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Trade: IMX/USDT/720/HILO/HL2/3963

Strategy
IMX/USDT/720/HILO/HL2/3963
Pair
IMX_USDT
Interval
12h
Score
318632
Daily Profit
0.306755
Profit Factor
1.558707
Profitability
38.181818
Streak
33.150381
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 415346.2734 261814.0818 153532.1916 480947.9729 315645.6821 165302.2907
Total P&L (%) 415.3463 261.8141 153.5322 480.948 315.6457 165.3023
Avg Daily Profit (%) 0.3068 0.1934 0.1134 0.13 0.1053 0.0721
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91988 -83538 -54116 -320947 -317894 -147522
Profit Factor 1.5587 1.6476 1.4528 1.2983 1.3584 1.2259
Total Trades 165 83 82 165 83 82
Winning Trades 63 24 39 63 24 39
Losing Trades 102 59 43 102 59 43
Profitability (%) 38.1818 28.9157 47.561 38.1818 28.9157 47.561
Ratio Avg Win / Avg Loss 2.5236 4.0503 1.6018 2.102 3.3395 1.3517
Largest Winning Trade 143308 143308 42037 182692 182692 77691
Largest Losing Trade -26070 -12607 -26070 -58215 -53395 -58215
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 30 35 26 30 35 26
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 2670 1328 1342 2670 1328 1342
Profit Streak 33.1504 33.1504 35.6504 33.1504 33.1504 35.6504
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318632 -1385 -44074 -20704 -62958 -101645
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944192929,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            415346.273360207,
            261814.0818070424,
            153532.1915531646,
            480947.972887687,
            315645.6821485911,
            165302.2907390959
        ],
        [
            415.346273,
            261.814082,
            153.532192,
            480.947973,
            315.645682,
            165.302291
        ],
        [
            0.306755,
            0.193363,
            0.113392,
            0.130032,
            0.105274,
            0.072087
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91988,
            -83538,
            -54116,
            -320947,
            -317894,
            -147522
        ],
        [
            1.558707,
            1.647563,
            1.452765,
            1.298304,
            1.358449,
            1.225919
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            63,
            24,
            39,
            63,
            24,
            39
        ],
        [
            102,
            59,
            43,
            102,
            59,
            43
        ],
        [
            38.181818,
            28.915663,
            47.560976,
            38.181818,
            28.915663,
            47.560976
        ],
        [
            2.523621,
            4.050258,
            1.601767,
            2.102015,
            3.339519,
            1.351654
        ],
        [
            143308,
            143308,
            42037,
            182692,
            182692,
            77691
        ],
        [
            -26070,
            -12607,
            -26070,
            -58215,
            -53395,
            -58215
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            30,
            35,
            26,
            30,
            35,
            26
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            2670,
            1328,
            1342,
            2670,
            1328,
            1342
        ],
        [
            33.150381,
            33.150381,
            35.650381,
            33.150381,
            33.150381,
            35.650381
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318632,
            -1385,
            -44074,
            -20704,
            -62958,
            -101645
        ]
    ]
}
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": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758944192929,
    "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": "hl2",
        "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)