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Trade: IMX/USDT/720/ZLMA/DCL/4142

Strategy
IMX/USDT/720/ZLMA/DCL/4142
Pair
IMX_USDT
Interval
12h
Score
365908
Daily Profit
0.369875
Profit Factor
2.344245
Profitability
38.834951
Streak
0.000000
Best Strategy
Training Data Length
1360.000000
Evaluation Time
2025-09-30 21:18
Expiration Time
2025-11-10 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 503029.7546 336037.3097 166992.4449 1651215.0699 882959.0123 768256.0577
Total P&L (%) 503.0298 336.0373 166.9924 1651.2151 882.959 768.2561
Avg Daily Profit (%) 0.3699 0.2471 0.1228 0.2107 0.1682 0.159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41610 -40794 -40185 -839877 -600563 -779383
Profit Factor 2.3442 2.8231 1.8794 1.5363 1.5776 1.4956
Total Trades 103 51 52 103 51 52
Winning Trades 40 18 22 40 18 22
Losing Trades 63 33 30 63 33 30
Profitability (%) 38.835 35.2941 42.3077 38.835 35.2941 42.3077
Ratio Avg Win / Avg Loss 3.6922 5.1757 2.5628 2.4197 2.8923 2.0395
Largest Winning Trade 156413 156413 61485 679731 679731 629472
Largest Losing Trade -18454 -17622 -18454 -266774 -266774 -255396
Avg Bars in Trades 23 22 25 23 22 25
Avg Bars in Winners 43 38 47 43 38 47
Avg Bars in Losers 11 13 9 11 13 9
Bars Traded 2460 1137 1323 2460 1137 1323
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365908 -172084 -208289 251230 -174839 -172690
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2720,
    "evaluation_days": 1360,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1648512000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256328996,
    "expiration_time": 1762758720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 2,
            "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": [
        [
            503029.7545956961,
            336037.3097220889,
            166992.4448736074,
            1651215.0699455866,
            882959.01229389,
            768256.0576516972
        ],
        [
            503.029755,
            336.03731,
            166.992445,
            1651.21507,
            882.959012,
            768.256058
        ],
        [
            0.369875,
            0.247086,
            0.122789,
            0.210729,
            0.168185,
            0.159047
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41610,
            -40794,
            -40185,
            -839877,
            -600563,
            -779383
        ],
        [
            2.344245,
            2.823115,
            1.879419,
            1.53634,
            1.577642,
            1.495613
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            38.834951,
            35.294118,
            42.307692,
            38.834951,
            35.294118,
            42.307692
        ],
        [
            3.692185,
            5.17571,
            2.562844,
            2.419736,
            2.892344,
            2.039472
        ],
        [
            156413,
            156413,
            61485,
            679731,
            679731,
            629472
        ],
        [
            -18454,
            -17622,
            -18454,
            -266774,
            -266774,
            -255396
        ],
        [
            23,
            22,
            25,
            23,
            22,
            25
        ],
        [
            43,
            38,
            47,
            43,
            38,
            47
        ],
        [
            11,
            13,
            9,
            11,
            13,
            9
        ],
        [
            2460,
            1137,
            1323,
            2460,
            1137,
            1323
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365908,
            -172084,
            -208289,
            251230,
            -174839,
            -172690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 2720,
    "evaluation_days": 1360,
    "actual_first_datapoint_time": 1641772800000,
    "first_datapoint_time": 1648512000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256328996,
    "expiration_time": 1762758720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 2,
            "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)