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Trade: IMX/USDT/120/SSF/BBM/4377

Strategy
IMX/USDT/120/SSF/BBM/4377
Pair
IMX_USDT
Interval
2h
Score
373189
Daily Profit
0.330589
Profit Factor
1.700047
Profitability
42.708333
Streak
44.636656
Best Strategy
Training Data Length
1363.500000
Evaluation Time
2025-10-05 00:16
Expiration Time
2025-11-23 00:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450757.7716 357102.1338 93655.6379 105172.1911 79827.035 25345.1561
Total P&L (%) 450.7578 357.1021 93.6556 105.1722 79.827 25.3452
Avg Daily Profit (%) 0.3306 0.2619 0.0687 0.0527 0.043 0.0166
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157998 -98787 -94468 -109030 -59540 -70739
Profit Factor 1.7 2.0683 1.3025 1.2659 1.4545 1.1152
Total Trades 96 48 48 96 48 48
Winning Trades 41 15 26 41 15 26
Losing Trades 55 33 22 55 33 22
Profitability (%) 42.7083 31.25 54.1667 42.7083 31.25 54.1667
Ratio Avg Win / Avg Loss 2.2806 4.5503 1.1021 1.6981 3.1999 0.9437
Largest Winning Trade 322155 322155 41422 51402 51402 39187
Largest Losing Trade -49809 -29419 -49809 -38862 -18349 -38862
Avg Bars in Trades 168 152 183 168 152 183
Avg Bars in Winners 261 283 248 261 283 248
Avg Bars in Losers 98 92 107 98 92 107
Bars Traded 16143 7314 8829 16143 7314 8829
Profit Streak 44.6367 44.6367 54.72 44.6367 44.6367 54.72
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373189 195629 -99932 -123116 -139919 -268496
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16362,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642708800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612607060,
    "expiration_time": 1763849030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 125,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 49,
            "offset": 130,
            "std": 2.17566
        }
    }
}
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": [
        [
            450757.7716155436,
            357102.133762516,
            93655.6378530276,
            105172.1911394649,
            79827.0349914581,
            25345.1561480068
        ],
        [
            450.757772,
            357.102134,
            93.655638,
            105.172191,
            79.827035,
            25.345156
        ],
        [
            0.330589,
            0.261901,
            0.068688,
            0.052722,
            0.043047,
            0.016569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157998,
            -98787,
            -94468,
            -109030,
            -59540,
            -70739
        ],
        [
            1.700047,
            2.068314,
            1.302476,
            1.265856,
            1.454509,
            1.115223
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            41,
            15,
            26,
            41,
            15,
            26
        ],
        [
            55,
            33,
            22,
            55,
            33,
            22
        ],
        [
            42.708333,
            31.25,
            54.166667,
            42.708333,
            31.25,
            54.166667
        ],
        [
            2.280551,
            4.550292,
            1.102095,
            1.698099,
            3.199921,
            0.94365
        ],
        [
            322155,
            322155,
            41422,
            51402,
            51402,
            39187
        ],
        [
            -49809,
            -29419,
            -49809,
            -38862,
            -18349,
            -38862
        ],
        [
            168,
            152,
            183,
            168,
            152,
            183
        ],
        [
            261,
            283,
            248,
            261,
            283,
            248
        ],
        [
            98,
            92,
            107,
            98,
            92,
            107
        ],
        [
            16143,
            7314,
            8829,
            16143,
            7314,
            8829
        ],
        [
            44.636656,
            44.636656,
            54.719989,
            44.636656,
            44.636656,
            54.719989
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373189,
            195629,
            -99932,
            -123116,
            -139919,
            -268496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16362,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642708800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612607060,
    "expiration_time": 1763849030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 125,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 49,
            "offset": 130,
            "std": 2.17566
        }
    }
}

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)