← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: IMX/USDT/120/VWMA/KCB/4376

Strategy
IMX/USDT/120/VWMA/KCB/4376
Pair
IMX_USDT
Interval
2h
Score
332633
Daily Profit
0.181307
Profit Factor
1.354396
Profitability
53.719008
Streak
19.149873
Best Strategy
Training Data Length
1362.080000
Evaluation Time
2025-10-03 14:35
Expiration Time
2025-11-21 12:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 246954.8478 189414.8923 57539.9555 -20405.323 90906.4241 -111311.7471
Total P&L (%) 246.9548 189.4149 57.54 -20.4053 90.9064 -111.3117
Avg Daily Profit (%) 0.1813 0.1391 0.0422 -0.0168 0.0475 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171464 -81121 -186516 -168162 -24861 -195914
Profit Factor 1.3544 1.747 1.1298 0.9521 1.8999 0.6574
Total Trades 121 61 60 121 61 60
Winning Trades 65 31 34 65 31 34
Losing Trades 56 30 26 56 30 26
Profitability (%) 53.719 50.8197 56.6667 53.719 50.8197 56.6667
Ratio Avg Win / Avg Loss 1.1669 1.6907 0.864 0.8203 1.8386 0.5027
Largest Winning Trade 62002 62002 37764 38412 25178 38412
Largest Losing Trade -79965 -26862 -79965 -88572 -18295 -88572
Avg Bars in Trades 127 107 147 127 107 147
Avg Bars in Winners 151 132 169 151 132 169
Avg Bars in Losers 99 82 118 99 82 118
Bars Traded 15431 6581 8850 15431 6581 8850
Profit Streak 19.1499 43.7332 0 19.1499 43.7332 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332633 -164663 -385034 -579415 -286474 -749094
Evaluation Data
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16345,
    "evaluation_days": 1362.08,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643356800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491349041,
    "expiration_time": 1763722224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            246954.8477774324,
            189414.8922799105,
            57539.9554975217,
            -20405.3230410793,
            90906.4240564856,
            -111311.7470975649
        ],
        [
            246.954848,
            189.414892,
            57.539955,
            -20.405323,
            90.906424,
            -111.311747
        ],
        [
            0.181307,
            0.139063,
            0.042244,
            -0.016754,
            0.047484,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171464,
            -81121,
            -186516,
            -168162,
            -24861,
            -195914
        ],
        [
            1.354396,
            1.747025,
            1.129807,
            0.952092,
            1.899898,
            0.657403
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            53.719008,
            50.819672,
            56.666667,
            53.719008,
            50.819672,
            56.666667
        ],
        [
            1.166865,
            1.69067,
            0.86397,
            0.820264,
            1.838611,
            0.50272
        ],
        [
            62002,
            62002,
            37764,
            38412,
            25178,
            38412
        ],
        [
            -79965,
            -26862,
            -79965,
            -88572,
            -18295,
            -88572
        ],
        [
            127,
            107,
            147,
            127,
            107,
            147
        ],
        [
            151,
            132,
            169,
            151,
            132,
            169
        ],
        [
            99,
            82,
            118,
            99,
            82,
            118
        ],
        [
            15431,
            6581,
            8850,
            15431,
            6581,
            8850
        ],
        [
            19.149873,
            43.733206,
            0,
            19.149873,
            43.733206,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332633,
            -164663,
            -385034,
            -579415,
            -286474,
            -749094
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "IMX_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 16345,
    "evaluation_days": 1362.08,
    "actual_first_datapoint_time": 1641808800000,
    "first_datapoint_time": 1643356800000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491349041,
    "expiration_time": 1763722224000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 181,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)