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Trade: IMX/USDT/120/HMA/KCL/1404

Strategy
IMX/USDT/120/HMA/KCL/1404
Pair
IMX_USDT
Interval
2h
Score
301345
Daily Profit
0.247465
Profit Factor
1.572871
Profitability
41.489362
Streak
28.062462
Best Strategy
Training Data Length
1368.580000
Evaluation Time
2025-10-10 02:29
Expiration Time
2025-11-28 06:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 338676.1821 237192.3008 101483.8813 72981.4055 96941.6557 -23960.2502
Total P&L (%) 338.6762 237.1923 101.4839 72.9814 96.9417 -23.9603
Avg Daily Profit (%) 0.2475 0.1733 0.0742 0.0401 0.0495 -0.02
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151935 -89250 -126065 -299779 -124763 -260141
Profit Factor 1.5729 1.8032 1.343 1.0826 1.2326 0.9487
Total Trades 94 47 47 94 47 47
Winning Trades 39 14 25 39 14 25
Losing Trades 55 33 22 55 33 22
Profitability (%) 41.4894 29.7872 53.1915 41.4894 29.7872 53.1915
Ratio Avg Win / Avg Loss 2.2182 4.2504 1.1818 1.5267 2.9054 0.8348
Largest Winning Trade 139776 139776 36806 180837 180837 58442
Largest Losing Trade -73187 -26677 -73187 -185619 -72414 -185619
Avg Bars in Trades 169 144 193 169 144 193
Avg Bars in Winners 252 261 247 252 261 247
Avg Bars in Losers 110 94 132 110 94 132
Bars Traded 15900 6792 9108 15900 6792 9108
Profit Streak 28.0625 48.4791 0 28.0625 48.4791 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301345 98671 -93094 -270496 -134051 -580283
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16423,
    "evaluation_days": 1368.58,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1644422400000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760052596719,
    "expiration_time": 1764304041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "offset": 139
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            338676.1821015017,
            237192.300810545,
            101483.8812909568,
            72981.4055239822,
            96941.6557352766,
            -23960.2502112945
        ],
        [
            338.676182,
            237.192301,
            101.483881,
            72.981406,
            96.941656,
            -23.96025
        ],
        [
            0.247465,
            0.173313,
            0.074153,
            0.040051,
            0.049533,
            -0.020012
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151935,
            -89250,
            -126065,
            -299779,
            -124763,
            -260141
        ],
        [
            1.572871,
            1.803202,
            1.342987,
            1.082585,
            1.232613,
            0.948689
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            41.489362,
            29.787234,
            53.191489,
            41.489362,
            29.787234,
            53.191489
        ],
        [
            2.218151,
            4.250405,
            1.181828,
            1.526722,
            2.905445,
            0.834846
        ],
        [
            139776,
            139776,
            36806,
            180837,
            180837,
            58442
        ],
        [
            -73187,
            -26677,
            -73187,
            -185619,
            -72414,
            -185619
        ],
        [
            169,
            144,
            193,
            169,
            144,
            193
        ],
        [
            252,
            261,
            247,
            252,
            261,
            247
        ],
        [
            110,
            94,
            132,
            110,
            94,
            132
        ],
        [
            15900,
            6792,
            9108,
            15900,
            6792,
            9108
        ],
        [
            28.062462,
            48.479129,
            0,
            28.062462,
            48.479129,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301345,
            98671,
            -93094,
            -270496,
            -134051,
            -580283
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16423,
    "evaluation_days": 1368.58,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1644422400000,
    "last_datapoint_time": 1760047200000,
    "evaluation_time": 1760052596719,
    "expiration_time": 1764304041600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "offset": 139
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 114,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)