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Trade: IMX/USDT/120/SINWMA/SSF/8211

Strategy
IMX/USDT/120/SINWMA/SSF/8211
Pair
IMX_USDT
Interval
2h
Score
342456
Daily Profit
0.270153
Profit Factor
1.542898
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1370.330000
Evaluation Time
2025-10-11 19:58
Expiration Time
2025-11-30 01:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 370199.1849 246576.0587 123623.1262 36854.3482 72851.7035 -35997.3553
Total P&L (%) 370.1992 246.5761 123.6231 36.8543 72.8517 -35.9974
Avg Daily Profit (%) 0.2702 0.1799 0.0902 0.0229 0.0399 -0.0326
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163091 -81831 -85635 -234209 -133540 -210835
Profit Factor 1.5429 1.6662 1.3965 1.0358 1.1433 0.931
Total Trades 105 53 52 105 53 52
Winning Trades 48 17 31 48 17 31
Losing Trades 57 36 21 57 36 21
Profitability (%) 45.7143 32.0755 59.6154 45.7143 32.0755 59.6154
Ratio Avg Win / Avg Loss 1.8322 3.5284 0.946 1.23 2.4211 0.6306
Largest Winning Trade 156813 156813 41652 147985 147985 53910
Largest Losing Trade -74658 -34942 -74658 -156664 -73503 -156664
Avg Bars in Trades 153 139 168 153 139 168
Avg Bars in Winners 229 239 224 229 239 224
Avg Bars in Losers 90 92 86 90 92 86
Bars Traded 16158 7386 8773 16158 7386 8773
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 342456 -176698 -252322 -347320 -388627 -759586
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16444,
    "evaluation_days": 1370.33,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643140800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760201894916,
    "expiration_time": 1764460684800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            370199.1848940693,
            246576.0586639209,
            123623.1262301487,
            36854.3482156902,
            72851.7035413548,
            -35997.3553256645
        ],
        [
            370.199185,
            246.576059,
            123.623126,
            36.854348,
            72.851704,
            -35.997355
        ],
        [
            0.270153,
            0.179939,
            0.090214,
            0.022898,
            0.039945,
            -0.03256
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163091,
            -81831,
            -85635,
            -234209,
            -133540,
            -210835
        ],
        [
            1.542898,
            1.666187,
            1.396528,
            1.035792,
            1.143308,
            0.930952
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            48,
            17,
            31,
            48,
            17,
            31
        ],
        [
            57,
            36,
            21,
            57,
            36,
            21
        ],
        [
            45.714286,
            32.075472,
            59.615385,
            45.714286,
            32.075472,
            59.615385
        ],
        [
            1.832192,
            3.528396,
            0.946035,
            1.230003,
            2.421123,
            0.630645
        ],
        [
            156813,
            156813,
            41652,
            147985,
            147985,
            53910
        ],
        [
            -74658,
            -34942,
            -74658,
            -156664,
            -73503,
            -156664
        ],
        [
            153,
            139,
            168,
            153,
            139,
            168
        ],
        [
            229,
            239,
            224,
            229,
            239,
            224
        ],
        [
            90,
            92,
            86,
            90,
            92,
            86
        ],
        [
            16158,
            7386,
            8773,
            16158,
            7386,
            8773
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342456,
            -176698,
            -252322,
            -347320,
            -388627,
            -759586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16444,
    "evaluation_days": 1370.33,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643140800000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760201894916,
    "expiration_time": 1764460684800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 142,
            "offset": 0,
            "poles": 3
        }
    }
}

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)