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Trade: IMX/USDT/120/MIDPRICE/LINREG/2147

Strategy
IMX/USDT/120/MIDPRICE/LINREG/2147
Pair
IMX_USDT
Interval
2h
Score
502970
Daily Profit
0.357433
Profit Factor
1.716413
Profitability
52.830189
Streak
21.059857
Best Strategy
Training Data Length
1362.830000
Evaluation Time
2025-10-04 08:26
Expiration Time
2025-11-22 07:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487120.994 284036.0863 203084.9076 1521174.7532 955894.2774 565280.4758
Total P&L (%) 487.121 284.0361 203.0849 1521.1748 955.8943 565.2805
Avg Daily Profit (%) 0.3574 0.2084 0.149 0.2046 0.1731 0.1391
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122859 -65890 -59625 -1024980 -508104 -531494
Profit Factor 1.7164 1.7967 1.6279 1.3084 1.3687 1.2416
Total Trades 159 80 79 159 80 79
Winning Trades 84 42 42 84 42 42
Losing Trades 75 38 37 75 38 37
Profitability (%) 52.8302 52.5 53.1646 52.8302 52.5 53.1646
Ratio Avg Win / Avg Loss 1.5325 1.6256 1.4341 1.1682 1.2383 1.0938
Largest Winning Trade 73176 73176 59074 378211 346243 378211
Largest Losing Trade -41238 -22458 -41238 -392759 -370238 -392759
Avg Bars in Trades 100 82 119 100 82 119
Avg Bars in Winners 123 87 158 123 87 158
Avg Bars in Losers 74 75 74 74 75 74
Bars Traded 15969 6564 9405 15969 6564 9405
Profit Streak 21.0599 45.4765 0 21.0599 45.4765 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 502970 -7045 -18693 358705 -9835 -33679
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16354,
    "evaluation_days": 1362.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643248800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555571640,
    "expiration_time": 1763789356800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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": [
        [
            487120.9939606785,
            284036.0863480617,
            203084.9076126167,
            1521174.7532005687,
            955894.2774008003,
            565280.475799769
        ],
        [
            487.120994,
            284.036086,
            203.084908,
            1521.174753,
            955.894277,
            565.280476
        ],
        [
            0.357433,
            0.208416,
            0.149017,
            0.204617,
            0.173097,
            0.139148
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122859,
            -65890,
            -59625,
            -1024980,
            -508104,
            -531494
        ],
        [
            1.716413,
            1.796722,
            1.627893,
            1.308382,
            1.368653,
            1.24159
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            52.830189,
            52.5,
            53.164557,
            52.830189,
            52.5,
            53.164557
        ],
        [
            1.532511,
            1.625605,
            1.434096,
            1.168198,
            1.238305,
            1.093782
        ],
        [
            73176,
            73176,
            59074,
            378211,
            346243,
            378211
        ],
        [
            -41238,
            -22458,
            -41238,
            -392759,
            -370238,
            -392759
        ],
        [
            100,
            82,
            119,
            100,
            82,
            119
        ],
        [
            123,
            87,
            158,
            123,
            87,
            158
        ],
        [
            74,
            75,
            74,
            74,
            75,
            74
        ],
        [
            15969,
            6564,
            9405,
            15969,
            6564,
            9405
        ],
        [
            21.059857,
            45.476524,
            0,
            21.059857,
            45.476524,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502970,
            -7045,
            -18693,
            358705,
            -9835,
            -33679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16354,
    "evaluation_days": 1362.83,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643248800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555571640,
    "expiration_time": 1763789356800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 129,
            "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)