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Trade: IMX/USDT/120/MIDPRICE/VWMA/7668

Strategy
IMX/USDT/120/MIDPRICE/VWMA/7668
Pair
IMX_USDT
Interval
2h
Score
341252
Daily Profit
0.314447
Profit Factor
1.613315
Profitability
42.307692
Streak
0.000000
Best Strategy
Training Data Length
1363.500000
Evaluation Time
2025-10-05 00:16
Expiration Time
2025-11-23 00:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428748.1406 273557.4651 155190.6754 526140.8145 483222.0392 42918.7753
Total P&L (%) 428.7481 273.5575 155.1907 526.1408 483.222 42.9188
Avg Daily Profit (%) 0.3144 0.2006 0.1138 0.1346 0.1294 0.0262
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103392 -80225 -60539 -431792 -232178 -452257
Profit Factor 1.6133 1.8611 1.4069 1.1981 1.4595 1.0268
Total Trades 156 78 78 156 78 78
Winning Trades 66 31 35 66 31 35
Losing Trades 90 47 43 90 47 43
Profitability (%) 42.3077 39.7436 44.8718 42.3077 39.7436 44.8718
Ratio Avg Win / Avg Loss 2.2 2.8217 1.7285 1.6338 2.2128 1.2614
Largest Winning Trade 157877 157877 41123 265913 211967 265913
Largest Losing Trade -46514 -19862 -46514 -210913 -78410 -210913
Avg Bars in Trades 103 86 119 103 86 119
Avg Bars in Winners 169 144 191 169 144 191
Avg Bars in Losers 54 48 60 54 48 60
Bars Traded 16076 6751 9325 16076 6751 9325
Profit Streak 0 40.3033 0 0 40.3033 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341252 -26739 -75653 -16540 -55985 -387390
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16362,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612604397,
    "expiration_time": 1763849030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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": [
        [
            428748.1405601244,
            273557.4651122196,
            155190.6754479051,
            526140.8145071644,
            483222.0392404888,
            42918.7752666755
        ],
        [
            428.748141,
            273.557465,
            155.190675,
            526.140815,
            483.222039,
            42.918775
        ],
        [
            0.314447,
            0.200629,
            0.113818,
            0.134627,
            0.129412,
            0.026194
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103392,
            -80225,
            -60539,
            -431792,
            -232178,
            -452257
        ],
        [
            1.613315,
            1.861095,
            1.406918,
            1.198124,
            1.459504,
            1.026757
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            42.307692,
            39.74359,
            44.871795,
            42.307692,
            39.74359,
            44.871795
        ],
        [
            2.199975,
            2.82166,
            1.728499,
            1.633805,
            2.212796,
            1.261445
        ],
        [
            157877,
            157877,
            41123,
            265913,
            211967,
            265913
        ],
        [
            -46514,
            -19862,
            -46514,
            -210913,
            -78410,
            -210913
        ],
        [
            103,
            86,
            119,
            103,
            86,
            119
        ],
        [
            169,
            144,
            191,
            169,
            144,
            191
        ],
        [
            54,
            48,
            60,
            54,
            48,
            60
        ],
        [
            16076,
            6751,
            9325,
            16076,
            6751,
            9325
        ],
        [
            0,
            40.303292,
            0,
            0,
            40.303292,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341252,
            -26739,
            -75653,
            -16540,
            -55985,
            -387390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16362,
    "evaluation_days": 1363.5,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643068800000,
    "last_datapoint_time": 1759608000000,
    "evaluation_time": 1759612604397,
    "expiration_time": 1763849030400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "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)