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Trade: IMX/USDT/240/SSF/JMA/5293

Strategy
IMX/USDT/240/SSF/JMA/5293
Pair
IMX_USDT
Interval
4h
Score
362147
Daily Profit
0.212050
Profit Factor
1.299059
Profitability
55.737705
Streak
20.042417
Best Strategy
Training Data Length
1360.500000
Evaluation Time
2025-10-01 20:01
Expiration Time
2025-11-11 13:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288493.4495 212231.4833 76261.9662 13147.4201 2389.8225 10757.5976
Total P&L (%) 288.4935 212.2315 76.262 13.1474 2.3898 10.7576
Avg Daily Profit (%) 0.2121 0.156 0.0561 0.0091 0.0017 0.0075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105528 -106954 -119573 -110683 -84250 -67381
Profit Factor 1.2991 1.3823 1.1862 1.0229 1.0071 1.0449
Total Trades 183 92 91 183 92 91
Winning Trades 102 47 55 102 47 55
Losing Trades 81 45 36 81 45 36
Profitability (%) 55.7377 51.087 60.4396 55.7377 51.087 60.4396
Ratio Avg Win / Avg Loss 1.0316 1.3235 0.7764 0.8123 0.9643 0.6839
Largest Winning Trade 103776 103776 34567 35697 35697 17336
Largest Losing Trade -63367 -63367 -37410 -62496 -62496 -29501
Avg Bars in Trades 43 44 43 43 44 43
Avg Bars in Winners 48 51 46 48 51 46
Avg Bars in Losers 37 36 37 37 36 37
Bars Traded 8002 4063 3940 8002 4063 3940
Profit Streak 20.0424 25.5424 0 20.0424 25.5424 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 362147 295440 -134374 -443331 -570246 -496748
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8163,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642694400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338064835,
    "expiration_time": 1762860816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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": [
        [
            288493.4495372539,
            212231.4833413764,
            76261.9661958776,
            13147.4201417285,
            2389.822504085,
            10757.5976376436
        ],
        [
            288.49345,
            212.231483,
            76.261966,
            13.14742,
            2.389823,
            10.757598
        ],
        [
            0.21205,
            0.155995,
            0.056054,
            0.00908,
            0.001736,
            0.00751
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105528,
            -106954,
            -119573,
            -110683,
            -84250,
            -67381
        ],
        [
            1.299059,
            1.382294,
            1.186223,
            1.022875,
            1.007129,
            1.044913
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            102,
            47,
            55,
            102,
            47,
            55
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            55.737705,
            51.086957,
            60.43956,
            55.737705,
            51.086957,
            60.43956
        ],
        [
            1.031605,
            1.323473,
            0.776437,
            0.812283,
            0.964272,
            0.683943
        ],
        [
            103776,
            103776,
            34567,
            35697,
            35697,
            17336
        ],
        [
            -63367,
            -63367,
            -37410,
            -62496,
            -62496,
            -29501
        ],
        [
            43,
            44,
            43,
            43,
            44,
            43
        ],
        [
            48,
            51,
            46,
            48,
            51,
            46
        ],
        [
            37,
            36,
            37,
            37,
            36,
            37
        ],
        [
            8002,
            4063,
            3940,
            8002,
            4063,
            3940
        ],
        [
            20.042417,
            25.542417,
            0,
            20.042417,
            25.542417,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            362147,
            295440,
            -134374,
            -443331,
            -570246,
            -496748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8163,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642694400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338064835,
    "expiration_time": 1762860816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 51,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 63,
            "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)