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Trade: IMX/USDT/120/MIDPRICE/ZLMA/5088

Strategy
IMX/USDT/120/MIDPRICE/ZLMA/5088
Pair
IMX_USDT
Interval
2h
Score
300940
Daily Profit
0.233184
Profit Factor
1.453591
Profitability
43.307087
Streak
14.909875
Best Strategy
Training Data Length
1353.250000
Evaluation Time
2025-09-26 14:50
Expiration Time
2025-11-12 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 315556.7094 208611.7827 106944.9267 174713.0202 94424.9728 80288.0474
Total P&L (%) 315.5567 208.6118 106.9449 174.713 94.425 80.288
Avg Daily Profit (%) 0.2332 0.1542 0.079 0.0747 0.0491 0.0436
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110934 -83554 -64211 -258973 -145326 -149696
Profit Factor 1.4536 1.6317 1.2927 1.1226 1.138 1.1084
Total Trades 127 64 63 127 64 63
Winning Trades 55 23 32 55 23 32
Losing Trades 72 41 31 72 41 31
Profitability (%) 43.3071 35.9375 50.7937 43.3071 35.9375 50.7937
Ratio Avg Win / Avg Loss 1.9029 2.9086 1.2523 1.4696 2.0286 1.0737
Largest Winning Trade 91470 91470 49566 122397 109993 122397
Largest Losing Trade -32588 -15974 -32588 -90729 -75323 -90729
Avg Bars in Trades 125 95 155 125 95 155
Avg Bars in Winners 186 144 216 186 144 216
Avg Bars in Losers 78 67 93 78 67 93
Bars Traded 15910 6101 9809 15910 6101 9809
Profit Streak 14.9099 31.0765 0 14.9099 31.0765 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 300940 -134067 -233974 -180555 -339265 -382640

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643580000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758887413236,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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": [
        [
            315556.7093979963,
            208611.7827084091,
            106944.9266895872,
            174713.0202028748,
            94424.972790017,
            80288.0474128578
        ],
        [
            315.556709,
            208.611783,
            106.944927,
            174.71302,
            94.424973,
            80.288047
        ],
        [
            0.233184,
            0.154156,
            0.079028,
            0.074704,
            0.049144,
            0.043563
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110934,
            -83554,
            -64211,
            -258973,
            -145326,
            -149696
        ],
        [
            1.453591,
            1.63168,
            1.29265,
            1.122592,
            1.138017,
            1.108351
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            72,
            41,
            31,
            72,
            41,
            31
        ],
        [
            43.307087,
            35.9375,
            50.793651,
            43.307087,
            35.9375,
            50.793651
        ],
        [
            1.902883,
            2.908648,
            1.252255,
            1.469575,
            2.02864,
            1.073715
        ],
        [
            91470,
            91470,
            49566,
            122397,
            109993,
            122397
        ],
        [
            -32588,
            -15974,
            -32588,
            -90729,
            -75323,
            -90729
        ],
        [
            125,
            95,
            155,
            125,
            95,
            155
        ],
        [
            186,
            144,
            216,
            186,
            144,
            216
        ],
        [
            78,
            67,
            93,
            78,
            67,
            93
        ],
        [
            15910,
            6101,
            9809,
            15910,
            6101,
            9809
        ],
        [
            14.909875,
            31.076542,
            0,
            14.909875,
            31.076542,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300940,
            -134067,
            -233974,
            -180555,
            -339265,
            -382640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16239,
    "evaluation_days": 1353.25,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643580000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758887413236,
    "expiration_time": 1762931548800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "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)