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Trade: IMX/USDT/360/SINWMA/HMA/6316

Strategy
IMX/USDT/360/SINWMA/HMA/6316
Pair
IMX_USDT
Interval
6h
Score
345846
Daily Profit
0.294740
Profit Factor
1.624919
Profitability
41.935484
Streak
45.406001
Best Strategy
Training Data Length
1364.000000
Evaluation Time
2025-10-05 06:44
Expiration Time
2025-11-15 00:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402024.9857 315054.2418 86970.7439 48073.8478 82416.5072 -34342.6595
Total P&L (%) 402.025 315.0542 86.9707 48.0738 82.4165 -34.3427
Avg Daily Profit (%) 0.2947 0.231 0.0638 0.0288 0.0441 -0.0308
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126682 -96117 -100939 -190284 -127374 -203506
Profit Factor 1.6249 1.9765 1.2712 1.0651 1.2409 0.9133
Total Trades 93 47 46 93 47 46
Winning Trades 39 15 24 39 15 24
Losing Trades 54 32 22 54 32 22
Profitability (%) 41.9355 31.9149 52.1739 41.9355 31.9149 52.1739
Ratio Avg Win / Avg Loss 2.2499 4.2165 1.1653 1.4748 2.6472 0.8372
Largest Winning Trade 289672 289672 53055 130487 130487 56213
Largest Losing Trade -50311 -24120 -50311 -57183 -39422 -57183
Avg Bars in Trades 57 50 64 57 50 64
Avg Bars in Winners 94 94 94 94 94 94
Avg Bars in Losers 30 29 31 30 29 31
Bars Traded 5330 2373 2957 5330 2373 2957
Profit Streak 45.406 45.406 55.656 45.406 45.406 55.656
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345846 188820 -106965 -306719 -139595 -579860
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5456,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643565600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635878532,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 76,
            "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": [
        [
            402024.985705413,
            315054.2418090844,
            86970.7438963287,
            48073.8477743236,
            82416.5072303938,
            -34342.6594560703
        ],
        [
            402.024986,
            315.054242,
            86.970744,
            48.073848,
            82.416507,
            -34.342659
        ],
        [
            0.29474,
            0.230978,
            0.063762,
            0.028783,
            0.04408,
            -0.03084
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126682,
            -96117,
            -100939,
            -190284,
            -127374,
            -203506
        ],
        [
            1.624919,
            1.976499,
            1.271202,
            1.065129,
            1.240878,
            0.913271
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            39,
            15,
            24,
            39,
            15,
            24
        ],
        [
            54,
            32,
            22,
            54,
            32,
            22
        ],
        [
            41.935484,
            31.914894,
            52.173913,
            41.935484,
            31.914894,
            52.173913
        ],
        [
            2.249888,
            4.21653,
            1.165268,
            1.474795,
            2.647205,
            0.837165
        ],
        [
            289672,
            289672,
            53055,
            130487,
            130487,
            56213
        ],
        [
            -50311,
            -24120,
            -50311,
            -57183,
            -39422,
            -57183
        ],
        [
            57,
            50,
            64,
            57,
            50,
            64
        ],
        [
            94,
            94,
            94,
            94,
            94,
            94
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            5330,
            2373,
            2957,
            5330,
            2373,
            2957
        ],
        [
            45.406001,
            45.406001,
            55.656001,
            45.406001,
            45.406002,
            55.656002
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345846,
            188820,
            -106965,
            -306719,
            -139595,
            -579860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5456,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643565600000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759635878532,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 76,
            "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)