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Trade: IMX/USDT/720/HILO/SUPERTREND/5121

Strategy
IMX/USDT/720/HILO/SUPERTREND/5121
Pair
IMX_USDT
Interval
12h
Score
311839
Daily Profit
0.184350
Profit Factor
1.337706
Profitability
48.993289
Streak
15.712238
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-28 08:05
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 249609.9087 163566.7065 86043.2022 79888.1833 327775.6924 -247887.5091
Total P&L (%) 249.6099 163.5667 86.0432 79.8882 327.7757 -247.8875
Avg Daily Profit (%) 0.1844 0.1208 0.0635 0.0434 0.1074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132200 -118008 -84152 -886070 -651403 -560424
Profit Factor 1.3377 1.3816 1.2771 1.0238 1.1673 0.8224
Total Trades 149 75 74 149 75 74
Winning Trades 73 38 35 73 38 35
Losing Trades 76 37 39 76 37 39
Profitability (%) 48.9933 50.6667 47.2973 48.9933 50.6667 47.2973
Ratio Avg Win / Avg Loss 1.3927 1.3452 1.4231 1.0659 1.1366 0.9163
Largest Winning Trade 65793 65793 39810 316871 316871 92903
Largest Losing Trade -39682 -39682 -27137 -313326 -313326 -225488
Avg Bars in Trades 17 24 9 17 24 9
Avg Bars in Winners 18 23 13 18 23 13
Avg Bars in Losers 15 25 6 15 25 6
Bars Traded 2551 1813 738 2551 1813 738
Profit Streak 15.7122 41.2122 0 15.7122 41.2122 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311839 -86322 -173364 -328443 -141254 -646009
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1648252800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035937333,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 229,
            "offset": 0,
            "multiplier": 2.04493
        }
    }
}
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": [
        [
            249609.9087092477,
            163566.7065488056,
            86043.2021604418,
            79888.1833297984,
            327775.6923985926,
            -247887.5090687941
        ],
        [
            249.609909,
            163.566707,
            86.043202,
            79.888183,
            327.775692,
            -247.887509
        ],
        [
            0.18435,
            0.120803,
            0.063547,
            0.043375,
            0.107401,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132200,
            -118008,
            -84152,
            -886070,
            -651403,
            -560424
        ],
        [
            1.337706,
            1.381576,
            1.277136,
            1.023815,
            1.167315,
            0.822359
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            76,
            37,
            39,
            76,
            37,
            39
        ],
        [
            48.993289,
            50.666667,
            47.297297,
            48.993289,
            50.666667,
            47.297297
        ],
        [
            1.39268,
            1.345218,
            1.423095,
            1.06589,
            1.136596,
            0.916343
        ],
        [
            65793,
            65793,
            39810,
            316871,
            316871,
            92903
        ],
        [
            -39682,
            -39682,
            -27137,
            -313326,
            -313326,
            -225488
        ],
        [
            17,
            24,
            9,
            17,
            24,
            9
        ],
        [
            18,
            23,
            13,
            18,
            23,
            13
        ],
        [
            15,
            25,
            6,
            15,
            25,
            6
        ],
        [
            2551,
            1813,
            738,
            2551,
            1813,
            738
        ],
        [
            15.712238,
            41.212238,
            0,
            15.712238,
            41.212238,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311839,
            -86322,
            -173364,
            -328443,
            -141254,
            -646009
        ]
    ]
}
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": 1648252800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759035937333,
    "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": "supertrend",
        "factors": {
            "length": 229,
            "offset": 0,
            "multiplier": 2.04493
        }
    }
}

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)