840 -162453 -365368 -195780 -580761
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2720,
    "evaluation_days": 1360,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1647864000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759247263980,
    "expiration_time": 1762758720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 141,
            "offset": 0,
            "multiplier": 1.26787
        }
    }
}
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": [
        [
            241355.5665140681,
            169684.6799074698,
            71670.8866065984,
            34298.0469371451,
            126412.1929495311,
            -92114.1460123858
        ],
        [
            241.355567,
            169.68468,
            71.670887,
            34.298047,
            126.412193,
            -92.114146
        ],
        [
            0.177467,
            0.124768,
            0.052699,
            0.021686,
            0.060105,
            -0.186598
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114110,
            -95519,
            -104500,
            -241984,
            -210088,
            -251260
        ],
        [
            1.24095,
            1.300249,
            1.16418,
            1.018478,
            1.123536,
            0.889401
        ],
        [
            219,
            109,
            110,
            219,
            109,
            110
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            50.228311,
            50.458716,
            50,
            50.228311,
            50.458716,
            50
        ],
        [
            1.229668,
            1.276608,
            1.16418,
            1.009219,
            1.103108,
            0.889401
        ],
        [
            65793,
            65793,
            29212,
            112975,
            112975,
            49348
        ],
        [
            -42217,
            -31075,
            -42217,
            -81569,
            -78061,
            -81569
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            14,
            17,
            12,
            14,
            17,
            12
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            2565,
            1477,
            1088,
            2565,
            1477,
            1088
        ],
        [
            0,
            60.658148,
            0,
            0,
            60.658148,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309782,
            -24840,
            -162453,
            -365368,
            -195780,
            -580761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2720,
    "evaluation_days": 1360,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1647864000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759247263980,
    "expiration_time": 1762758720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 141,
            "offset": 0,
            "multiplier": 1.26787
        }
    }
}

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)