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Trade: IMX/USDT/720/HILO/ZLMA/6362

Strategy
IMX/USDT/720/HILO/ZLMA/6362
Pair
IMX_USDT
Interval
12h
Score
417753
Daily Profit
0.333120
Profit Factor
1.839970
Profitability
44.186047
Streak
33.150390
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 06:36
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451044.2126 316475.3572 134568.8554 558308.7703 178668.2157 379640.5546
Total P&L (%) 451.0442 316.4754 134.5689 558.3088 178.6682 379.6406
Avg Daily Profit (%) 0.3331 0.2337 0.0994 0.1393 0.0757 0.1159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63360 -77174 -48133 -493104 -632659 -345426
Profit Factor 1.84 2.0698 1.5581 1.2424 1.1387 1.374
Total Trades 129 65 64 129 65 64
Winning Trades 57 23 34 57 23 34
Losing Trades 72 42 30 72 42 30
Profitability (%) 44.186 35.3846 53.125 44.186 35.3846 53.125
Ratio Avg Win / Avg Loss 2.3242 3.7796 1.3748 1.5693 2.0793 1.2124
Largest Winning Trade 232464 232464 40326 318623 318623 268404
Largest Losing Trade -32620 -18051 -32620 -264470 -168596 -264470
Avg Bars in Trades 19 19 20 19 19 20
Avg Bars in Winners 32 34 30 32 34 30
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 2578 1253 1325 2578 1253 1325
Profit Streak 33.1504 33.1504 37.6504 33.1504 33.1504 37.6504
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417753 -124978 -196583 -6490 -295546 -175740
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944193746,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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": [
        [
            451044.2126229707,
            316475.3571964304,
            134568.8554265402,
            558308.7702930641,
            178668.2156771547,
            379640.5546159093
        ],
        [
            451.044213,
            316.475357,
            134.568855,
            558.30877,
            178.668216,
            379.640555
        ],
        [
            0.33312,
            0.233734,
            0.099386,
            0.139277,
            0.075719,
            0.115862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63360,
            -77174,
            -48133,
            -493104,
            -632659,
            -345426
        ],
        [
            1.83997,
            2.069763,
            1.558054,
            1.242377,
            1.138673,
            1.374005
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            57,
            23,
            34,
            57,
            23,
            34
        ],
        [
            72,
            42,
            30,
            72,
            42,
            30
        ],
        [
            44.186047,
            35.384615,
            53.125,
            44.186047,
            35.384615,
            53.125
        ],
        [
            2.324173,
            3.779567,
            1.374753,
            1.569318,
            2.079317,
            1.212358
        ],
        [
            232464,
            232464,
            40326,
            318623,
            318623,
            268404
        ],
        [
            -32620,
            -18051,
            -32620,
            -264470,
            -168596,
            -264470
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            2578,
            1253,
            1325,
            2578,
            1253,
            1325
        ],
        [
            33.15039,
            33.15039,
            37.65039,
            33.150391,
            33.150391,
            37.650391
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417753,
            -124978,
            -196583,
            -6490,
            -295546,
            -175740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1643889600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944193746,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 50,
            "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)