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Trade: IMX/USDT/120/MIDPRICE/HILO/7009

Strategy
IMX/USDT/120/MIDPRICE/HILO/7009
Pair
IMX_USDT
Interval
2h
Score
322451
Daily Profit
0.261043
Profit Factor
1.457186
Profitability
43.979058
Streak
0.000000
Best Strategy
Training Data Length
1367.420000
Evaluation Time
2025-10-08 22:19
Expiration Time
2025-11-27 01:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356955.2484 217989.2799 138965.9685 359693.5012 526710.0047 -167016.5034
Total P&L (%) 356.9552 217.9893 138.966 359.6935 526.71 -167.0165
Avg Daily Profit (%) 0.261 0.1594 0.1016 0.1116 0.1343 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98149 -81853 -64916 -817766 -586622 -542467
Profit Factor 1.4572 1.6181 1.3246 1.094 1.3135 0.9222
Total Trades 191 96 95 191 96 95
Winning Trades 84 36 48 84 36 48
Losing Trades 107 60 47 107 60 47
Profitability (%) 43.9791 37.5 50.5263 43.9791 37.5 50.5263
Ratio Avg Win / Avg Loss 1.8562 2.6969 1.297 1.3935 2.1891 0.903
Largest Winning Trade 105245 105245 50543 253283 253283 146308
Largest Losing Trade -32541 -17163 -32541 -204853 -123266 -204853
Avg Bars in Trades 84 60 108 84 60 108
Avg Bars in Winners 125 83 157 125 83 157
Avg Bars in Losers 51 46 59 51 46 59
Bars Traded 16096 5771 10325 16096 5771 10325
Profit Streak 0 0 8.8886 0 0 8.8886
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322451 186421 -56634 -162467 -17195 -580341
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16409,
    "evaluation_days": 1367.42,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951178935,
    "expiration_time": 1764199612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            356955.2483799954,
            217989.2798660521,
            138965.9685139435,
            359693.5012458597,
            526710.0046901556,
            -167016.5034442964
        ],
        [
            356.955248,
            217.98928,
            138.965969,
            359.693501,
            526.710005,
            -167.016503
        ],
        [
            0.261043,
            0.159416,
            0.101626,
            0.111615,
            0.134307,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98149,
            -81853,
            -64916,
            -817766,
            -586622,
            -542467
        ],
        [
            1.457186,
            1.618143,
            1.324601,
            1.093989,
            1.313464,
            0.922198
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            84,
            36,
            48,
            84,
            36,
            48
        ],
        [
            107,
            60,
            47,
            107,
            60,
            47
        ],
        [
            43.979058,
            37.5,
            50.526316,
            43.979058,
            37.5,
            50.526316
        ],
        [
            1.856178,
            2.696905,
            1.297005,
            1.393534,
            2.189107,
            0.902985
        ],
        [
            105245,
            105245,
            50543,
            253283,
            253283,
            146308
        ],
        [
            -32541,
            -17163,
            -32541,
            -204853,
            -123266,
            -204853
        ],
        [
            84,
            60,
            108,
            84,
            60,
            108
        ],
        [
            125,
            83,
            157,
            125,
            83,
            157
        ],
        [
            51,
            46,
            59,
            51,
            46,
            59
        ],
        [
            16096,
            5771,
            10325,
            16096,
            5771,
            10325
        ],
        [
            0,
            0,
            8.888645,
            0,
            0,
            8.888645
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322451,
            186421,
            -56634,
            -162467,
            -17195,
            -580341
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16409,
    "evaluation_days": 1367.42,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643349600000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759951178935,
    "expiration_time": 1764199612800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)