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Trade: IMX/USDT/360/SMA/SSF/5150

Strategy
IMX/USDT/360/SMA/SSF/5150
Pair
IMX_USDT
Interval
6h
Score
306939
Daily Profit
0.198635
Profit Factor
1.388917
Profitability
44.545455
Streak
28.782392
Best Strategy
Training Data Length
1371.500000
Evaluation Time
2025-10-12 21:46
Expiration Time
2025-11-22 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272427.6087 189804.9635 82622.6452 47920.4983 -5467.5501 53388.0483
Total P&L (%) 272.4276 189.805 82.6226 47.9205 -5.4676 53.388
Avg Daily Profit (%) 0.1986 0.1384 0.0602 0.0286 -0.0041 0.0312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171084 -91775 -142698 -190069 -130297 -115895
Profit Factor 1.3889 1.5301 1.2413 1.0764 0.9831 1.176
Total Trades 110 55 55 110 55 55
Winning Trades 49 22 27 49 22 27
Losing Trades 61 33 28 61 33 28
Profitability (%) 44.5455 40 49.0909 44.5455 40 49.0909
Ratio Avg Win / Avg Loss 1.7291 2.2952 1.2872 1.34 1.4747 1.2195
Largest Winning Trade 127124 127124 41135 60602 56650 60602
Largest Losing Trade -44802 -29152 -44802 -46440 -43715 -46440
Avg Bars in Trades 48 44 53 48 44 53
Avg Bars in Winners 60 54 65 60 54 65
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 5362 2429 2933 5362 2429 2933
Profit Streak 28.7824 143.0324 28.7824 28.7824 143.0324 28.7824
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306939 -188243 -292625 -293601 -761672 -359120
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294798685,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "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": [
        [
            272427.6087287901,
            189804.9635443273,
            82622.6451844627,
            47920.4982585209,
            -5467.5500899034,
            53388.0483484244
        ],
        [
            272.427609,
            189.804964,
            82.622645,
            47.920498,
            -5.46755,
            53.388048
        ],
        [
            0.198635,
            0.138392,
            0.060243,
            0.02855,
            -0.0041,
            0.031197
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171084,
            -91775,
            -142698,
            -190069,
            -130297,
            -115895
        ],
        [
            1.388917,
            1.530131,
            1.241274,
            1.076368,
            0.983132,
            1.175994
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            44.545455,
            40,
            49.090909,
            44.545455,
            40,
            49.090909
        ],
        [
            1.72906,
            2.295196,
            1.287247,
            1.339969,
            1.474698,
            1.219549
        ],
        [
            127124,
            127124,
            41135,
            60602,
            56650,
            60602
        ],
        [
            -44802,
            -29152,
            -44802,
            -46440,
            -43715,
            -46440
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            60,
            54,
            65,
            60,
            54,
            65
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            5362,
            2429,
            2933,
            5362,
            2429,
            2933
        ],
        [
            28.782392,
            143.032392,
            28.782392,
            28.782392,
            143.032392,
            28.782392
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306939,
            -188243,
            -292625,
            -293601,
            -761672,
            -359120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5486,
    "evaluation_days": 1371.5,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760294798685,
    "expiration_time": 1763825328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "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)