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Trade: IMX/USDT/720/HL2/HWMA/1423

Strategy
IMX/USDT/720/HL2/HWMA/1423
Pair
IMX_USDT
Interval
12h
Score
418016
Daily Profit
0.289398
Profit Factor
1.346215
Profitability
62.333333
Streak
12.876659
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 00:02
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 391845.2921 241740.3948 150104.8974 238226.8985 171568.2673 66658.6312
Total P&L (%) 391.8453 241.7404 150.1049 238.2269 171.5683 66.6586
Avg Daily Profit (%) 0.2894 0.1785 0.1109 0.09 0.0738 0.0377
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140193 -81459 -139363 -125878 -73822 -109899
Profit Factor 1.3462 1.4343 1.261 1.2604 1.4031 1.1362
Total Trades 300 150 150 300 150 150
Winning Trades 187 90 97 187 90 97
Losing Trades 113 60 53 113 60 53
Profitability (%) 62.3333 60 64.6667 62.3333 60 64.6667
Ratio Avg Win / Avg Loss 0.8135 0.9562 0.689 0.7616 0.9354 0.6208
Largest Winning Trade 65583 65583 36108 95339 95339 38630
Largest Losing Trade -66162 -36617 -66162 -84748 -44039 -84748
Avg Bars in Trades 8 8 9 8 8 9
Avg Bars in Winners 7 6 8 7 6 8
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 2696 1318 1378 2696 1318 1378
Profit Streak 12.8767 14.8767 12.8767 12.8767 14.8767 12.8767
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 418016 326431 -43794 -70055 -92950 -212026
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1641772800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920543355,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            391845.2921385555,
            241740.3947864543,
            150104.8973521012,
            238226.898498231,
            171568.2673195177,
            66658.6311787134
        ],
        [
            391.845292,
            241.740395,
            150.104897,
            238.226898,
            171.568267,
            66.658631
        ],
        [
            0.289398,
            0.178538,
            0.11086,
            0.090037,
            0.073812,
            0.037731
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140193,
            -81459,
            -139363,
            -125878,
            -73822,
            -109899
        ],
        [
            1.346215,
            1.43427,
            1.260989,
            1.260386,
            1.403085,
            1.136244
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            187,
            90,
            97,
            187,
            90,
            97
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            62.333333,
            60,
            64.666667,
            62.333333,
            60,
            64.666667
        ],
        [
            0.813488,
            0.95618,
            0.688994,
            0.761624,
            0.93539,
            0.620834
        ],
        [
            65583,
            65583,
            36108,
            95339,
            95339,
            38630
        ],
        [
            -66162,
            -36617,
            -66162,
            -84748,
            -44039,
            -84748
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            7,
            6,
            8,
            7,
            6,
            8
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            2696,
            1318,
            1378,
            2696,
            1318,
            1378
        ],
        [
            12.876659,
            14.876659,
            12.876659,
            12.876659,
            14.876659,
            12.876659
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418016,
            326431,
            -43794,
            -70055,
            -92950,
            -212026
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1641772800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920543355,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)