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Trade: IMX/USDT/360/SUPERTREND/PWMA/3657

Strategy
IMX/USDT/360/SUPERTREND/PWMA/3657
Pair
IMX_USDT
Interval
6h
Score
602796
Daily Profit
0.170436
Profit Factor
3.375910
Profitability
61.538462
Streak
51.966959
Best Strategy
Training Data Length
1353.500000
Evaluation Time
2025-09-26 02:12
Expiration Time
2025-11-04 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -174300.9922 38383.9817 -212684.9739 1031092.828 128781.0802 902311.7478
Total P&L (%) -174.301 38.384 -212.685 1031.0928 128.7811 902.3117
Avg Daily Profit (%) -0.1288 0.0284 -0.1571 0.1794 0.0612 0.1704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -574223 -112217 -462005 -485350 -472486 -227491
Profit Factor 0.7782 1.1612 0.6118 1.8744 1.1611 3.3759
Total Trades 78 39 39 78 39 39
Winning Trades 47 20 27 45 21 24
Losing Trades 31 19 12 33 18 15
Profitability (%) 60.2564 51.2821 69.2308 57.6923 53.8462 61.5385
Ratio Avg Win / Avg Loss 0.5133 1.1031 0.2719 1.3746 0.9952 2.1099
Largest Winning Trade 45936 45936 35119 332696 261185 332696
Largest Losing Trade -361906 -49415 -361906 -455599 -455599 -194068
Avg Bars in Trades 64 74 54 64 74 54
Avg Bars in Winners 37 36 37 50 33 65
Avg Bars in Losers 106 115 92 83 122 36
Bars Traded 5039 2906 2133 5039 2906 2133
Profit Streak 51.967 53.717 51.967 51.967 53.717 51.967
Trades During Streak 5 3 2 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -616406 -198985 -577277 -25652 -154320 602796

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5414,
    "evaluation_days": 1353.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1646978400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841945225,
    "expiration_time": 1762223472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 216,
            "offset": 0,
            "multiplier": 1.76256
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 12,
            "offset": 229
        }
    }
}
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": [
        [
            -174300.9921887946,
            38383.981678104,
            -212684.9738668986,
            1031092.8280025003,
            128781.0801740876,
            902311.7478284126
        ],
        [
            -174.300992,
            38.383982,
            -212.684974,
            1031.092828,
            128.78108,
            902.311748
        ],
        [
            -0.128778,
            0.028359,
            -0.157137,
            0.179383,
            0.061164,
            0.170436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -574223,
            -112217,
            -462005,
            -485350,
            -472486,
            -227491
        ],
        [
            0.778233,
            1.161189,
            0.611771,
            1.874398,
            1.161092,
            3.37591
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            47,
            20,
            27,
            45,
            21,
            24
        ],
        [
            31,
            19,
            12,
            33,
            18,
            15
        ],
        [
            60.25641,
            51.282051,
            69.230769,
            57.692308,
            53.846154,
            61.538462
        ],
        [
            0.513302,
            1.103129,
            0.271898,
            1.374559,
            0.995221,
            2.109944
        ],
        [
            45936,
            45936,
            35119,
            332696,
            261185,
            332696
        ],
        [
            -361906,
            -49415,
            -361906,
            -455599,
            -455599,
            -194068
        ],
        [
            64,
            74,
            54,
            64,
            74,
            54
        ],
        [
            37,
            36,
            37,
            50,
            33,
            65
        ],
        [
            106,
            115,
            92,
            83,
            122,
            36
        ],
        [
            5039,
            2906,
            2133,
            5039,
            2906,
            2133
        ],
        [
            51.966959,
            53.716959,
            51.966959,
            51.966959,
            53.716959,
            51.966959
        ],
        [
            5,
            3,
            2,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -616406,
            -198985,
            -577277,
            -25652,
            -154320,
            602796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5414,
    "evaluation_days": 1353.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1646978400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758841945225,
    "expiration_time": 1762223472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 216,
            "offset": 0,
            "multiplier": 1.76256
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 12,
            "offset": 229
        }
    }
}

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)