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Trade: IMX/USDT/720/HILO/SSF/5721

Strategy
IMX/USDT/720/HILO/SSF/5721
Pair
IMX_USDT
Interval
12h
Score
306894
Daily Profit
0.273454
Profit Factor
1.532512
Profitability
42.335766
Streak
0.000000
Best Strategy
Training Data Length
1370.000000
Evaluation Time
2025-10-10 17:23
Expiration Time
2025-11-20 16:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374631.4195 253572.3141 121059.1054 237931.8418 239199.4505 -1267.6087
Total P&L (%) 374.6314 253.5723 121.0591 237.9318 239.1995 -1.2676
Avg Daily Profit (%) 0.2735 0.1851 0.0884 0.0889 0.0892 -0.0009
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109723 -72667 -51280 -268530 -217971 -243842
Profit Factor 1.5325 1.729 1.3403 1.1452 1.3147 0.9986
Total Trades 137 69 68 137 69 68
Winning Trades 58 23 35 58 23 35
Losing Trades 79 46 33 79 46 33
Profitability (%) 42.3358 33.3333 51.4706 42.3358 33.3333 51.4706
Ratio Avg Win / Avg Loss 2.0874 3.4581 1.2637 1.5598 2.6295 0.9415
Largest Winning Trade 148138 148138 46786 138568 138568 103220
Largest Losing Trade -35900 -18590 -35900 -201608 -66922 -201608
Avg Bars in Trades 19 17 22 19 17 22
Avg Bars in Winners 33 32 33 33 32 33
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 2693 1174 1519 2693 1174 1519
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 306894 -97390 -183369 -136286 -180757 -689489
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2740,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106183545,
    "expiration_time": 1763648640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            374631.4194972227,
            253572.3141188648,
            121059.1053783581,
            237931.8417750594,
            239199.450521823,
            -1267.6087467636
        ],
        [
            374.631419,
            253.572314,
            121.059105,
            237.931842,
            239.199451,
            -1.267609
        ],
        [
            0.273454,
            0.185089,
            0.088364,
            0.088921,
            0.089194,
            -0.000931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109723,
            -72667,
            -51280,
            -268530,
            -217971,
            -243842
        ],
        [
            1.532512,
            1.729039,
            1.34034,
            1.145195,
            1.31474,
            0.998557
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            58,
            23,
            35,
            58,
            23,
            35
        ],
        [
            79,
            46,
            33,
            79,
            46,
            33
        ],
        [
            42.335766,
            33.333333,
            51.470588,
            42.335766,
            33.333333,
            51.470588
        ],
        [
            2.087387,
            3.458078,
            1.263749,
            1.559835,
            2.629481,
            0.941497
        ],
        [
            148138,
            148138,
            46786,
            138568,
            138568,
            103220
        ],
        [
            -35900,
            -18590,
            -35900,
            -201608,
            -66922,
            -201608
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            2693,
            1174,
            1519,
            2693,
            1174,
            1519
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306894,
            -97390,
            -183369,
            -136286,
            -180757,
            -689489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2740,
    "evaluation_days": 1370,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760106183545,
    "expiration_time": 1763648640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    }
}

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)