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Trade: IMX/USDT/120/DCU/ALMA/5673

Strategy
IMX/USDT/120/DCU/ALMA/5673
Pair
IMX_USDT
Interval
2h
Score
393522
Daily Profit
0.202253
Profit Factor
1.347720
Profitability
56.190476
Streak
49.208241
Best Strategy
Training Data Length
1353.250000
Evaluation Time
2025-09-26 09:59
Expiration Time
2025-11-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -81017.7159 43143.8164 -124161.5324 1439785.4197 363390.0018 1076395.418
Total P&L (%) -81.0177 43.1438 -124.1615 1439.7854 363.39 1076.3954
Avg Daily Profit (%) -0.0599 0.0319 -0.0918 0.2023 0.1134 0.1823
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -462388 -51384 -425491 -1323559 -469624 -1383725
Profit Factor 0.8963 1.2115 0.7848 1.3477 1.2725 1.3835
Total Trades 105 53 52 105 53 52
Winning Trades 61 26 35 59 30 29
Losing Trades 44 27 17 46 23 23
Profitability (%) 58.0952 49.0566 67.3077 56.1905 56.6038 55.7692
Ratio Avg Win / Avg Loss 0.6465 1.2581 0.3812 1.0508 0.9756 1.0972
Largest Winning Trade 42454 36445 42454 1786899 240020 1786899
Largest Losing Trade -271792 -24121 -271792 -1123520 -215959 -1123520
Avg Bars in Trades 150 68 234 150 68 234
Avg Bars in Winners 124 64 170 137 69 208
Avg Bars in Losers 186 71 367 167 66 267
Bars Traded 15815 3610 12205 15815 3610 12205
Profit Streak 49.2082 49.2916 49.2082 49.2082 49.2916 49.2082
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578032 -332129 -758026 393522 -221597 -170263

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643371200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869992050,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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": [
        [
            -81017.7159365243,
            43143.8164345632,
            -124161.5323710877,
            1439785.4197486923,
            363390.0017773136,
            1076395.417971379
        ],
        [
            -81.017716,
            43.143816,
            -124.161532,
            1439.78542,
            363.390002,
            1076.395418
        ],
        [
            -0.059869,
            0.031882,
            -0.091751,
            0.202253,
            0.113377,
            0.182323
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -462388,
            -51384,
            -425491,
            -1323559,
            -469624,
            -1383725
        ],
        [
            0.89627,
            1.21146,
            0.784821,
            1.34772,
            1.272465,
            1.383478
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            61,
            26,
            35,
            59,
            30,
            29
        ],
        [
            44,
            27,
            17,
            46,
            23,
            23
        ],
        [
            58.095238,
            49.056604,
            67.307692,
            56.190476,
            56.603774,
            55.769231
        ],
        [
            0.64649,
            1.258055,
            0.381199,
            1.050765,
            0.975556,
            1.097241
        ],
        [
            42454,
            36445,
            42454,
            1786899,
            240020,
            1786899
        ],
        [
            -271792,
            -24121,
            -271792,
            -1123520,
            -215959,
            -1123520
        ],
        [
            150,
            68,
            234,
            150,
            68,
            234
        ],
        [
            124,
            64,
            170,
            137,
            69,
            208
        ],
        [
            186,
            71,
            367,
            167,
            66,
            267
        ],
        [
            15815,
            3610,
            12205,
            15815,
            3610,
            12205
        ],
        [
            49.208241,
            49.291575,
            49.208241,
            49.208241,
            49.291575,
            49.208241
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578032,
            -332129,
            -758026,
            393522,
            -221597,
            -170263
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643371200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758869992050,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 218,
            "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)