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Trade: IMX/USDT/720/LINREG/FWMA/3662

Strategy
IMX/USDT/720/LINREG/FWMA/3662
Pair
IMX_USDT
Interval
12h
Score
389140
Daily Profit
0.364511
Profit Factor
1.740853
Profitability
41.911765
Streak
37.048199
Best Strategy
Training Data Length
1359.500000
Evaluation Time
2025-09-30 04:09
Expiration Time
2025-11-09 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 495552.6525 306650.22 188902.4325 1458947.0086 1326580.1777 132366.8309
Total P&L (%) 495.5527 306.6502 188.9024 1458.947 1326.5802 132.3668
Avg Daily Profit (%) 0.3645 0.2256 0.139 0.2022 0.1957 0.062
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103629 -81845 -116289 -960200 -800028 -1041973
Profit Factor 1.7409 1.8647 1.6011 1.3231 1.5753 1.0599
Total Trades 136 68 68 136 68 68
Winning Trades 57 28 29 57 28 29
Losing Trades 79 40 39 79 40 39
Profitability (%) 41.9118 41.1765 42.6471 41.9118 41.1765 42.6471
Ratio Avg Win / Avg Loss 2.4128 2.6638 2.1532 1.8337 2.2505 1.4254
Largest Winning Trade 116369 116369 39162 652991 652991 347071
Largest Losing Trade -26624 -26624 -24178 -223196 -216949 -223196
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 31 33 30 31 33 30
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 2638 1390 1248 2638 1390 1248
Profit Streak 37.0482 37.0482 38.0482 37.0482 37.0482 38.0482
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389140 -100688 -116003 283497 -101189 -376232
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1644062400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194564392,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 51,
            "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": [
        [
            495552.6524704259,
            306650.2199542357,
            188902.4325161899,
            1458947.0085761393,
            1326580.177670105,
            132366.8309060346
        ],
        [
            495.552652,
            306.65022,
            188.902433,
            1458.947009,
            1326.580178,
            132.366831
        ],
        [
            0.364511,
            0.225561,
            0.13895,
            0.202234,
            0.195694,
            0.062038
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103629,
            -81845,
            -116289,
            -960200,
            -800028,
            -1041973
        ],
        [
            1.740853,
            1.864665,
            1.601124,
            1.323063,
            1.575327,
            1.059889
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            41.911765,
            41.176471,
            42.647059,
            41.911765,
            41.176471,
            42.647059
        ],
        [
            2.412761,
            2.663807,
            2.153236,
            1.833718,
            2.250468,
            1.425368
        ],
        [
            116369,
            116369,
            39162,
            652991,
            652991,
            347071
        ],
        [
            -26624,
            -26624,
            -24178,
            -223196,
            -216949,
            -223196
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            31,
            33,
            30,
            31,
            33,
            30
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            2638,
            1390,
            1248,
            2638,
            1390,
            1248
        ],
        [
            37.048199,
            37.048199,
            38.048199,
            37.048199,
            37.048199,
            38.048199
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389140,
            -100688,
            -116003,
            283497,
            -101189,
            -376232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2719,
    "evaluation_days": 1359.5,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1644062400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194564392,
    "expiration_time": 1762714224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 51,
            "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)