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Trade: IMX/USDT/120/SSF/T3/2715

Strategy
IMX/USDT/120/SSF/T3/2715
Pair
IMX_USDT
Interval
2h
Score
307862
Daily Profit
0.252345
Profit Factor
1.439359
Profitability
44.966443
Streak
0.000000
Best Strategy
Training Data Length
1364.920000
Evaluation Time
2025-10-06 09:41
Expiration Time
2025-11-24 11:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344430.3822 222533.376 121897.0062 166687.8269 162048.8394 4638.9875
Total P&L (%) 344.4304 222.5334 121.897 166.6878 162.0488 4.639
Avg Daily Profit (%) 0.2523 0.163 0.0893 0.0719 0.0706 0.0033
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118361 -92367 -66494 -243506 -191929 -201366
Profit Factor 1.4394 1.5467 1.3235 1.1341 1.2601 1.0075
Total Trades 149 74 75 149 74 75
Winning Trades 67 29 38 67 29 38
Losing Trades 82 45 37 82 45 37
Profitability (%) 44.9664 39.1892 50.6667 44.9664 39.1892 50.6667
Ratio Avg Win / Avg Loss 1.7616 2.4 1.2886 1.388 1.9553 0.981
Largest Winning Trade 135377 135377 38317 124018 124018 56060
Largest Losing Trade -39557 -27063 -39557 -58853 -41168 -58853
Avg Bars in Trades 109 103 115 109 103 115
Avg Bars in Winners 166 165 168 166 165 168
Avg Bars in Losers 62 63 61 62 63 61
Bars Traded 16308 7649 8659 16308 7649 8659
Profit Streak 0 40.1954 0 0 40.1954 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307862 -57667 -130374 -171561 -165390 -624991
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16379,
    "evaluation_days": 1364.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642053600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759732880350,
    "expiration_time": 1763975836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.72985
        }
    }
}
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": [
        [
            344430.3821932027,
            222533.3760252364,
            121897.0061679661,
            166687.8269080258,
            162048.839363112,
            4638.9875449138
        ],
        [
            344.430382,
            222.533376,
            121.897006,
            166.687827,
            162.048839,
            4.638988
        ],
        [
            0.252345,
            0.163038,
            0.089307,
            0.071891,
            0.070605,
            0.003322
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118361,
            -92367,
            -66494,
            -243506,
            -191929,
            -201366
        ],
        [
            1.439359,
            1.54665,
            1.323461,
            1.134073,
            1.260063,
            1.007481
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            82,
            45,
            37,
            82,
            45,
            37
        ],
        [
            44.966443,
            39.189189,
            50.666667,
            44.966443,
            39.189189,
            50.666667
        ],
        [
            1.761603,
            2.399973,
            1.288633,
            1.38797,
            1.955269,
            0.980968
        ],
        [
            135377,
            135377,
            38317,
            124018,
            124018,
            56060
        ],
        [
            -39557,
            -27063,
            -39557,
            -58853,
            -41168,
            -58853
        ],
        [
            109,
            103,
            115,
            109,
            103,
            115
        ],
        [
            166,
            165,
            168,
            166,
            165,
            168
        ],
        [
            62,
            63,
            61,
            62,
            63,
            61
        ],
        [
            16308,
            7649,
            8659,
            16308,
            7649,
            8659
        ],
        [
            0,
            40.195374,
            0,
            0,
            40.195374,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307862,
            -57667,
            -130374,
            -171561,
            -165390,
            -624991
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16379,
    "evaluation_days": 1364.92,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1642053600000,
    "last_datapoint_time": 1759730400000,
    "evaluation_time": 1759732880350,
    "expiration_time": 1763975836800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 224,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 35,
            "offset": 0,
            "a": 0.72985
        }
    }
}

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)