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Trade: IMX/USDT/120/SINWMA/SSF/8883

Strategy
IMX/USDT/120/SINWMA/SSF/8883
Pair
IMX_USDT
Interval
2h
Score
460633
Daily Profit
0.361473
Profit Factor
1.845698
Profitability
46.511628
Streak
46.326732
Best Strategy
Training Data Length
1365.170000
Evaluation Time
2025-10-06 16:50
Expiration Time
2025-11-24 17:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493471.7801 361230.7039 132241.0762 191703.411 117514.2717 74189.1393
Total P&L (%) 493.4718 361.2307 132.2411 191.7034 117.5143 74.1891
Avg Daily Profit (%) 0.3615 0.2646 0.0969 0.0785 0.0569 0.0407
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144735 -95319 -104743 -228525 -105276 -181254
Profit Factor 1.8457 2.1444 1.4937 1.22 1.2964 1.1563
Total Trades 86 43 43 86 43 43
Winning Trades 40 13 27 40 13 27
Losing Trades 46 30 16 46 30 16
Profitability (%) 46.5116 30.2326 62.7907 46.5116 30.2326 62.7907
Ratio Avg Win / Avg Loss 2.1226 4.9486 0.8852 1.403 2.9916 0.6852
Largest Winning Trade 312157 312157 52541 114005 109456 114005
Largest Losing Trade -43012 -35508 -43012 -181254 -37404 -181254
Avg Bars in Trades 187 166 207 187 166 207
Avg Bars in Winners 280 301 269 280 301 269
Avg Bars in Losers 106 107 103 106 107 103
Bars Traded 16086 7144 8942 16086 7144 8942
Profit Streak 46.3267 46.3267 56.5767 46.3267 46.3267 56.5767
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460633 186248 -61358 -88318 -122793 -186202
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16382,
    "evaluation_days": 1365.17,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643270400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758629659,
    "expiration_time": 1763998214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            493471.7800905349,
            361230.7039350564,
            132241.0761554785,
            191703.4109538995,
            117514.271694965,
            74189.1392589346
        ],
        [
            493.47178,
            361.230704,
            132.241076,
            191.703411,
            117.514272,
            74.189139
        ],
        [
            0.361473,
            0.264605,
            0.096868,
            0.078451,
            0.056939,
            0.04066
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144735,
            -95319,
            -104743,
            -228525,
            -105276,
            -181254
        ],
        [
            1.845698,
            2.144397,
            1.493702,
            1.220026,
            1.296362,
            1.156268
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            13,
            27,
            40,
            13,
            27
        ],
        [
            46,
            30,
            16,
            46,
            30,
            16
        ],
        [
            46.511628,
            30.232558,
            62.790698,
            46.511628,
            30.232558,
            62.790698
        ],
        [
            2.122553,
            4.948608,
            0.885157,
            1.40303,
            2.991605,
            0.685196
        ],
        [
            312157,
            312157,
            52541,
            114005,
            109456,
            114005
        ],
        [
            -43012,
            -35508,
            -43012,
            -181254,
            -37404,
            -181254
        ],
        [
            187,
            166,
            207,
            187,
            166,
            207
        ],
        [
            280,
            301,
            269,
            280,
            301,
            269
        ],
        [
            106,
            107,
            103,
            106,
            107,
            103
        ],
        [
            16086,
            7144,
            8942,
            16086,
            7144,
            8942
        ],
        [
            46.326732,
            46.326732,
            56.576732,
            46.326732,
            46.326732,
            56.576732
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460633,
            186248,
            -61358,
            -88318,
            -122793,
            -186202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16382,
    "evaluation_days": 1365.17,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643270400000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758629659,
    "expiration_time": 1763998214400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 189,
            "offset": 0,
            "poles": 2
        }
    }
}

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)