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Trade: IMX/USDT/120/DCM/HMA/8014

Strategy
IMX/USDT/120/DCM/HMA/8014
Pair
IMX_USDT
Interval
2h
Score
307003
Daily Profit
0.188880
Profit Factor
1.351887
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1360.500000
Evaluation Time
2025-10-01 23:17
Expiration Time
2025-11-19 21:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 256970.6606 169371.1061 87599.5545 53039.5293 89008.2237 -35968.6944
Total P&L (%) 256.9707 169.3711 87.5996 53.0395 89.0082 -35.9687
Avg Daily Profit (%) 0.1889 0.1245 0.0644 0.0313 0.0468 -0.0328
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106675 -101430 -68333 -171615 -148944 -122878
Profit Factor 1.3519 1.4674 1.2381 1.0669 1.2334 0.9125
Total Trades 150 75 75 150 75 75
Winning Trades 70 29 41 70 29 41
Losing Trades 80 46 34 80 46 34
Profitability (%) 46.6667 38.6667 54.6667 46.6667 38.6667 54.6667
Ratio Avg Win / Avg Loss 1.545 2.3277 1.0267 1.2193 1.9564 0.7567
Largest Winning Trade 111490 111490 35091 92361 92361 43351
Largest Losing Trade -40385 -24585 -40385 -50510 -36547 -50510
Avg Bars in Trades 107 97 116 107 97 116
Avg Bars in Winners 152 151 152 152 151 152
Avg Bars in Losers 67 63 73 67 63 73
Bars Traded 16059 7317 8742 16059 7317 8742
Profit Streak 0 33.2619 0 0 33.2619 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307003 -85423 -163325 -299658 -190437 -636853
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16326,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643256000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759349828133,
    "expiration_time": 1763580499200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 84
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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": [
        [
            256970.6605910878,
            169371.1060740408,
            87599.5545170472,
            53039.5292815152,
            89008.2237069622,
            -35968.6944254469
        ],
        [
            256.970661,
            169.371106,
            87.599555,
            53.039529,
            89.008224,
            -35.968694
        ],
        [
            0.18888,
            0.124492,
            0.064388,
            0.031282,
            0.046804,
            -0.032762
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106675,
            -101430,
            -68333,
            -171615,
            -148944,
            -122878
        ],
        [
            1.351887,
            1.46744,
            1.238089,
            1.066915,
            1.233362,
            0.912532
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            80,
            46,
            34,
            80,
            46,
            34
        ],
        [
            46.666667,
            38.666667,
            54.666667,
            46.666667,
            38.666667,
            54.666667
        ],
        [
            1.545014,
            2.327663,
            1.026708,
            1.219331,
            1.956367,
            0.756734
        ],
        [
            111490,
            111490,
            35091,
            92361,
            92361,
            43351
        ],
        [
            -40385,
            -24585,
            -40385,
            -50510,
            -36547,
            -50510
        ],
        [
            107,
            97,
            116,
            107,
            97,
            116
        ],
        [
            152,
            151,
            152,
            152,
            151,
            152
        ],
        [
            67,
            63,
            73,
            67,
            63,
            73
        ],
        [
            16059,
            7317,
            8742,
            16059,
            7317,
            8742
        ],
        [
            0,
            33.2619,
            0,
            0,
            33.2619,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307003,
            -85423,
            -163325,
            -299658,
            -190437,
            -636853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16326,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643256000000,
    "last_datapoint_time": 1759348800000,
    "evaluation_time": 1759349828133,
    "expiration_time": 1763580499200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 37,
            "offset": 84
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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)