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Trade: IMX/USDT/360/PWMA/HILO/5394

Strategy
IMX/USDT/360/PWMA/HILO/5394
Pair
IMX_USDT
Interval
6h
Score
308613
Daily Profit
0.172758
Profit Factor
1.238895
Profitability
50.224215
Streak
0.000000
Best Strategy
Training Data Length
1371.500000
Evaluation Time
2025-10-12 21:46
Expiration Time
2025-11-22 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236937.5074 176448.5923 60488.915 -13937.6512 12229.5504 -26167.2016
Total P&L (%) 236.9375 176.4486 60.4889 -13.9377 12.2296 -26.1672
Avg Daily Profit (%) 0.1728 0.1287 0.0441 -0.0109 0.0084 -0.0221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122975 -117552 -82622 -105899 -59079 -60863
Profit Factor 1.2389 1.37 1.1175 0.9731 1.0507 0.9058
Total Trades 223 112 111 223 112 111
Winning Trades 112 49 63 112 49 63
Losing Trades 111 63 48 111 63 48
Profitability (%) 50.2242 43.75 56.7568 50.2242 43.75 56.7568
Ratio Avg Win / Avg Loss 1.2278 1.7615 0.8514 0.9644 1.351 0.6902
Largest Winning Trade 92646 92646 46418 27051 24254 27051
Largest Losing Trade -43181 -29886 -43181 -45601 -24841 -45601
Avg Bars in Trades 24 20 27 24 20 27
Avg Bars in Winners 31 29 33 31 29 33
Avg Bars in Losers 16 14 19 16 14 19
Bars Traded 5392 2344 3048 5392 2344 3048
Profit Streak 0 0 13.2824 0 0 13.2824
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308613 -22053 -226119 -579304 -445116 -579278
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643004000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294801899,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            236937.5073714937,
            176448.5923420623,
            60488.9150294313,
            -13937.6512408112,
            12229.5503684463,
            -26167.2016092576
        ],
        [
            236.937507,
            176.448592,
            60.488915,
            -13.937651,
            12.22955,
            -26.167202
        ],
        [
            0.172758,
            0.128654,
            0.044104,
            -0.010943,
            0.008413,
            -0.022117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122975,
            -117552,
            -82622,
            -105899,
            -59079,
            -60863
        ],
        [
            1.238895,
            1.370034,
            1.117463,
            0.973138,
            1.050748,
            0.905832
        ],
        [
            223,
            112,
            111,
            223,
            112,
            111
        ],
        [
            112,
            49,
            63,
            112,
            49,
            63
        ],
        [
            111,
            63,
            48,
            111,
            63,
            48
        ],
        [
            50.224215,
            43.75,
            56.756757,
            50.224215,
            43.75,
            56.756757
        ],
        [
            1.227833,
            1.761472,
            0.8514,
            0.964449,
            1.350962,
            0.690158
        ],
        [
            92646,
            92646,
            46418,
            27051,
            24254,
            27051
        ],
        [
            -43181,
            -29886,
            -43181,
            -45601,
            -24841,
            -45601
        ],
        [
            24,
            20,
            27,
            24,
            20,
            27
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            16,
            14,
            19,
            16,
            14,
            19
        ],
        [
            5392,
            2344,
            3048,
            5392,
            2344,
            3048
        ],
        [
            0,
            0,
            13.282429,
            0,
            0,
            13.282429
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308613,
            -22053,
            -226119,
            -579304,
            -445116,
            -579278
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643004000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294801899,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)