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Trade: IMX/USDT/720/HILO/ZLMA/2270

Strategy
IMX/USDT/720/HILO/ZLMA/2270
Pair
IMX_USDT
Interval
12h
Score
343393
Daily Profit
0.319094
Profit Factor
1.596558
Profitability
39.130435
Streak
31.774705
Best Strategy
Training Data Length
1354.000000
Evaluation Time
2025-09-25 21:35
Expiration Time
2025-11-04 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432053.4118 269558.2843 162495.1275 593124.3953 401642.5471 191481.8483
Total P&L (%) 432.0534 269.5583 162.4951 593.1244 401.6425 191.4818
Avg Daily Profit (%) 0.3191 0.1991 0.12 0.1431 0.1192 0.079
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96373 -86621 -50478 -345006 -336075 -156331
Profit Factor 1.5966 1.6757 1.4995 1.3538 1.4347 1.2545
Total Trades 161 81 80 161 81 80
Winning Trades 63 25 38 63 25 38
Losing Trades 98 56 42 98 56 42
Profitability (%) 39.1304 30.8642 47.5 39.1304 30.8642 47.5
Ratio Avg Win / Avg Loss 2.4835 3.7535 1.6574 2.1059 3.2136 1.3866
Largest Winning Trade 143308 143308 42037 193328 193328 86176
Largest Losing Trade -26070 -12607 -26070 -69456 -63705 -69456
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 30 35 27 30 35 27
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 2670 1326 1344 2670 1326 1344
Profit Streak 31.7747 31.7747 34.2747 31.7747 31.7747 34.2747
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 343393 -7794 -49988 -2188 -50464 -107221

Evaluation Data

{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825334486,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "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": [
        [
            432053.4117598525,
            269558.2843038602,
            162495.1274559926,
            593124.3953235539,
            401642.5470709073,
            191481.8482526468
        ],
        [
            432.053412,
            269.558284,
            162.495127,
            593.124395,
            401.642547,
            191.481848
        ],
        [
            0.319094,
            0.199083,
            0.120011,
            0.143089,
            0.119179,
            0.079042
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96373,
            -86621,
            -50478,
            -345006,
            -336075,
            -156331
        ],
        [
            1.596558,
            1.675664,
            1.499538,
            1.353815,
            1.434653,
            1.254524
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            63,
            25,
            38,
            63,
            25,
            38
        ],
        [
            98,
            56,
            42,
            98,
            56,
            42
        ],
        [
            39.130435,
            30.864198,
            47.5,
            39.130435,
            30.864198,
            47.5
        ],
        [
            2.483535,
            3.753488,
            1.657384,
            2.105935,
            3.213623,
            1.386579
        ],
        [
            143308,
            143308,
            42037,
            193328,
            193328,
            86176
        ],
        [
            -26070,
            -12607,
            -26070,
            -69456,
            -63705,
            -69456
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            30,
            35,
            27,
            30,
            35,
            27
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            2670,
            1326,
            1344,
            2670,
            1326,
            1344
        ],
        [
            31.774705,
            31.774705,
            34.274705,
            31.774705,
            31.774705,
            34.274705
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            343393,
            -7794,
            -49988,
            -2188,
            -50464,
            -107221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2708,
    "evaluation_days": 1354,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1642680000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825334486,
    "expiration_time": 1762224768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 5,
            "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)