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Trade: IMX/USDT/480/SSF/ALMA/7819

Strategy
IMX/USDT/480/SSF/ALMA/7819
Pair
IMX_USDT
Interval
8h
Score
473327
Daily Profit
0.344328
Profit Factor
1.585305
Profitability
56.129032
Streak
15.562593
Best Strategy
Training Data Length
1356.330000
Evaluation Time
2025-09-27 16:30
Expiration Time
2025-11-07 02:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 467021.8752 299314.2599 167707.6153 329930.1349 219892.1108 110038.0241
Total P&L (%) 467.0219 299.3143 167.7076 329.9301 219.8921 110.038
Avg Daily Profit (%) 0.3443 0.2207 0.1236 0.1076 0.0858 0.0547
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143191 -76392 -81285 -164841 -86956 -103647
Profit Factor 1.5853 1.73 1.4324 1.3038 1.4562 1.1822
Total Trades 155 78 77 155 78 77
Winning Trades 87 35 52 87 35 52
Losing Trades 68 43 25 68 43 25
Profitability (%) 56.129 44.8718 67.5325 56.129 44.8718 67.5325
Ratio Avg Win / Avg Loss 1.2391 2.1254 0.6886 1.0191 1.789 0.5684
Largest Winning Trade 142537 142537 35303 84948 78589 84948
Largest Losing Trade -61144 -45079 -61144 -77062 -74697 -77062
Avg Bars in Trades 26 22 29 26 22 29
Avg Bars in Winners 30 29 30 30 29 30
Avg Bars in Losers 20 17 25 20 17 25
Bars Traded 4049 1792 2257 4049 1792 2257
Profit Streak 15.5626 29.5626 0 15.5626 29.5626 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 473327 -24557 -67846 -46783 -111932 -180738
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4069,
    "evaluation_days": 1356.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642233600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758979808018,
    "expiration_time": 1762475616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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": [
        [
            467021.8752397405,
            299314.259937451,
            167707.6153022894,
            329930.1349104714,
            219892.1108344026,
            110038.0240760689
        ],
        [
            467.021875,
            299.31426,
            167.707615,
            329.930135,
            219.892111,
            110.038024
        ],
        [
            0.344328,
            0.22068,
            0.123648,
            0.107587,
            0.085769,
            0.05473
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143191,
            -76392,
            -81285,
            -164841,
            -86956,
            -103647
        ],
        [
            1.585305,
            1.729983,
            1.432367,
            1.303801,
            1.456152,
            1.182198
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            87,
            35,
            52,
            87,
            35,
            52
        ],
        [
            68,
            43,
            25,
            68,
            43,
            25
        ],
        [
            56.129032,
            44.871795,
            67.532468,
            56.129032,
            44.871795,
            67.532468
        ],
        [
            1.239089,
            2.125408,
            0.688638,
            1.019063,
            1.788987,
            0.568364
        ],
        [
            142537,
            142537,
            35303,
            84948,
            78589,
            84948
        ],
        [
            -61144,
            -45079,
            -61144,
            -77062,
            -74697,
            -77062
        ],
        [
            26,
            22,
            29,
            26,
            22,
            29
        ],
        [
            30,
            29,
            30,
            30,
            29,
            30
        ],
        [
            20,
            17,
            25,
            20,
            17,
            25
        ],
        [
            4049,
            1792,
            2257,
            4049,
            1792,
            2257
        ],
        [
            15.562593,
            29.562593,
            0,
            15.562593,
            29.562593,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473327,
            -24557,
            -67846,
            -46783,
            -111932,
            -180738
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4069,
    "evaluation_days": 1356.33,
    "actual_first_datapoint_time": 1641801600000,
    "first_datapoint_time": 1642233600000,
    "last_datapoint_time": 1758960000000,
    "evaluation_time": 1758979808018,
    "expiration_time": 1762475616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 114,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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)