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Trade: IMX/USDT/120/MIDPRICE/SINWMA/7584

Strategy
IMX/USDT/120/MIDPRICE/SINWMA/7584
Pair
IMX_USDT
Interval
2h
Score
332034
Daily Profit
0.150541
Profit Factor
1.231766
Profitability
51.219512
Streak
8.293565
Best Strategy
Training Data Length
1359.000000
Evaluation Time
2025-09-30 12:02
Expiration Time
2025-11-18 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 204585.7007 173585.4589 31000.2418 -2961.2555 58801.8068 -61763.0622
Total P&L (%) 204.5857 173.5855 31.0002 -2.9613 58.8018 -61.7631
Avg Daily Profit (%) 0.1505 0.1277 0.0228 -0.0022 0.034 -0.0707
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111515 -84056 -109537 -166645 -69606 -126216
Profit Factor 1.2318 1.4284 1.0649 0.9965 1.1619 0.8729
Total Trades 205 103 102 205 103 102
Winning Trades 105 52 53 105 52 53
Losing Trades 100 51 49 100 51 49
Profitability (%) 51.2195 50.4854 51.9608 51.2195 50.4854 51.9608
Ratio Avg Win / Avg Loss 1.1731 1.401 0.9845 0.9491 1.1396 0.807
Largest Winning Trade 75899 75899 54477 55253 39409 55253
Largest Losing Trade -33794 -28212 -33794 -52712 -32483 -52712
Avg Bars in Trades 75 54 97 75 54 97
Avg Bars in Winners 80 50 109 80 50 109
Avg Bars in Losers 71 57 84 71 57 84
Bars Traded 15515 5575 9940 15515 5575 9940
Profit Streak 8.2936 8.2936 11.5436 8.2936 8.2936 11.5436
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332034 -21175 -315143 -578420 -190109 -579716
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16308,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643457600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222964058,
    "expiration_time": 1763446233600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "offset": 42
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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": [
        [
            204585.7006829801,
            173585.4588918431,
            31000.2417911369,
            -2961.2554581054,
            58801.8067522698,
            -61763.0622103752
        ],
        [
            204.585701,
            173.585459,
            31.000242,
            -2.961255,
            58.801807,
            -61.763062
        ],
        [
            0.150541,
            0.12773,
            0.022811,
            -0.002212,
            0.034037,
            -0.070716
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111515,
            -84056,
            -109537,
            -166645,
            -69606,
            -126216
        ],
        [
            1.231766,
            1.428441,
            1.064912,
            0.996512,
            1.161938,
            0.872871
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            51.219512,
            50.485437,
            51.960784,
            51.219512,
            50.485437,
            51.960784
        ],
        [
            1.17311,
            1.400971,
            0.984542,
            0.949059,
            1.139593,
            0.806994
        ],
        [
            75899,
            75899,
            54477,
            55253,
            39409,
            55253
        ],
        [
            -33794,
            -28212,
            -33794,
            -52712,
            -32483,
            -52712
        ],
        [
            75,
            54,
            97,
            75,
            54,
            97
        ],
        [
            80,
            50,
            109,
            80,
            50,
            109
        ],
        [
            71,
            57,
            84,
            71,
            57,
            84
        ],
        [
            15515,
            5575,
            9940,
            15515,
            5575,
            9940
        ],
        [
            8.293565,
            8.293565,
            11.543565,
            8.293565,
            8.293565,
            11.543565
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332034,
            -21175,
            -315143,
            -578420,
            -190109,
            -579716
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16308,
    "evaluation_days": 1359,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643457600000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759222964058,
    "expiration_time": 1763446233600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 188,
            "offset": 42
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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)