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Trade: IMX/USDT/360/SSF/JMA/1018

Strategy
IMX/USDT/360/SSF/JMA/1018
Pair
IMX_USDT
Interval
6h
Score
305992
Daily Profit
0.224153
Profit Factor
1.472683
Profitability
42.519685
Streak
33.637482
Best Strategy
Training Data Length
1358.750000
Evaluation Time
2025-09-30 00:17
Expiration Time
2025-11-09 14:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 304567.8301 199357.5963 105210.2337 126108.7307 169886.6213 -43777.8906
Total P&L (%) 304.5678 199.3576 105.2102 126.1087 169.8866 -43.7779
Avg Daily Profit (%) 0.2242 0.1467 0.0774 0.0601 0.0731 -0.0424
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124834 -99070 -84243 -243012 -189747 -188329
Profit Factor 1.4727 1.5699 1.3573 1.1417 1.3691 0.8981
Total Trades 127 64 63 127 64 63
Winning Trades 54 19 35 54 19 35
Losing Trades 73 45 28 73 45 28
Profitability (%) 42.5197 29.6875 55.5556 42.5197 29.6875 55.5556
Ratio Avg Win / Avg Loss 1.9908 3.7181 1.0858 1.5434 3.2426 0.7185
Largest Winning Trade 146381 146381 42890 127739 127739 50574
Largest Losing Trade -32193 -21406 -32193 -46939 -43195 -46939
Avg Bars in Trades 42 35 48 42 35 48
Avg Bars in Winners 64 63 64 64 63 64
Avg Bars in Losers 25 23 28 25 23 28
Bars Traded 5334 2284 3050 5334 2284 3050
Profit Streak 33.6375 33.6375 37.3875 33.6375 33.6375 37.3875
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305992 -142406 -234545 -177851 -241799 -726193
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1358.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1642809600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759180678450,
    "expiration_time": 1762690680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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": [
        [
            304567.8300593037,
            199357.5963261736,
            105210.2337331299,
            126108.7307262104,
            169886.6212822109,
            -43777.8905560007
        ],
        [
            304.56783,
            199.357596,
            105.210234,
            126.108731,
            169.886621,
            -43.777891
        ],
        [
            0.224153,
            0.146721,
            0.077432,
            0.060062,
            0.073096,
            -0.042373
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124834,
            -99070,
            -84243,
            -243012,
            -189747,
            -188329
        ],
        [
            1.472683,
            1.569856,
            1.35725,
            1.141697,
            1.369113,
            0.898128
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            54,
            19,
            35,
            54,
            19,
            35
        ],
        [
            73,
            45,
            28,
            73,
            45,
            28
        ],
        [
            42.519685,
            29.6875,
            55.555556,
            42.519685,
            29.6875,
            55.555556
        ],
        [
            1.990849,
            3.718079,
            1.0858,
            1.543405,
            3.242637,
            0.718502
        ],
        [
            146381,
            146381,
            42890,
            127739,
            127739,
            50574
        ],
        [
            -32193,
            -21406,
            -32193,
            -46939,
            -43195,
            -46939
        ],
        [
            42,
            35,
            48,
            42,
            35,
            48
        ],
        [
            64,
            63,
            64,
            64,
            63,
            64
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            5334,
            2284,
            3050,
            5334,
            2284,
            3050
        ],
        [
            33.637482,
            33.637482,
            37.387482,
            33.637482,
            33.637482,
            37.387482
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305992,
            -142406,
            -234545,
            -177851,
            -241799,
            -726193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5435,
    "evaluation_days": 1358.75,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1642809600000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759180678450,
    "expiration_time": 1762690680000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 48,
            "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)