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Trade: IMX/USDT/720/HILO/MIDPRICE/8714

Strategy
IMX/USDT/720/HILO/MIDPRICE/8714
Pair
IMX_USDT
Interval
12h
Score
450639
Daily Profit
0.368091
Profit Factor
1.538489
Profitability
46.484375
Streak
19.477060
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-27 14:26
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 498394.8662 325488.8355 172906.0306 706282.6694 126179.2078 580103.4616
Total P&L (%) 498.3949 325.4888 172.906 706.2827 126.1792 580.1035
Avg Daily Profit (%) 0.3681 0.2404 0.1277 0.1543 0.0603 0.1417
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153459 -116266 -60486 -610675 -588353 -175072
Profit Factor 1.5385 1.5738 1.4826 1.2755 1.0745 1.6661
Total Trades 256 128 128 256 128 128
Winning Trades 119 48 71 119 48 71
Losing Trades 137 80 57 137 80 57
Profitability (%) 46.4844 37.5 55.4688 46.4844 37.5 55.4688
Ratio Avg Win / Avg Loss 1.7712 2.623 1.1903 1.4684 1.7909 1.3376
Largest Winning Trade 162466 162466 35741 268975 202844 268975
Largest Losing Trade -28068 -28068 -26070 -238247 -238247 -98048
Avg Bars in Trades 10 14 6 10 14 6
Avg Bars in Winners 14 23 8 14 23 8
Avg Bars in Losers 7 9 4 7 9 4
Bars Traded 2681 1839 842 2681 1839 842
Profit Streak 19.4771 23.9771 0 19.4771 23.9771 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450639 254433 -20567 301983 -253617 -658
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": 1758972418025,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "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": [
        [
            498394.8661544219,
            325488.8355460474,
            172906.0306083744,
            706282.6694324707,
            126179.2078247831,
            580103.4616076875
        ],
        [
            498.394866,
            325.488836,
            172.906031,
            706.282669,
            126.179208,
            580.103462
        ],
        [
            0.368091,
            0.240391,
            0.1277,
            0.154274,
            0.060296,
            0.141686
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153459,
            -116266,
            -60486,
            -610675,
            -588353,
            -175072
        ],
        [
            1.538489,
            1.573788,
            1.482599,
            1.275462,
            1.074525,
            1.666118
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            119,
            48,
            71,
            119,
            48,
            71
        ],
        [
            137,
            80,
            57,
            137,
            80,
            57
        ],
        [
            46.484375,
            37.5,
            55.46875,
            46.484375,
            37.5,
            55.46875
        ],
        [
            1.771201,
            2.62298,
            1.190256,
            1.468389,
            1.790874,
            1.337588
        ],
        [
            162466,
            162466,
            35741,
            268975,
            202844,
            268975
        ],
        [
            -28068,
            -28068,
            -26070,
            -238247,
            -238247,
            -98048
        ],
        [
            10,
            14,
            6,
            10,
            14,
            6
        ],
        [
            14,
            23,
            8,
            14,
            23,
            8
        ],
        [
            7,
            9,
            4,
            7,
            9,
            4
        ],
        [
            2681,
            1839,
            842,
            2681,
            1839,
            842
        ],
        [
            19.47706,
            23.97706,
            0,
            19.47706,
            23.97706,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450639,
            254433,
            -20567,
            301983,
            -253617,
            -658
        ]
    ]
}
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": 1758972418025,
    "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": "midprice",
        "factors": {
            "length": 19,
            "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)