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Trade: IMX/USDT/360/SWMA/HILO/1562

Strategy
IMX/USDT/360/SWMA/HILO/1562
Pair
IMX_USDT
Interval
6h
Score
336153
Daily Profit
0.175256
Profit Factor
1.237129
Profitability
49.800797
Streak
5.114076
Best Strategy
Training Data Length
1364.000000
Evaluation Time
2025-10-05 05:44
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 239049.0349 167231.611 71817.4239 17128.326 23861.0317 -6732.7057
Total P&L (%) 239.049 167.2316 71.8174 17.1283 23.861 -6.7327
Avg Daily Profit (%) 0.1753 0.1226 0.0527 0.0116 0.0157 -0.0051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141944 -105727 -120834 -180041 -91365 -140532
Profit Factor 1.2371 1.3697 1.1292 1.0235 1.0782 0.9841
Total Trades 251 126 125 251 126 125
Winning Trades 125 52 73 125 52 73
Losing Trades 126 74 52 126 74 52
Profitability (%) 49.8008 41.2698 58.4 49.8008 41.2698 58.4
Ratio Avg Win / Avg Loss 1.247 1.9492 0.8044 1.0317 1.5344 0.701
Largest Winning Trade 69356 69356 43497 59557 25928 59557
Largest Losing Trade -50311 -26230 -50311 -52472 -19532 -52472
Avg Bars in Trades 21 16 25 21 16 25
Avg Bars in Winners 28 23 31 28 23 31
Avg Bars in Losers 14 12 17 14 12 17
Bars Traded 5364 2136 3228 5364 2136 3228
Profit Streak 5.1141 47.3641 0 5.1141 47.3641 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336153 -29561 -201516 -378556 -311432 -579633
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5456,
    "evaluation_days": 1364,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1642766400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632256205,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 46,
            "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": [
        [
            239049.0349047261,
            167231.6110187069,
            71817.4238860193,
            17128.3259917104,
            23861.0317110665,
            -6732.7057193562
        ],
        [
            239.049035,
            167.231611,
            71.817424,
            17.128326,
            23.861032,
            -6.732706
        ],
        [
            0.175256,
            0.122604,
            0.052652,
            0.011592,
            0.01569,
            -0.00511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141944,
            -105727,
            -120834,
            -180041,
            -91365,
            -140532
        ],
        [
            1.237129,
            1.369736,
            1.129215,
            1.023542,
            1.078212,
            0.984064
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            125,
            52,
            73,
            125,
            52,
            73
        ],
        [
            126,
            74,
            52,
            126,
            74,
            52
        ],
        [
            49.800797,
            41.269841,
            58.4,
            49.800797,
            41.269841,
            58.4
        ],
        [
            1.247026,
            1.94924,
            0.804373,
            1.03173,
            1.534379,
            0.700977
        ],
        [
            69356,
            69356,
            43497,
            59557,
            25928,
            59557
        ],
        [
            -50311,
            -26230,
            -50311,
            -52472,
            -19532,
            -52472
        ],
        [
            21,
            16,
            25,
            21,
            16,
            25
        ],
        [
            28,
            23,
            31,
            28,
            23,
            31
        ],
        [
            14,
            12,
            17,
            14,
            12,
            17
        ],
        [
            5364,
            2136,
            3228,
            5364,
            2136,
            3228
        ],
        [
            5.114076,
            47.364076,
            0,
            5.114076,
            47.364076,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336153,
            -29561,
            -201516,
            -378556,
            -311432,
            -579633
        ]
    ]
}
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": 1642766400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759632256205,
    "expiration_time": 1763157888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 46,
            "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)