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Trade: IMX/USDT/720/SINWMA/BBL/6167

Strategy
IMX/USDT/720/SINWMA/BBL/6167
Pair
IMX_USDT
Interval
12h
Score
424950
Daily Profit
0.232098
Profit Factor
1.818901
Profitability
49.090909
Streak
4.000680
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 03:00
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 314261.0142 194888.3447 119372.6694 458556.0877 404866.5678 53689.5199
Total P&L (%) 314.261 194.8883 119.3727 458.5561 404.8666 53.6895
Avg Daily Profit (%) 0.2321 0.1439 0.0882 0.1271 0.1197 0.0317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73122 -47683 -52236 -580910 -461320 -350926
Profit Factor 1.8189 1.9752 1.649 1.1965 1.3229 1.0497
Total Trades 110 55 55 110 55 55
Winning Trades 54 26 28 54 26 28
Losing Trades 56 29 27 56 29 27
Profitability (%) 49.0909 47.2727 50.9091 49.0909 47.2727 50.9091
Ratio Avg Win / Avg Loss 1.8863 2.2031 1.5901 1.2408 1.4756 1.0122
Largest Winning Trade 112927 112927 57729 515890 515890 307554
Largest Losing Trade -28122 -20063 -28122 -228925 -194937 -228925
Avg Bars in Trades 23 11 34 23 11 34
Avg Bars in Winners 35 14 55 35 14 55
Avg Bars in Losers 10 9 12 10 9 12
Bars Traded 2535 652 1883 2535 652 1883
Profit Streak 4.0007 4.0007 13.0007 4.0007 4.0007 13.0007
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424950 -178197 -250565 -27221 -214103 -495837
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1649073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931258740,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 4.53311
        }
    }
}
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": [
        [
            314261.0141622656,
            194888.3447290331,
            119372.6694332327,
            458556.0877203342,
            404866.5678498724,
            53689.5198704623
        ],
        [
            314.261014,
            194.888345,
            119.372669,
            458.556088,
            404.866568,
            53.68952
        ],
        [
            0.232098,
            0.143935,
            0.088163,
            0.127125,
            0.119652,
            0.031745
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73122,
            -47683,
            -52236,
            -580910,
            -461320,
            -350926
        ],
        [
            1.818901,
            1.97523,
            1.649042,
            1.196504,
            1.322941,
            1.049718
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            49.090909,
            47.272727,
            50.909091,
            49.090909,
            47.272727,
            50.909091
        ],
        [
            1.886267,
            2.203141,
            1.590148,
            1.240819,
            1.475588,
            1.012228
        ],
        [
            112927,
            112927,
            57729,
            515890,
            515890,
            307554
        ],
        [
            -28122,
            -20063,
            -28122,
            -228925,
            -194937,
            -228925
        ],
        [
            23,
            11,
            34,
            23,
            11,
            34
        ],
        [
            35,
            14,
            55,
            35,
            14,
            55
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            2535,
            652,
            1883,
            2535,
            652,
            1883
        ],
        [
            4.00068,
            4.00068,
            13.00068,
            4.00068,
            4.00068,
            13.00068
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424950,
            -178197,
            -250565,
            -27221,
            -214103,
            -495837
        ]
    ]
}
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": 1649073600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758931258740,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 4.53311
        }
    }
}

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)