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Trade: IMX/USDT/240/ZLMA/HILO/2712

Strategy
IMX/USDT/240/ZLMA/HILO/2712
Pair
IMX_USDT
Interval
4h
Score
519788
Daily Profit
0.380063
Profit Factor
1.743275
Profitability
50.574713
Streak
16.946202
Best Strategy
Training Data Length
1353.330000
Evaluation Time
2025-09-26 17:42
Expiration Time
2025-11-04 04:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 514350.2875 316135.1487 198215.1388 1442061.306 736630.8112 705430.4948
Total P&L (%) 514.3503 316.1351 198.2151 1442.0613 736.6308 705.4305
Avg Daily Profit (%) 0.3801 0.2336 0.1465 0.2024 0.1571 0.1543
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66698 -78458 -98099 -1773178 -1756396 -764679
Profit Factor 1.7433 1.8954 1.5848 1.2175 1.2037 1.2341
Total Trades 174 87 87 174 87 87
Winning Trades 88 40 48 88 40 48
Losing Trades 86 47 39 86 47 39
Profitability (%) 50.5747 45.977 55.1724 50.5747 45.977 55.1724
Ratio Avg Win / Avg Loss 1.7037 2.2271 1.2877 1.1898 1.4143 1.0027
Largest Winning Trade 116483 116483 40416 937040 937040 658768
Largest Losing Trade -38880 -32401 -38880 -747792 -709644 -747792
Avg Bars in Trades 45 46 44 45 46 44
Avg Bars in Winners 54 58 51 54 58 51
Avg Bars in Losers 36 36 35 36 36 35
Bars Traded 7899 4060 3840 7899 4060 3840
Profit Streak 16.9462 31.7795 0 16.9462 31.7795 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 519788 365794 167540 330999 209536 276367

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644811200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897751873,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            514350.2874824393,
            316135.1487103922,
            198215.1387720476,
            1442061.3059913812,
            736630.811185091,
            705430.4948062901
        ],
        [
            514.350287,
            316.135149,
            198.215139,
            1442.061306,
            736.630811,
            705.430495
        ],
        [
            0.380063,
            0.233598,
            0.146465,
            0.202351,
            0.157085,
            0.154272
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66698,
            -78458,
            -98099,
            -1773178,
            -1756396,
            -764679
        ],
        [
            1.743275,
            1.895363,
            1.584835,
            1.217482,
            1.203653,
            1.234079
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            50.574713,
            45.977011,
            55.172414,
            50.574713,
            45.977011,
            55.172414
        ],
        [
            1.703655,
            2.227052,
            1.287678,
            1.189811,
            1.414292,
            1.002689
        ],
        [
            116483,
            116483,
            40416,
            937040,
            937040,
            658768
        ],
        [
            -38880,
            -32401,
            -38880,
            -747792,
            -709644,
            -747792
        ],
        [
            45,
            46,
            44,
            45,
            46,
            44
        ],
        [
            54,
            58,
            51,
            54,
            58,
            51
        ],
        [
            36,
            36,
            35,
            36,
            36,
            35
        ],
        [
            7899,
            4060,
            3840,
            7899,
            4060,
            3840
        ],
        [
            16.946202,
            31.779535,
            0,
            16.946202,
            31.779536,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519788,
            365794,
            167540,
            330999,
            209536,
            276367
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 8120,
    "evaluation_days": 1353.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1644811200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758897751873,
    "expiration_time": 1762223040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)