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Trade: IMX/USDT/240/SSF/DCM/2697

Strategy
IMX/USDT/240/SSF/DCM/2697
Pair
IMX_USDT
Interval
4h
Score
307807
Daily Profit
0.257263
Profit Factor
1.530151
Profitability
42.241379
Streak
22.632838
Best Strategy
Training Data Length
1360.500000
Evaluation Time
2025-10-01 22:11
Expiration Time
2025-11-11 13:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 350006.1809 217716.9708 132289.2101 176819.141 199400.6098 -22581.4688
Total P&L (%) 350.0062 217.717 132.2892 176.8191 199.4006 -22.5815
Avg Daily Profit (%) 0.2573 0.16 0.0972 0.0749 0.0806 -0.0188
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140571 -74987 -74585 -343265 -300496 -294944
Profit Factor 1.5302 1.5971 1.4476 1.0986 1.2099 0.9732
Total Trades 116 58 58 116 58 58
Winning Trades 49 20 29 49 20 29
Losing Trades 67 38 29 67 38 29
Profitability (%) 42.2414 34.4828 50 42.2414 34.4828 50
Ratio Avg Win / Avg Loss 2.0922 3.0344 1.4476 1.5022 2.2987 0.9732
Largest Winning Trade 137388 137388 37329 243303 243303 72158
Largest Losing Trade -48387 -28437 -48387 -137119 -88512 -137119
Avg Bars in Trades 69 63 76 69 63 76
Avg Bars in Winners 117 117 117 117 117 117
Avg Bars in Losers 34 34 35 34 34 35
Bars Traded 8104 3673 4431 8104 3673 4431
Profit Streak 22.6328 36.9662 0 22.6328 36.9662 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 307807 -175533 -242227 -206097 -270470 -760833
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8163,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642003200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759345877225,
    "expiration_time": 1762860816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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": [
        [
            350006.1808607203,
            217716.9707928592,
            132289.2100678611,
            176819.1409616023,
            199400.6097679171,
            -22581.4688063148
        ],
        [
            350.006181,
            217.716971,
            132.28921,
            176.819141,
            199.40061,
            -22.581469
        ],
        [
            0.257263,
            0.160027,
            0.097236,
            0.074868,
            0.080636,
            -0.018811
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140571,
            -74987,
            -74585,
            -343265,
            -300496,
            -294944
        ],
        [
            1.530151,
            1.597057,
            1.447603,
            1.098602,
            1.209857,
            0.973216
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            67,
            38,
            29,
            67,
            38,
            29
        ],
        [
            42.241379,
            34.482759,
            50,
            42.241379,
            34.482759,
            50
        ],
        [
            2.092248,
            3.034408,
            1.447603,
            1.502171,
            2.298729,
            0.973216
        ],
        [
            137388,
            137388,
            37329,
            243303,
            243303,
            72158
        ],
        [
            -48387,
            -28437,
            -48387,
            -137119,
            -88512,
            -137119
        ],
        [
            69,
            63,
            76,
            69,
            63,
            76
        ],
        [
            117,
            117,
            117,
            117,
            117,
            117
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            8104,
            3673,
            4431,
            8104,
            3673,
            4431
        ],
        [
            22.632838,
            36.966172,
            0,
            22.632838,
            36.966172,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307807,
            -175533,
            -242227,
            -206097,
            -270470,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8163,
    "evaluation_days": 1360.5,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642003200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759345877225,
    "expiration_time": 1762860816000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 175,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 15,
            "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)