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Trade: IMX/USDT/120/KCU/MIDPRICE/1894

Strategy
IMX/USDT/120/KCU/MIDPRICE/1894
Pair
IMX_USDT
Interval
2h
Score
318694
Daily Profit
0.278654
Profit Factor
1.937411
Profitability
41.379310
Streak
0.000000
Best Strategy
Training Data Length
1366.330000
Evaluation Time
2025-10-07 20:12
Expiration Time
2025-11-25 22:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 380732.8416 227697.8072 153035.0343 580605.1049 104603.1858 476001.9192
Total P&L (%) 380.7328 227.6978 153.035 580.6051 104.6032 476.0019
Avg Daily Profit (%) 0.2787 0.1666 0.112 0.1405 0.0524 0.1282
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128131 -56387 -76425 -2158671 -1095149 -1167107
Profit Factor 1.9374 2.2562 1.6805 1.1396 1.0548 1.2116
Total Trades 87 44 43 87 44 43
Winning Trades 36 15 21 36 15 21
Losing Trades 51 29 22 51 29 22
Profitability (%) 41.3793 34.0909 48.8372 41.3793 34.0909 48.8372
Ratio Avg Win / Avg Loss 2.7447 4.3619 1.7605 1.6145 2.0393 1.2693
Largest Winning Trade 124877 124877 62671 1093875 373006 1093875
Largest Losing Trade -23770 -20686 -23770 -490631 -490631 -438933
Avg Bars in Trades 184 76 295 184 76 295
Avg Bars in Winners 370 167 515 370 167 515
Avg Bars in Losers 53 29 85 53 29 85
Bars Traded 16082 3372 12710 16082 3372 12710
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 318694 198078 -40685 -74062 -288183 -22689
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16396,
    "evaluation_days": 1366.33,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643580000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759857151391,
    "expiration_time": 1764102643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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": [
        [
            380732.8415752574,
            227697.8072281374,
            153035.03434712,
            580605.1049391333,
            104603.1857524086,
            476001.9191867243
        ],
        [
            380.732842,
            227.697807,
            153.035034,
            580.605105,
            104.603186,
            476.001919
        ],
        [
            0.278654,
            0.166649,
            0.112004,
            0.140461,
            0.05241,
            0.128231
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128131,
            -56387,
            -76425,
            -2158671,
            -1095149,
            -1167107
        ],
        [
            1.937411,
            2.256168,
            1.68049,
            1.13962,
            1.054807,
            1.211564
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            51,
            29,
            22,
            51,
            29,
            22
        ],
        [
            41.37931,
            34.090909,
            48.837209,
            41.37931,
            34.090909,
            48.837209
        ],
        [
            2.744666,
            4.361924,
            1.760513,
            1.614461,
            2.039294,
            1.269258
        ],
        [
            124877,
            124877,
            62671,
            1093875,
            373006,
            1093875
        ],
        [
            -23770,
            -20686,
            -23770,
            -490631,
            -490631,
            -438933
        ],
        [
            184,
            76,
            295,
            184,
            76,
            295
        ],
        [
            370,
            167,
            515,
            370,
            167,
            515
        ],
        [
            53,
            29,
            85,
            53,
            29,
            85
        ],
        [
            16082,
            3372,
            12710,
            16082,
            3372,
            12710
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318694,
            198078,
            -40685,
            -74062,
            -288183,
            -22689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16396,
    "evaluation_days": 1366.33,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643580000000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759857151391,
    "expiration_time": 1764102643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "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)