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Trade: IMX/USDT/480/SSF/DCM/7823

Strategy
IMX/USDT/480/SSF/DCM/7823
Pair
IMX_USDT
Interval
8h
Score
333992
Daily Profit
0.204981
Profit Factor
1.435444
Profitability
49.572650
Streak
46.347040
Best Strategy
Training Data Length
1365.330000
Evaluation Time
2025-10-06 19:19
Expiration Time
2025-11-16 09:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279866.5168 187603.339 92263.1778 43566.1278 -16711.4937 60277.6215
Total P&L (%) 279.8665 187.6033 92.2632 43.5661 -16.7115 60.2776
Avg Daily Profit (%) 0.205 0.1374 0.0676 0.0265 -0.0134 0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144061 -93282 -90622 -313823 -301692 -225731
Profit Factor 1.4354 1.4807 1.3654 1.0347 0.9782 1.123
Total Trades 117 58 59 117 58 59
Winning Trades 58 26 32 58 26 32
Losing Trades 59 32 27 59 32 27
Profitability (%) 49.5727 44.8276 54.2373 49.5727 44.8276 54.2373
Ratio Avg Win / Avg Loss 1.4602 1.8225 1.1521 1.0525 1.2039 0.9475
Largest Winning Trade 139980 139980 42585 218142 218142 82966
Largest Losing Trade -51155 -36219 -51155 -154027 -96694 -154027
Avg Bars in Trades 31 42 21 31 42 21
Avg Bars in Winners 41 56 29 41 56 29
Avg Bars in Losers 22 31 11 22 31 11
Bars Traded 3737 2486 1251 3737 2486 1251
Profit Streak 46.347 0 59.6804 46.347 0 59.6804
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333992 -189366 -277514 -341061 -761178 -409570
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4096,
    "evaluation_days": 1365.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644422400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767584228,
    "expiration_time": 1763276544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "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": [
        [
            279866.5168292437,
            187603.3390257566,
            92263.1778034874,
            43566.1278008599,
            -16711.4936882935,
            60277.6214891534
        ],
        [
            279.866517,
            187.603339,
            92.263178,
            43.566128,
            -16.711494,
            60.277621
        ],
        [
            0.204981,
            0.137405,
            0.067576,
            0.02649,
            -0.013392,
            0.034557
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144061,
            -93282,
            -90622,
            -313823,
            -301692,
            -225731
        ],
        [
            1.435444,
            1.480741,
            1.365432,
            1.034686,
            0.978182,
            1.122995
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            49.57265,
            44.827586,
            54.237288,
            49.57265,
            44.827586,
            54.237288
        ],
        [
            1.460193,
            1.822451,
            1.152083,
            1.052525,
            1.203916,
            0.947527
        ],
        [
            139980,
            139980,
            42585,
            218142,
            218142,
            82966
        ],
        [
            -51155,
            -36219,
            -51155,
            -154027,
            -96694,
            -154027
        ],
        [
            31,
            42,
            21,
            31,
            42,
            21
        ],
        [
            41,
            56,
            29,
            41,
            56,
            29
        ],
        [
            22,
            31,
            11,
            22,
            31,
            11
        ],
        [
            3737,
            2486,
            1251,
            3737,
            2486,
            1251
        ],
        [
            46.34704,
            0,
            59.680373,
            46.34704,
            0,
            59.680373
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333992,
            -189366,
            -277514,
            -341061,
            -761178,
            -409570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4096,
    "evaluation_days": 1365.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644422400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767584228,
    "expiration_time": 1763276544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 205,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "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)