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Trade: IMX/USDT/720/HILO/FWMA/7650

Strategy
IMX/USDT/720/HILO/FWMA/7650
Pair
IMX_USDT
Interval
12h
Score
314067
Daily Profit
0.332667
Profit Factor
1.657049
Profitability
40.136054
Streak
0.000000
Best Strategy
Training Data Length
1360.500000
Evaluation Time
2025-10-01 12:13
Expiration Time
2025-11-10 21:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 452593.2774 282708.636 169884.6414 770884.9112 585330.3939 185554.5172
Total P&L (%) 452.5933 282.7086 169.8846 770.8849 585.3304 185.5545
Avg Daily Profit (%) 0.3327 0.2078 0.1249 0.1592 0.1416 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92601 -84673 -43315 -520702 -503700 -291843
Profit Factor 1.657 1.7499 1.5448 1.2811 1.4028 1.1439
Total Trades 147 74 73 147 74 73
Winning Trades 59 22 37 59 22 37
Losing Trades 88 52 36 88 52 36
Profitability (%) 40.1361 29.7297 50.6849 40.1361 29.7297 50.6849
Ratio Avg Win / Avg Loss 2.4715 4.1361 1.5031 1.9108 3.3158 1.113
Largest Winning Trade 143308 143308 41453 297351 297351 142054
Largest Losing Trade -26070 -12607 -26070 -182462 -109582 -182462
Avg Bars in Trades 18 17 18 18 17 18
Avg Bars in Winners 31 37 28 31 37 28
Avg Bars in Losers 9 9 8 9 9 8
Bars Traded 2681 1318 1363 2681 1318 1363
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314067 -62144 -95214 201572 -74952 -223761
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2721,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642723200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310019911,
    "expiration_time": 1762803216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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": [
        [
            452593.2773607922,
            282708.635990869,
            169884.6413699232,
            770884.9111727412,
            585330.3939446314,
            185554.5172281096
        ],
        [
            452.593277,
            282.708636,
            169.884641,
            770.884911,
            585.330394,
            185.554517
        ],
        [
            0.332667,
            0.207798,
            0.124869,
            0.159211,
            0.141572,
            0.077153
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92601,
            -84673,
            -43315,
            -520702,
            -503700,
            -291843
        ],
        [
            1.657049,
            1.749869,
            1.544822,
            1.281088,
            1.402823,
            1.143903
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            59,
            22,
            37,
            59,
            22,
            37
        ],
        [
            88,
            52,
            36,
            88,
            52,
            36
        ],
        [
            40.136054,
            29.72973,
            50.684932,
            40.136054,
            29.72973,
            50.684932
        ],
        [
            2.47153,
            4.136054,
            1.50307,
            1.910775,
            3.315765,
            1.112987
        ],
        [
            143308,
            143308,
            41453,
            297351,
            297351,
            142054
        ],
        [
            -26070,
            -12607,
            -26070,
            -182462,
            -109582,
            -182462
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            31,
            37,
            28,
            31,
            37,
            28
        ],
        [
            9,
            9,
            8,
            9,
            9,
            8
        ],
        [
            2681,
            1318,
            1363,
            2681,
            1318,
            1363
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314067,
            -62144,
            -95214,
            201572,
            -74952,
            -223761
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2721,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642723200000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759310019911,
    "expiration_time": 1762803216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 23,
            "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)