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Trade: IMX/USDT/360/MIDPRICE/LINREG/9982

Strategy
IMX/USDT/360/MIDPRICE/LINREG/9982
Pair
IMX_USDT
Interval
6h
Score
487031
Daily Profit
0.353673
Profit Factor
1.949501
Profitability
49.019608
Streak
30.663451
Best Strategy
Training Data Length
1371.250000
Evaluation Time
2025-10-12 12:55
Expiration Time
2025-11-22 11:18

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484973.689 294799.1389 190174.5501 1296942.832 534353.5442 762589.2878
Total P&L (%) 484.9737 294.7991 190.1746 1296.9428 534.3535 762.5893
Avg Daily Profit (%) 0.3537 0.215 0.1387 0.1925 0.1348 0.1573
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102219 -74791 -52882 -431150 -347994 -314663
Profit Factor 1.9495 2.0989 1.7842 1.7089 1.5684 1.8574
Total Trades 102 51 51 102 51 51
Winning Trades 50 22 28 50 22 28
Losing Trades 52 29 23 52 29 23
Profitability (%) 49.0196 43.1373 54.902 49.0196 43.1373 54.902
Ratio Avg Win / Avg Loss 2.0275 2.7668 1.4656 1.7773 2.0675 1.5257
Largest Winning Trade 156676 156676 45736 317703 265493 317703
Largest Losing Trade -38709 -17831 -38709 -133299 -133299 -102463
Avg Bars in Trades 51 40 62 51 40 62
Avg Bars in Winners 72 56 84 72 56 84
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 5234 2057 3177 5234 2057 3177
Profit Streak 30.6635 47.9135 30.6635 30.6635 47.9135 30.6635
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487031 -170423 -184497 435719 -191961 -167682
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5485,
    "evaluation_days": 1371.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643652000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760262922167,
    "expiration_time": 1763803080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "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": [
        [
            484973.6889789316,
            294799.1388589,
            190174.5501200318,
            1296942.832032292,
            534353.5441924916,
            762589.2878398004
        ],
        [
            484.973689,
            294.799139,
            190.17455,
            1296.942832,
            534.353544,
            762.589288
        ],
        [
            0.353673,
            0.214986,
            0.138687,
            0.192482,
            0.134817,
            0.157263
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102219,
            -74791,
            -52882,
            -431150,
            -347994,
            -314663
        ],
        [
            1.949501,
            2.098923,
            1.784208,
            1.708923,
            1.568423,
            1.857426
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            49.019608,
            43.137255,
            54.901961,
            49.019608,
            43.137255,
            54.901961
        ],
        [
            2.027481,
            2.766762,
            1.465599,
            1.77728,
            2.067467,
            1.525743
        ],
        [
            156676,
            156676,
            45736,
            317703,
            265493,
            317703
        ],
        [
            -38709,
            -17831,
            -38709,
            -133299,
            -133299,
            -102463
        ],
        [
            51,
            40,
            62,
            51,
            40,
            62
        ],
        [
            72,
            56,
            84,
            72,
            56,
            84
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            5234,
            2057,
            3177,
            5234,
            2057,
            3177
        ],
        [
            30.663451,
            47.913451,
            30.663451,
            30.663451,
            47.913451,
            30.663451
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487031,
            -170423,
            -184497,
            435719,
            -191961,
            -167682
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 5485,
    "evaluation_days": 1371.25,
    "actual_first_datapoint_time": 1641794400000,
    "first_datapoint_time": 1643652000000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760262922167,
    "expiration_time": 1763803080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 43,
            "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)