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Trade: IMX/USDT/480/SSF/HMA/2662

Strategy
IMX/USDT/480/SSF/HMA/2662
Pair
IMX_USDT
Interval
8h
Score
343301
Daily Profit
0.295822
Profit Factor
1.591343
Profitability
44.274809
Streak
0.000000
Best Strategy
Training Data Length
1362.000000
Evaluation Time
2025-10-03 09:25
Expiration Time
2025-11-12 22:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 402910.2007 258165.0844 144745.1163 444877.5315 384117.5071 60760.0243
Total P&L (%) 402.9102 258.1651 144.7451 444.8775 384.1175 60.76
Avg Daily Profit (%) 0.2958 0.1895 0.1063 0.1246 0.1159 0.0349
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103643 -85898 -55928 -459599 -416281 -190392
Profit Factor 1.5913 1.7292 1.4422 1.2376 1.3809 1.0703
Total Trades 131 66 65 131 66 65
Winning Trades 58 25 33 58 25 33
Losing Trades 73 41 32 73 41 32
Profitability (%) 44.2748 37.8788 50.7692 44.2748 37.8788 50.7692
Ratio Avg Win / Avg Loss 2.0029 2.8359 1.3985 1.5576 2.2647 1.0379
Largest Winning Trade 139498 139498 40953 253207 253207 147098
Largest Losing Trade -32193 -22256 -32193 -107590 -84254 -107590
Avg Bars in Trades 30 28 32 30 28 32
Avg Bars in Winners 47 48 46 47 48 46
Avg Bars in Losers 17 16 18 17 16 18
Bars Traded 4017 1890 2127 4017 1890 2127
Profit Streak 0 0 24.9346 0 0 24.9346
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343301 -118084 -181192 -27797 -165525 -421161
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4086,
    "evaluation_days": 1362,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642867200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472746955,
    "expiration_time": 1762979904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "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": [
        [
            402910.2007270071,
            258165.0844419739,
            144745.1162850332,
            444877.5314640034,
            384117.5071191352,
            60760.024344868
        ],
        [
            402.910201,
            258.165084,
            144.745116,
            444.877531,
            384.117507,
            60.760024
        ],
        [
            0.295822,
            0.189549,
            0.106274,
            0.124556,
            0.115864,
            0.034862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103643,
            -85898,
            -55928,
            -459599,
            -416281,
            -190392
        ],
        [
            1.591343,
            1.729227,
            1.442209,
            1.237575,
            1.380904,
            1.070312
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            44.274809,
            37.878788,
            50.769231,
            44.274809,
            37.878788,
            50.769231
        ],
        [
            2.002897,
            2.835932,
            1.398506,
            1.557637,
            2.264683,
            1.037879
        ],
        [
            139498,
            139498,
            40953,
            253207,
            253207,
            147098
        ],
        [
            -32193,
            -22256,
            -32193,
            -107590,
            -84254,
            -107590
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            4017,
            1890,
            2127,
            4017,
            1890,
            2127
        ],
        [
            0,
            0,
            24.934571,
            0,
            0,
            24.934571
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343301,
            -118084,
            -181192,
            -27797,
            -165525,
            -421161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4086,
    "evaluation_days": 1362,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642867200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472746955,
    "expiration_time": 1762979904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 72,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "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)